[回归分析求助] 当期回归显示没有观测值，但是滞后一期却可以，这是问什么呢？ [推广有奖]

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xxbbyy 发表于 2021-5-4 14:03:03 |AI写论文

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我的因变量是总评分，解释变量是duration,可以进行正常的回归。但是，对解释变量duration进行分类之后（分为长期、中期、短期），回归时就显示no observations。我怀疑是自己数据的问题，但是如果将细分的解释变量滞后一期（L长期、L中期、L短期）则可以回归。这应该说明数据是没有问题的，请问这是什么原因呢？

（请大神帮帮忙，不然我可能得重新收集提前一期的数据，然后滞后回归

）
数据如下：

* Example generated by -dataex-. To install: ssc install dataex
clear
input float(id year) double 总评分 float 公司层面duration str6 PDj分组 float(短期induration 中期induration 长期induration)
3 2019 23.89 4.7282577 "短期" .05381024 . .
4 2019 29.61 3.230243 "短期" .022135595 . .
7 2018 30.25 2.0043998 "短期" .01963535 . .
7 2019 25.64 3.3674045 "短期" .04952168 . .
15 2019 18.18 5.942976 "短期" .02042477 . .
18 2019 31.03 4.951972 "短期" .009798341 . .
21 2018 37.79 6.816479 "短期" .006624684 . .
26 2018 29.24 5.99588 "短期" .021043304 . .
30 2019 27.07 4.5858793 "短期" .02165465 . .
31 2019 19.94 3.609529 "短期" .003376841 . .
32 2019 21.12 6.85143 "短期" .002583376 . .
38 2018 -.4 5.908486 "短期" .008684874 . .
45 2019 23.98 6.68972 "短期" .013647404 . .
46 2018 22.41 .300981 "短期" .17064296 . .
47 2018 27.01 4.5275764 "短期" .08523028 . .
48 2019 18.92 1.4853967 "短期" .04111654 . .
49 2018 19.54 3.513679 "短期" .00517799 . .
52 2018 20.94 1.5149367 "短期" .227163 . .
53 2019 18.18 5.942976 "短期" .02042477 . .
54 2018 24.91 3.960578 "短期" .11049301 . .
55 2019 27.84 3.7373564 "短期" .0033812854 . .
58 2018 31.62 2.405947 "短期" .20668925 . .
59 2019 -2.02 1.143217 "短期" -1.7467024 . .
60 2019 25.88 2.5236976 "短期" .22806087 . .
64 2019 20.32 4.495883 "短期" .02763424 . .
65 2018 14.89 .5385202 "短期" .2116603 . .
67 2017 25.83 5.622198 "短期" .05343682 . .
69 2019 -.87 3.487676 "短期" .0611451 . .
70 2019 23.12 3.91074 "短期" .06914861 . .
71 2017 24.13 9.178029 "短期" .001155615 . .
75 2019 31.03 4.951972 "短期" .009798341 . .
76 2018 22.11 6.313118 "短期" .020029886 . .
81 2019 21.93 6.898548 "短期" .0046243663 . .
83 2018 13.32 5.681179 "短期" .07385657 . .
84 2018 33.36 7.931613 "短期" .0008647778 . .
88 2019 22.29 5.684264 "短期" .028085487 . .
89 2018 22.24 6.347216 "短期" .006802659 . .
91 2019 16.82 6.074634 "短期" .011837401 . .
92 2019 37.72 5.145141 "短期" .00574622 . .
93 2019 25.29 1.954108 "短期" .05225429 . .
98 2018 23.04 6.442688 "短期" .004755773 . .
99 2016 30.36 6.878951 "短期" .0022200441 . .
100 2019 14.99 6.088423 "短期" -.28382406 . .
105 2019 27.64 6.627553 "短期" .010359982 . .
107 2019 9.93 5.133289 "短期" .006708737 . .
111 2018 30.99 4.779742 "短期" .014092788 . .
113 2019 21 5.141306 "短期" .01422005 . .
116 2019 26.95 6.620702 "短期" .006322108 . .
117 2018 38.86 6.634716 "短期" .005942724 . .
118 2019 18.99 6.047683 "短期" -.01340499 . .
120 2017 21.97 8.911395 "短期" .001442343 . .
122 2019 25.3 6.161935 "短期" .030712686 . .
129 2017 14.36 3.4948735 "短期" .12765345 . .
129 2018 16.81 8.028966 "长期" . . 7.857073
130 2018 24.11 7.010407 "短期" .04796411 . .
139 2015 27.08 6.577087 "短期" .0016551353 . .
139 2016 27.68 6.896017 "中期" . .01795618 .
166 2017 30.71 6.50299 "短期" .018644497 . .
168 2017 29.06 1.624832 "短期" .17086883 . .
171 2017 30.86 7.264602 "短期" .001742219 . .
172 2017 27.87 7.375662 "短期" .0011042953 . .
173 2019 27.8 2.905823 "短期" .00026609618 . .
174 2015 26.83 13.754724 "短期" .002352393 . .
185 2013 61.91 14.73757 "短期" -.00845717 . .
186 2013 61.75 178.1506 "短期" .004143489 . .
187 2013 60.25 10.052595 "短期" .009892447 . .
187 2014 16.14 5.994237 "中期" . .10357372 .
192 2013 71.02 35.922165 "短期" .0250762 . .
196 2014 21.62 14.531333 "短期" .01224333 . .
201 2017 20.45 4.671505 "中期" . .312298 .
201 2018 17.18 4.600398 "长期" . . 4.0465603
201 2019 1.16 4.0381093 "长期" . . 3.529743
216 2015 13.55 2.3264318 "中期" . 1.20365 .
229 2016 17.09 4.2078953 "短期" .10001424 . .
230 2016 33.4 6.053739 "短期" .021429786 . .
end