reg cost b0 i.a0
predict uhat,residual
gen u2=uhat^2
gen logu2=log(u2)
reg logu2 b0 i.a0
predict g,xb
gen h=exp(g)
gen invvar=1/h
reg cost b0 i.a0 [aweight=invvar]
当控制变量稍多的时候会出现变量全部被剔除的问题(sum of wgt is 2.8532e+05)
(sum of wgt is 5.0706e+30)
note: 2.workcode omitted because of collinearity
note: 3.workcode omitted because of collinearity。。。。。
检查 多遍都没有共线性问题,wgt是权重矩阵的问题么?
急求大牛解答