横截面数据 ，个体固定效应 stata

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各位老师好，我是用的横截面想做个体固定效应。比如命令是reg y a b c，做个体固定效应的命令：reg y a b c i.id.但是出现了很多_Iid_ omitted because of collinearity。这要怎么解决啊？而且我做的个体固定效应在论文中的表格只能是新加一个虚拟变量：个体固定效应，说明结果？。这个回归后出现了与观测值同样多的id，这要怎么办？

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关键词：个体固定效应 Stata 横截面数据 截面数据 固定效应

莫对不起受的苦 发表于 2020-12-18 08:53
各位老师好，我是用的横截面想做个体固定效应。比如命令是reg y a b c，做个体固定效应的命令：reg y a b c ...

按照这个命令：reg lnc lny pension gender age ms education people health sd lnr lnv lnia loan assistance i.id<br>
出现的结果：id:  factor variables may not contain noninteger values<br>
按照这个命令：xi:reg lnc lny pension gender age ms education people health sd lnr lnv lnia loan assistance i.id<br>
出现的结果：<br>
i.id              _Iid_1-1411         (_Iid_1 for id==.1000000014901161 omitted)note: _Iid_61 omitted because of collinearitynote: _Iid_65 omitted because of collinearitynote: _Iid_70 omitted because of collinearitynote: _Iid_84 omitted because of collinearitynote: _Iid_88 omitted because of collinearitynote: _Iid_91 omitted because of collinearitynote: _Iid_95 omitted because of collinearitynote: _Iid_117 omitted because of collinearitynote: _Iid_128 omitted because of collinearitynote: _Iid_177 omitted because of collinearitynote: _Iid_208 omitted because of collinearitynote: _Iid_212 omitted because of collinearitynote: _Iid_238 omitted because of collinearitynote: _Iid_274 omitted because of collinearitynote: _Iid_312 omitted because of collinearitynote: _Iid_370 omitted because of collinearitynote: _Iid_388 omitted because of collinearitynote: _Iid_430 omitted because of collinearitynote: _Iid_436 omitted because of collinearitynote: _Iid_443 omitted because of collinearitynote: _Iid_467 omitted because of collinearitynote: _Iid_482 omitted because of collinearitynote: _Iid_493 omitted because of collinearitynote: _Iid_499 omitted because of collinearitynote: _Iid_528 omitted because of collinearitynote: _Iid_530 omitted because of collinearitynote: _Iid_536 omitted because of collinearitynote: _Iid_540 omitted because of collinearitynote: _Iid_553 omitted because of collinearitynote: _Iid_568 omitted because of collinearitynote: _Iid_609 omitted because of collinearitynote: _Iid_614 omitted because of collinearitynote: _Iid_620 omitted because of collinearitynote: _Iid_626 omitted because of collinearitynote: _Iid_651 omitted because of collinearitynote: _Iid_655 omitted because of collinearitynote: _Iid_676 omitted because of collinearitynote: _Iid_677 omitted because of collinearitynote: _Iid_693 omitted because of collinearitynote: _Iid_702 omitted because of collinearitynote: _Iid_725 omitted because of collinearitynote: _Iid_740 omitted because of collinearitynote: _Iid_765 omitted because of collinearitynote: _Iid_774 omitted because of collinearitynote: _Iid_793 omitted because of collinearitynote: _Iid_812 omitted because of collinearitynote: _Iid_817 omitted because of collinearitynote: _Iid_838 omitted because of collinearitynote: _Iid_840 omitted because of collinearitynote: _Iid_879 omitted because of collinearitynote: _Iid_907 omitted because of collinearitynote: _Iid_908 omitted because of collinearitynote: _Iid_921 omitted because of collinearitynote: _Iid_924 omitted because of collinearitynote: _Iid_937 omitted because of collinearitynote: _Iid_943 omitted because of collinearitynote: _Iid_965 omitted because of collinearitynote: _Iid_993 omitted because of collinearitynote: _Iid_1013 omitted because of collinearitynote: _Iid_1019 omitted because of collinearitynote: _Iid_1032 omitted because of collinearitynote: _Iid_1038 omitted because of collinearitynote: _Iid_1041 omitted because of collinearitynote: _Iid_1044 omitted because of collinearitynote: _Iid_1045 omitted because of collinearitynote: _Iid_1066 omitted because of collinearitynote: _Iid_1072 omitted because of collinearitynote: _Iid_1101 omitted because of collinearitynote: _Iid_1103 omitted because of collinearitynote: _Iid_1108 omitted because of collinearitynote: _Iid_1126 omitted because of collinearitynote: _Iid_1143 omitted because of collinearitynote: _Iid_1176 omitted because of collinearitynote: _Iid_1191 omitted because of collinearitynote: _Iid_1192 omitted because of collinearitynote: _Iid_1223 omitted because of collinearitynote: _Iid_1231 omitted because of collinearitynote: _Iid_1339 omitted because of collinearitynote: _Iid_1370 omitted because of collinearitynote: _Iid_1383 omitted because of collinearity      Source |       SS           df       MS      Number of obs   =     1,345-------------+----------------------------------   F(1344, 0)      =         .       Model |  1276.63664     1,344   .94987845   Prob &gt; F        =         .    Residual |           0         0           .   R-squared       =    1.0000-------------+----------------------------------   Adj R-squared   =         .       Total |  1276.63664     1,344   .94987845   Root MSE        =         0------------------------------------------------------------------------------         lnc |      Coef.   Std. Err.      t    P&gt;|t|     [95% Conf. Interval]-------------+----------------------------------------------------------------         lny |   .0675591          .        .       .            .           .     pension |   .1573239          .        .       .            .           .      gender |   .3433056          .        .       .            .           .         age |   .0309434          .        .       .            .           .          ms |  -.1769194          .        .       .            .           .   education |   .0534946          .   

莫对不起受的苦 发表于 2020-12-18 09:00
按照这个命令：reg lnc lny pension gender age ms education people health sd lnr lnv lnia loan assi ...

做个体固定效应，首先你得是面板数据啊，截面数据做不了啊，做ols吧

zdlspace 发表于 2020-12-18 16:35
做个体固定效应，首先你得是面板数据啊，截面数据做不了啊，做ols吧

哦哦，好的，个体固定效应不能是面板数据是吗

莫对不起受的苦 发表于 2020-12-20 11:32
哦哦，好的，个体固定效应不能是面板数据是吗

什么跟什么啊，我是说截面数据做不了个体固定效应，什么时候说过面板数据做不了固定效应

zdlspace 发表于 2020-12-20 22:13
什么跟什么啊，我是说截面数据做不了个体固定效应，什么时候说过面板数据做不了固定效应

横截面数据加一个虚拟变量i.id再回归不行吗？这不是个体固定效应？

莫对不起受的苦 发表于 2020-12-21 19:02
横截面数据加一个虚拟变量i.id再回归不行吗？这不是个体固定效应？

横截面数据如果加I. id，相当于在同一个个体内比较，是估计不出来系数的，如果是面板数据，那么加I. id与xtreg,fe是等价的。无论如何，个体固定效应首先必须是面板数据结构，这也是面板数据相对于截面数据的优势。

zdlspace 发表于 2020-12-22 10:58
横截面数据如果加I. id，相当于在同一个个体内比较，是估计不出来系数的，如果是面板数据，那么加I. id与 ...

好的，谢谢前辈