请问各位固定效应模型为什么会omitted？ - Stata专版

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673688860x 发表于 2021-2-6 16:01:18 |AI写论文

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Variable |    VIF    1/VIF
-------------+----------------------
   shibor |    4.14 0.241544
   FR007 |    3.55 0.282055
      cpi |    1.67 0.599564
  M2当月同比 |    1.56 0.641233
   沪深300 |    1.33 0.749969
-------------+----------------------
Mean VIF |    2.45

note: shibor omitted because of collinearity
note: cpi omitted because of collinearity
note: M2当月同比 omitted because of collinearity
note: 沪深300 omitted because of collinearity
note: FR007 omitted because of collinearity

Fixed-effects (within) regression             Number of obs    =       60
Group variable: 同业存单ID                   Number of groups  =       60

R-sq:                                        Obs per group:
   within  =    .                                        min =       1
   between =    .                                        avg =       1.0
   overall =    .                                        max =       1

                                             F(0,0)          =    0.00
corr(u_i, Xb)  =    .                      Prob > F       =       .

------------------------------------------------------------------------------
发行利率 |    Coef. Std. Err.    t P>|t|    [95% Conf. Interval]
-------------+----------------------------------------------------------------
   shibor |       0  (omitted)
      cpi |       0  (omitted)
  M2当月同比 |       0  (omitted)
   沪深300 |       0  (omitted)
   FR007 |       0  (omitted)
   _cons | 3.704523       .       .    .          .          .
-------------+----------------------------------------------------------------
   sigma_u |  .72950632
   sigma_e |       .
      rho |       . (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(59, 0) = .                         Prob > F =    .

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