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我正在使用 R 中的 felm() 函数运行回归并收到以下警告消息：

malmquist.felm <- felm(malmquist~ IT + logTA + npl | firm + year | 0 | firm + year , data=Data)

Warning message:
In newols(mm, nostats = nostats[1], exactDOF = exactDOF, onlyse = onlyse,  :
  Negative eigenvalues set to zero in multiway clustered variance matrix. See felm(...,psdef=FALSE)

> summary(malmquist.felm)

Call:
   felm(formula = malmquist ~ IT + logTA + npl | firm + year | 0 | firm + year, data = Data) 

Residuals:
      Min        1Q    Median        3Q       Max 
-0.212863 -0.043140 -0.002299  0.040482  0.302387 

Coefficients:
                    Estimate Cluster s.e. t value Pr(>|t|)    
IT                -9.373e-03    8.749e-03  -1.071    0.315    
logTA              8.828e-02    2.955e-03  29.871 1.71e-09 ***     
npl                2.435e-03    3.410e-03   0.714    0.496    
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 0.08268 on 317 degrees of freedom
  (98 observations deleted due to missingness)
Multiple R-squared(full model): 0.2651   Adjusted R-squared: 0.1352 
Multiple R-squared(proj model): 0.08175   Adjusted R-squared: -0.08046 
F-statistic(full model, *iid*):2.042 on 56 and 317 DF, p-value: 6.886e-05 
F-statistic(proj model): 0.7007 on 6 and 8 DF, p-value: 0.6582 


Warning message:
In chol.default(mat, pivot = TRUE, tol = tol) :
  the matrix is either rank-deficient or indefinite

有谁知道如何解决这个问题，或者我可以忽略警告信息吗？

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0 回答 0