菜鸟求教：面板检验出现 omitted because of collinearity怎么办-经管之家官网！

菜鸟求教：面板检验出现 omitted because of collinearity怎么办

发布：未知燕 | 分类：会计库

数据结果如下：【为什么会出现自变量共线？是用了交叉项的缘故？如何去除？多谢多谢，期待回应】Fixed-effects(within)regressionNumberofobs=4770Groupvariable:codeNumberofgroups=954R-sq:within=0.3824Obspergro ...

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数据结果如下：【为什么会出现自变量共线？是用了交叉项的缘故？如何去除？多谢多谢，期待回应】
Fixed-effects (within) regression Number of obs = 4770
Group variable: code Number of groups = 954
R-sq:within= 0.3824 Obs per group: min = 5
between = 0.1090 avg = 5.0
overall = 0.2091 max = 5
F(61,953) = .
corr(u_i, Xb)= -0.6670 Prob > F = .
(Std. Err. adjusted for 954 clusters in code)
------------------------------------------------------------------------------
| Robust
ch | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
cf |(omitted)
cfcsr |(omitted)
cfmkt | .0311809 .0067241 4.64 0.000 .0179853 .0443766
cfmktcsr | .0092301 .0044012 2.10 0.036 .0005928 .0178673
csr | .0013923 .0045184 0.31 0.758 -.007475 .0102595
size | .0458981 .0204564 2.24 0.025 .0057533 .086043
tobinq |-.0050483 .0036156 -1.40 0.163 -.0121437 .0020472
nwc | .3176408 .0822926 3.86 0.000 .1561452 .4791363
year1 | .0886059 .0117421 7.55 0.000 .0655626 .1116493
year2 | .0568601 .0098229 5.79 0.000 .0375831 .0761371
year3 | .0082395 .0054246 1.52 0.129 -.002406 .018885
year4 |(omitted)
year5 | .005312 .0047545 1.12 0.264 -.0040185 .0146424
ind1 |-.2040536 .1222665 -1.67 0.095 -.4439963 .0358891
ind2 |(omitted)
ind3 |(omitted)
ind4 |(omitted)
ind5 | -.144884 .0845876 -1.71 0.087 -.3108836 .0211155
ind6 | .4388415 .1072345 4.09 0.000 .2283985 .6492846
ind7 |-.2979227 .1142059 -2.61 0.009 -.5220468 -.0737986
ind8 |-.0265188 .1178408 -0.23 0.822 -.2577763 .2047387
ind9 | .3818581 .105431 3.62 0.000 .1749544 .5887619
ind10 |-.0305287 .1128761 -0.27 0.787 -.2520431 .1909856
ind11 |-.0275903 .1229777 -0.22 0.823 -.2689287 .2137482
ind12 |-.1608141 .0969261 -1.66 0.097 -.3510273 .0293991
ind13 |-.2129057 .0748101 -2.85 0.005 -.3597172 -.0660942
ind14 |-.1965776 .0807 -2.44 0.015 -.3549478 -.0382073
ind15 | -.242627 .0756099 -3.21 0.001 -.391008 -.0942459
ind16 |(omitted)
ind17 |-.0204244 .10328 -0.20 0.843 -.2231069 .182258
ind18 | -.042053 .0150635 -2.79 0.005 -.0716144 -.0124916
ind19 |(omitted)
ind20 |-.1973031 .0870221 -2.27 0.024 -.3680802 -.026526
ind21 |-.1532673 .0799829 -1.92 0.056 -.3102304 .0036957
ind22 |-.1488985 .0870073 -1.71 0.087 -.3196465 .0218494
ind23 |-.2086978 .0738749 -2.83 0.005 -.3536741 -.0637216
ind24 |-.1779087 .0782943 -2.27 0.023 -.3315578 -.0242596
ind25 | -.280607 .1528218 -1.84 0.067 -.580513 .019299
ind26 | -.201636 .0874556 -2.31 0.021 -.3732637 -.0300083
ind27 | -.162214 .0879768 -1.84 0.066 -.3348645 .0104366
ind28 |-.2465868 .0768771 -3.21 0.001 -.3974548 -.0957188
ind29 |-.2393873 .1208714 -1.98 0.048 -.4765921 -.0021824
ind30 |-.1724699 .081824 -2.11 0.035 -.333046 -.0118939
ind31 |-.1694374 .0981104 -1.73 0.084 -.3619747 .0231
ind32 |-.1833231 .0827672 -2.21 0.027 -.3457501 -.0208961
ind33 |-.1420223 .0961755 -1.48 0.140 -.3307626 .046718
ind34 |-.1756208 .0779531 -2.25 0.024 -.3286002 -.0226413
ind35 |-.1734488 .0758999 -2.29 0.023 -.322399 -.0244986
ind36 |-.2876192 .0937456 -3.07 0.002 -.4715908 -.1036476
ind37 |-.2107187 .0843463 -2.50 0.013 -.3762447 -.0451927
ind38 |-.2514723 .1275539 -1.97 0.049 -.5017914 -.0011533
ind39 |-.2086458 .0847701 -2.46 0.014 -.3750034 -.0422883
ind40 |-.1728017 .0826184 -2.09 0.037 -.3349368 -.0106667
ind41 |-.1467626 .0846916 -1.73 0.083 -.312966 .0194409
ind42 |-.2228726 .0907364 -2.46 0.014 -.4009388 -.0448065
ind43 |-.2138483 .0960346 -2.23 0.026 -.4023119 -.0253846
ind44 |-.1087523 .0897042 -1.21 0.226 -.2847929 .0672882
ind45 | -.220765 .0908999 -2.43 0.015 -.3991521 -.042378
ind46 |-.1702129 .0767571 -2.22 0.027 -.3208453 -.0195805
ind47 |-.2249907 .0766213 -2.94 0.003 -.3753567 -.0746248
ind48 |(omitted)
ind49 |-.2037039 .0812738 -2.51 0.012 -.3632002 -.0442077
ind50 |-.2097328 .0839727 -2.50 0.013 -.3745255 -.0449401
ind51 |-.1990244 .0837739 -2.38 0.018 -.363427 -.0346219
ind52 |-.2193143 .0850313 -2.58 0.010 -.3861846 -.052444
ind53 |-.2498499 .0849457 -2.94 0.003 -.4165521 -.0831476
ind54 |-.1424085 .1052753 -1.35 0.176 -.3490067 .0641897
ind55 |(omitted)
ind56 |-.1280435 .0924363 -1.39 0.166 -.3094457 .0533586
ind57 |-.0979775 .0816016 -1.20 0.230 -.2581171 .0621621
ind58 | -.186255 .0962951 -1.93 0.053 -.3752299 .00272
ind59 |-.2184307 .0884954 -2.47 0.014 -.392099 -.0447624
ind60 |-.2300347 .0881874 -2.61 0.009 -.4030986 -.0569709
ind61 |-.2400667 .0860128 -2.79 0.005 -.4088631 -.0712703
ind62 | .2678158 .0784849 3.41 0.001 .1137926 .421839
ind63 |(omitted)
ind64 | .2553349 .0782922 3.26 0.001 .1016899 .4089798
ind65 |-.2047824 .0886548 -2.31 0.021 -.3787636 -.0308013
ind66 |-.1974387 .0893359 -2.21 0.027 -.3727565 -.0221208
_cons |-.9128603 .4560467 -2.00 0.046 -1.807832 -.0178885
-------------+----------------------------------------------------------------
sigma_u |.12630302
sigma_e |.15323253
rho |.40454924 (fraction of variance due to u_i)
------------------------------------------------------------------------------
数据源的部分如下：

code	YEAR	CH	CF	CF*CSR	CF*MKT	CFMKTCSR	CSR	SIZE	Tobin'Q	NWC	IND	area
000002	2009	0.016979	0.077605	0.107276	0.741904	1.025556	1.38233	25.64768	1.511156	0.522197	K70	east
000002	2010	0.095155	0.016258	0.031606	0.155428	0.302158	1.944041	26.09686	1.165389	0.551346	K70	east
000002	2011	-0.00688	0.015718	0.045054	0.150266	0.43072	2.866391	26.41433	1.042666	0.379908	K70	east
000002	2012	0.059101	0.012579	0.043836	0.120254	0.419074	3.484914	26.66028	1.076884	0.347526	K70	east
000002	2013	-0.02143	0.005079	0.021154	0.048554	0.20223	4.165077	26.89539	0.968694	0.298639	K70	east
000004	2009	0.280364	0.27767	0.051652	2.65453	0.493797	0.186021	19.25581	0.610368	0.187822	G54	east
000004	2010	-0.15028	-0.05092	-0.02194	-0.48679	-0.20974	0.430872	19.03164	5.781353	0.196497	C27	east
000004	2011	0.065384	0.105123	0.02197	1.004978	0.210033	0.208992	19.09519	3.752426	0.285744	C27	east
000004	2012	-0.00458	0.089465	0.017471	0.85529	0.167022	0.195281	19.07775	3.789974	0.453485	C27	east
000004	2013	0.001245	-0.10908	-0.01552	-1.04277	-0.14837	0.14228	19.30508	4.439229	0.515356	C27	east
000005	2009	0.003999	0.005854	-9.1E-05	0.055966	-0.00087	-0.01554	21.00029	4.637656	-0.30759	S90	east
000005	2010	-0.01213	0.004644	0.000445	0.044395	0.00425	0.095722	20.98228	3.057444	-0.28794	S90	east
000005	2011	-0.00203	0.026838	0.003726	0.256576	0.035618	0.138822	20.95484	0.476484	-0.30125	S90	east
000005	2012	0.002294	0.142374	0.012932	1.361097	0.123625	0.090828	21.00067	2.539861	-0.22526	K70	east
000005	2013	-0.00201	-0.08465	-0.00189	-0.80929	-0.0181	0.022363	20.89609	2.396972	-0.22979	K70	east
000006	2009	0.10227	0.062321	0.115704	0.595786	1.106131	1.856589	22.7073	1.475423	0.815598	K70	east

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