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家人们,我好像解决了,我把ivreghdfe price weight (length=gear), absorb(trunk, resid(ehat)) 改为了reghdfe price weight (length=gear), absorb(trunk) resid(ehat)就能运行了。
reghdfe price weight (length=gear), absorb(trunk) resid(ehat)
(dropped 5 singleton observations)
(converged in 1 iterations)
HDFE IV (2SLS) estimation
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Estimates efficient for homoskedasticity only
Statistics consistent for homoskedasticity only
Number of obs = 69
F( 2, 54) = 6.43
Prob > F = 0.0031
Total (centered) SS = 432058347.6 Centered R2 = 0.2909
Total (uncentered) SS = 432058347.6 Uncentered R2 = .
Residual SS = 387804729.6 Root MSE = 2680
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price | Coef. Std. Err. t P>|t| [95% Conf. Interval]
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length | 69.79144 735.9307 0.09 0.925 -1405.661 1545.244
weight | .8237046 16.7207 0.05 0.961 -32.69928 34.34669
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Underidentification test (Anderson canon. corr. LM statistic): 0.371
Chi-sq(1) P-val = 0.5422
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Weak identification test (Cragg-Donald Wald F statistic): 0.292
Stock-Yogo weak ID test critical values: 10% maximal IV size 16.38
15% maximal IV size 8.96
20% maximal IV size 6.66
25% maximal IV size 5.53
Source: Stock-Yogo (2005). Reproduced by permission.
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Sargan statistic (overidentification test of all instruments): 0.000
(equation exactly identified)
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Instrumented: length
Included instruments: weight
Excluded instruments: gear_ratio
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Absorbed degrees of freedom:
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Absorbed FE | Num. Coefs. = Categories - Redundant |
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trunk | 13 13 0 |
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