stata 动态面板回归:
结果出现 因变量 omitted from dgmmiv() because of collinearity,搞不动为啥是因变量 omitted,该怎么解决呢!急!!
下面是程序和结果:
. xtabond rd tax govtsub,lags(2) maxldep(3) endogenous(roe, lag(0,2)) twostep vce(robust)
note: rd omitted from dgmmiv() because of collinearity.
note: L2.rd omitted because of collinearity.
variance–covariance matrix of the two-step estimator is not full rank
Two-step estimator is not available. One-step estimator is available and
variance–covariance matrix provides correct coverage.