楼主: boi_Z
5119 3

[回归分析求助] 加入控制变量后主解释变量的符号相反但仍然显著该怎么处理 [推广有奖]

  • 3关注
  • 0粉丝

本科生

39%

还不是VIP/贵宾

-

0%
威望
0 级
论坛币
4 个
通用积分
1.9389
学术水平
0 点
热心指数
0 点
信用等级
0 点
经验
1357 点
帖子
52
精华
0
在线时间
108 小时
注册时间
2020-11-12
最后登录
2025-9-11
楼主
boi_Z 发表于 2021-2-4 18:11:20 |AI写论文

+2 论坛币
k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群
赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币
我研究的是2017-2019沪深A股上市公司被ST后散户持股比例的变化情况，看文献以前研究机构持股比例的时候都把公司规模SIZE还有ROE/PE作为控制变量，这里边仿照这个加入之后发现，只加入ROE和PE，或者不加入控制变量时主解释变量ST都是显著为正的，但加入公司规模后ST显著为负，请问这是什么原因呢，或者需要进一步怎么处理？如果是公司规模与公司被ST之间有共线问题可以不把公司规模加入回归当中吗？
因为没有计量和stata基础，所以不知道都要做哪些检验或者怎么处置，如果有需要学习的知识劳烦留下名称我再去学习，万分感谢！

不加SIZE的命令为：xtreg rethold ST ROE PE i.year,fe  (rethold为机构持股比例，ST是被ST与否的个体及时间虚拟变量的交乘项）
1.png




第二次命令为：xtreg rethold ST ROE PE size i.year,fe
2.png


数据如下：
  1. * Example generated by -dataex-. To install: ssc install dataex
  2. clear
  3. input double stkcd float(year rethold ST) double PE float(ROE size)
  4. 2 2017 .31984305 0 12.739999771118164 .213626  495.4417
  5. 2 2017  .3750323 0 11.239999771118164 .213626 490.12125
  6. 2 2017  .3340866 0 12.180000305175781 .213626  482.2554
  7. 2 2017  .3340866 0 11.739999771118164 .213626  501.3803
  8. 2 2017 .31984305 0 15.039999961853027 .213626  476.6921
  9. 2 2017  .3340866 0   12.6899995803833 .213626  495.2247
  10. 2 2017 .31984305 0 12.180000305175781 .213626  490.1268
  11. 2 2017 .31984305 0 13.399999618530273 .213626  490.0747
  12. 2 2017  .3340866 0 11.100000381469727 .213626 481.62875
  13. 2 2017  .3340866 0 11.899999618530273 .213626 500.12915
  14. 2 2017 .31984305 0 13.380000114440918 .213626  473.7313
  15. 2 2017  .3340866 0   11.4399995803833 .213626 484.30365
  16. 2 2017 .31984305 0 13.390000343322754 .213626  481.4508
  17. 2 2017  .4745918 0 11.449999809265137 .213626  561.6839
  18. 2 2017  .3340866 0   13.8100004196167 .213626  505.5023
  19. 2 2017  .3340866 0 11.170000076293945 .213626  476.6675
  20. 2 2017 .31984305 0                 12 .213626  488.3083
  21. 2 2017  .3340866 0 14.079999923706055 .213626  506.6911
  22. 2 2017  .4745918 0 10.819999694824219 .213626 538.92474
  23. 2 2017  .3340866 0 12.380000114440918 .213626  490.5236
  24. 2 2017  .3340866 0 12.140000343322754 .213626  488.5365
  25. 2 2017  .3340866 0 12.149999618530273 .213626  492.4566
  26. 2 2017  .4745918 0 10.920000076293945 .213626  548.7529
  27. 2 2017  .3340866 0 11.420000076293945 .213626  479.4731
  28. 2 2017 .31984305 0 14.220000267028809 .213626  480.9972
  29. 2 2017  .3340866 0                 11 .213626  479.2961
  30. 2 2017  .3340866 0 11.170000076293945 .213626  478.4178
  31. 2 2017  .3750323 0  10.84000015258789 .213626  486.3561
  32. 2 2017  .3340866 0 11.229999542236328 .213626  479.0751
  33. 2 2017 .31984305 0 14.489999771118164 .213626  477.8645
  34. 2 2017 .31984305 0 14.720000267028809 .213626  481.4723
  35. 2 2017 .31984305 0  14.59000015258789 .213626  483.4636
  36. 2 2017  .3340866 0 11.170000076293945 .213626  483.2034
  37. 2 2017  .3340866 0 10.869999885559082 .213626  481.7745
  38. 2 2017  .4745918 0 10.819999694824219 .213626  542.0179
  39. 2 2017  .3340866 0 10.539999961853027 .213626  477.9559
  40. 2 2017 .31984305 0 14.279999732971191 .213626  475.8426
  41. 2 2017  .3340866 0 12.619999885559082 .213626  494.0858
  42. 2 2017 .31984305 0 12.729999542236328 .213626  480.1146
  43. 2 2017 .31984305 0  13.40999984741211 .213626  490.7311
  44. 2 2017  .3340866 0 11.260000228881836 .213626  476.5088
  45. 2 2017  .3340866 0 11.229999542236328 .213626  479.6667
  46. 2 2017  .4745918 0 10.890000343322754 .213626 543.85425
  47. 2 2017 .31984305 0               13.5 .213626  470.3532
  48. 2 2017  .3340866 0 11.180000305175781 .213626  477.0671
  49. 2 2017 .31984305 0 15.649999618530273 .213626  486.4428
  50. 2 2017  .4745918 0 10.850000381469727 .213626 543.13055
  51. 2 2017  .3340866 0 11.819999694824219 .213626  493.4234
  52. 2 2017 .31984305 0   12.0600004196167 .213626  484.2213
  53. 2 2017  .3750323 0 10.140000343322754 .213626   483.611
  54. 2 2017  .3340866 0   11.4399995803833 .213626  478.7027
  55. 2 2017  .3340866 0 12.239999771118164 .213626  500.9647
  56. 2 2017  .3340866 0 10.920000076293945 .213626  477.5041
  57. 2 2017  .4745918 0 10.920000076293945 .213626  540.8901
  58. 2 2017  .3750323 0 10.859999656677246 .213626  486.0971
  59. 2 2017 .31984305 0 13.819999694824219 .213626  467.5678
  60. 2 2017 .31984305 0 14.229999542236328 .213626  480.0354
  61. 2 2017  .3340866 0   11.8100004196167 .213626  500.4572
  62. 2 2017  .3340866 0 12.550000190734863 .213626  495.8304
  63. 2 2017  .4745918 0   11.3100004196167 .213626 548.46454
  64. 2 2017 .31984305 0 14.380000114440918 .213626  469.4314
  65. 2 2017  .3340866 0 10.979999542236328 .213626  478.1211
  66. 2 2017  .3750323 0 10.149999618530273 .213626  494.5341
  67. 2 2017  .4745918 0 10.859999656677246 .213626  545.3342
  68. 2 2017  .3750323 0  11.09000015258789 .213626  498.2172
  69. 2 2017  .3750323 0 10.869999885559082 .213626  507.3661
  70. 2 2017  .3340866 0 11.260000228881836 .213626  477.5742
  71. 2 2017 .31984305 0 14.210000038146973 .213626   469.574
  72. 2 2017 .31984305 0 12.710000038146973 .213626  484.6707
  73. 2 2017  .3750323 0               13.5 .213626  505.9933
  74. 2 2017  .3340866 0  11.15999984741211 .213626   484.123
  75. 2 2017  .3340866 0 10.970000267028809 .213626  482.7292
  76. 2 2017 .31984305 0 14.119999885559082 .213626  464.7486
  77. 2 2017  .3340866 0 10.510000228881836 .213626  477.4622
  78. 2 2017  .3750323 0  10.15999984741211 .213626  495.9543
  79. 2 2017 .31984305 0 13.170000076293945 .213626 472.03635
  80. 2 2017  .3340866 0 13.829999923706055 .213626  504.5412
  81. 2 2017  .4745918 0 10.869999885559082 .213626  539.2978
  82. 2 2017  .3750323 0 10.989999771118164 .213626  521.7815
  83. 2 2017  .3750323 0   9.84000015258789 .213626  500.3032
  84. 2 2017 .31984305 0              12.25 .213626  497.8456
  85. 2 2017  .3340866 0 12.899999618530273 .213626  497.5537
  86. 2 2017  .4745918 0 10.789999961853027 .213626 539.75415
  87. 2 2017  .3340866 0 11.050000190734863 .213626  484.4192
  88. 2 2017  .4745918 0 10.880000114440918 .213626 539.47437
  89. 2 2017  .4745918 0 10.760000228881836 .213626  540.7869
  90. 2 2017  .4745918 0 10.970000267028809 .213626 540.56683
  91. 2 2017  .4745918 0 10.979999542236328 .213626 545.40765
  92. 2 2017  .3750323 0   10.9399995803833 .213626 513.49445
  93. 2 2017  .3750323 0 10.989999771118164 .213626 522.71783
  94. 2 2017  .3750323 0 10.890000343322754 .213626  512.1797
  95. 2 2017  .3340866 0 13.369999885559082 .213626  499.2335
  96. 2 2017 .31984305 0   13.6899995803833 .213626  471.9016
  97. 2 2017  .4745918 0 10.850000381469727 .213626  543.7313
  98. 2 2017 .31984305 0 12.539999961853027 .213626  500.4321
  99. 2 2017  .4745918 0 10.680000305175781 .213626 537.15204
  100. 2 2017 .31984305 0 13.239999771118164 .213626 467.13785
  101. 2 2017 .31984305 0               12.5 .213626  490.7708
  102. 2 2017  .3750323 0 11.569999694824219 .213626  491.6369
  103. 2 2017  .3340866 0  11.90999984741211 .213626  480.3322
  104. end
复制代码




二维码

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0
关键词：解释变量 怎么处理 控制变量 generated generate

相关帖子

沙发
楠堏～ 发表于 2023-1-13 17:09:53 来自手机
boi_Z 发表于 2021-2-4 18:11
我研究的是2017-2019沪深A股上市公司被ST后散户持股比例的变化情况，看文献以前研究机构持股比例的时候都把 ...
楼主，请问您解决了吗？怎么解决的啊？
藤椅
flq159357 发表于 2023-11-3 19:32:28
请问楼主问题解决了吗 遇到一样的问题了
板凳
Qzilong 发表于 2023-12-4 17:19:01
可能是严重共线性问题 影响结果删掉就行了 换别的控制变量
返回列表
高级模式
B Color Image Link Quote Code Smilies
您需要登录后才可以回帖 登录 | 我要注册

本版微信群
加好友,备注jltj
拉您入交流群

京ICP备16021002号-2 京B2-20170662号 京公网安备 11010802022788号 论坛法律顾问：王进律师 知识产权保护声明   免责及隐私声明

GMT+8, 2025-12-5 17:16