豪斯曼检验在R中具有奇异性

时间:2015-12-17 10:42:24

标签: r panel singular

我的数据存储在名为'Gap3'的数据框中,结构如下:

> summary(Gap3)
           region         time          rC2R             g        
 Beijing      : 19   1995   : 31   Min.   :0.000   Min.   : 3.80  
 Tianjin      : 19   1996   : 31   1st Qu.:2.404   1st Qu.: 9.70  
 Hebei        : 19   1997   : 31   Median :2.819   Median :11.50  
 Shanxi       : 19   1998   : 31   Mean   :2.898   Mean   :11.47  
 InnerMongolia: 19   1999   : 31   3rd Qu.:3.240   3rd Qu.:12.90  
 Liaoning     : 19   2000   : 31   Max.   :5.605   Max.   :23.80  
 (Other)      :475   (Other):403   NA's   :2                      
     CCover            FDI               FDS              HC        
 Min.   :0.0348   Min.   :0.00000   Min.   :0.732   Min.   : 2.599  
 1st Qu.:0.2402   1st Qu.:0.01100   1st Qu.:1.884   1st Qu.: 7.040  
 Median :0.2945   Median :0.02240   Median :2.303   Median : 7.852  
 Mean   :0.3130   Mean   :0.03247   Mean   :2.438   Mean   : 7.805  
 3rd Qu.:0.3726   3rd Qu.:0.04180   3rd Qu.:2.733   3rd Qu.: 8.546  
 Max.   :0.7852   Max.   :0.44940   Max.   :7.303   Max.   :12.028  
 NA's   :2        NA's   :8         NA's   :2                       
       I                IE          MedCResCover     MedCWoCover    
 Min.   :0.0000   Min.   :0.0000   Min.   :0.0000   Min.   :0.0000  
 1st Qu.:0.3332   1st Qu.:0.0792   1st Qu.:0.0536   1st Qu.:0.0518  
 Median :0.4389   Median :0.1231   Median :0.2201   Median :0.2159  
 Mean   :0.4879   Mean   :0.3029   Mean   :0.3159   Mean   :0.2103  
 3rd Qu.:0.6251   3rd Qu.:0.3269   3rd Qu.:0.5560   3rd Qu.:0.3000  
 Max.   :1.1126   Max.   :2.0513   Max.   :1.9183   Max.   :0.9507  
                                   NA's   :3                        
      pGDP          rCityRate          RCover            rFkOut      
 Min.   :  1826   Min.   :0.1590   Min.   :0.00160   Min.   :0.0492  
 1st Qu.:  6226   1st Qu.:0.3300   1st Qu.:0.04312   1st Qu.:0.1060  
 Median : 12437   Median :0.4210   Median :0.08665   Median :0.1456  
 Mean   : 19034   Mean   :0.4447   Mean   :0.21798   Mean   :0.1829  
 3rd Qu.: 26133   3rd Qu.:0.5280   3rd Qu.:0.27025   3rd Qu.:0.2071  
 Max.   :100105   Max.   :0.8960   Max.   :1.05240   Max.   :1.2914  
                                   NA's   :153       NA's   :1       
     TCover          UnCover      
 Min.   :0.0000   Min.   :0.0000  
 1st Qu.:0.0997   1st Qu.:0.1536  
 Median :0.1591   Median :0.1880  
 Mean   :0.2273   Mean   :0.2028  
 3rd Qu.:0.3090   3rd Qu.:0.2376  

缺失值的数量为:

> sum(is.na(Gap3))
[1] 171

维度为:

> dim(Gap3)
[1] 589  18

我目前的目的是决定我应该使用哪种效果,修复效果或随机效果。我的模型功能和我所做的如下所示:

> form1
rC2R ~ TCover + MedCResCover + UnCover + pGDP + I(pGDP^2) + g + 
    FDS + FDI + IE + I + rFkOut + HC + rCityRate
>gap.fe1 <- plm(form1, data=Gap3,model="within")    
>gap.rd1 <- plm(form1, data=Gap3,model="random")
>phtest(gap.fe1,gap.rd1)
Error in solve.default(dvcov) : 
  system is computationally singular: reciprocal condition number = 1.117e-22

然后我将小于1的变量乘以100,然后再次执行该过程,但奇点出现了。在我的第三次尝试中,我删除了pGDPI(pGDP^2),这次它成功完成了。

phtest(gap.fe3,gap.rd3)

        Hausman Test

data:  form3
chisq = 94.967, df = 11, p-value = 1.762e-15
alternative hypothesis: one model is inconsistent

有人可以告诉我原因,为什么pGDPI(pGDP^2)引起了奇点?

0 个答案:

没有答案