Hello,
When I use Random effects linear models with and AR(1) disturbance
estimation, I got:
1. dropped constant
2. rho_ar | -.085 (estimated autocorrelation coefficient)
sigma_u | 0
sigma_e | 348.752509
rho_fov | 0 (fraction of variance due to u_i)
Could anyone explain why it is dropped constant and 0 for u and
rho_fov and how to solve this problem please?
Many thanks.
Ben
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