做双因素固定效应模型,数据是2016——2021年34个城市的,6个解释变量全部被删,代码和结果如下,有大神帮忙看下怎么解决吗?非常感谢!
. xtset id year
Panel variable: id (unbalanced)
Time variable: year, 2016 to 2021
Delta: 1 unit
. xtreg y x1 x2 x3 x4 x5 x6,fe
note: x1 omitted because of collinearity.
note: x2 omitted because of collinearity.
note: x3 omitted because of collinearity.
note: x4 omitted because of collinearity.
note: x5 omitted because of collinearity.
note: x6 omitted because of collinearity.
Fixed-effects (within) regression Number of obs = 204
Group variable: id Number of groups = 204
R-squared: Obs per group:
Within = . min = 1
Between = . avg = 1.0
Overall = . max = 1
F(0,0) = 0.00
corr(u_i, Xb) = . Prob > F = .
------------------------------------------------------------------------------
y | Coefficient Std. err. t P>|t| [95% conf. interval]
-------------+----------------------------------------------------------------
x1 | 0 (omitted)
x2 | 0 (omitted)
x3 | 0 (omitted)
x4 | 0 (omitted)
x5 | 0 (omitted)
x6 | 0 (omitted)
_cons | 50.12745 . . . . .
-------------+----------------------------------------------------------------
sigma_u | 48.122416
sigma_e | .
rho | . (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(203, 0) = . Prob > F = .
.