大神们,我正在用STATA做发展中国家人均GDP收敛性分析。面板数据。
但是在建立虚拟变量时出现了问题,求大神们指导一下。
首先阐述一下我们模型。我用了10个发展中国家和10个发达国家2001-2010年人均GDP的数据,建立模型确定是否贝塔收敛。模型为:LN(Yi,t/Yi,t-1)=A+BLN(Yi,t-1)+Ui,t,其中Yi,t是第I个国家在第t年的人均GDP水平,如果B<0,则表示模型收敛,发展中国家经济增长速度大于发达国家并且两者最终趋于同一水平。
楼主已经进行了hausman检验,p=0.0001,这可以拒绝原假设,就是模型应该选择固定效应模型。
但是当我加入时间和国家的虚拟变量之后,就出现了多重共线性的问题。
固定效应模型为Y=A+BX+CHi+DWk+Uit
其中Hi=1,when i=1,2,....,20, Hi=0,when i=其他
Wk=1,when k=2001,2002,....2010,Wk=0, when k=其他
我的STATA命令为:
xtreg y x i.country i.year,fe
但是输入之后,出现的结果是
xtreg y x i.country i.year,fe
note: 2.country omitted because of collinearity
note: 3.country omitted because of collinearity
note: 4.country omitted because of collinearity
note: 5.country omitted because of collinearity
note: 6.country omitted because of collinearity
note: 7.country omitted because of collinearity
note: 8.country omitted because of collinearity
note: 9.country omitted because of collinearity
note: 10.country omitted because of collinearity
note: 11.country omitted because of collinearity
note: 12.country omitted because of collinearity
note: 13.country omitted because of collinearity
note: 14.country omitted because of collinearity
note: 15.country omitted because of collinearity
note: 16.country omitted because of collinearity
note: 17.country omitted because of collinearity
note: 18.country omitted because of collinearity
note: 19.country omitted because of collinearity
note: 20.country omitted because of collinearity
Fixed-effects (within) regression Number of obs = 180
Group variable: country Number of groups = 20
R-sq: within = 0.5316 Obs per group: min = 9
between = 0.5135 avg = 9.0
overall = 0.3069 max = 9
F(9,151) = 19.04
corr(u_i, Xb) = -0.8593 Prob > F = 0.0000
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | -8.35e-06 1.55e-06 -5.40 0.000 -.0000114 -5.30e-06
|
country |
2 | (omitted)
3 | (omitted)
4 | (omitted)
5 | (omitted)
6 | (omitted)
7 | (omitted)
8 | (omitted)
9 | (omitted)
10 | (omitted)
11 | (omitted)
12 | (omitted)
13 | (omitted)
14 | (omitted)
15 | (omitted)
16 | (omitted)
17 | (omitted)
18 | (omitted)
19 | (omitted)
20 | (omitted)
|
year |
2003 | .1060854 .0216918 4.89 0.000 .0632268 .148944
2004 | .1120809 .0220987 5.07 0.000 .0684183 .1557435
2005 | .0951004 .0230097 4.13 0.000 .0496379 .1405629
2006 | .1019965 .0236382 4.31 0.000 .0552922 .1487009
2007 | .1495863 .0244018 6.13 0.000 .1013733 .1977994
2008 | .1380059 .0262394 5.26 0.000 .0861621 .1898496
2009 | -.0128397 .0279653 -0.46 0.647 -.0680936 .0424141
2010 | .1448073 .0258666 5.60 0.000 .0937002 .1959144
|
_cons | .1536456 .0258056 5.95 0.000 .102659 .2046323
-------------+----------------------------------------------------------------
sigma_u | .10805511
sigma_e | .06853863
rho | .71309995 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(19, 151) = 0.00 Prob > F = 1.0000
说是多重共线性的问题,所有的国家数据都被去掉了 这是为什么????????
我觉得应该是虚拟变量设定有问题
请大神们知道我一下,这是毕业论文,老师也不明白哪里有问题,对于我来说,做不出来论文就没有办法往下写了!!!!!!!!!!!
求指导
在这里先谢谢大家了!!!!!!!!!!thanks a million