面板数据时间行业固定效应

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请问在做面板数据的固定效应的时候，出现 note: _IIndustry_2 omitted because of collinearity.该如何解决呢


. xtset stkcd Year

Panel variable: stkcd (unbalanced)
Time variable: Year, 2017 to 2020, but with gaps
         Delta: 1 unit

. xi: xtreg NCSKEW INEFF  i.Industry i.Year,  fe  cluster(stkcd)
i.Industry        _IIndustry_1-16     (_IIndustry_1 for Industry==A omitted)
i.Year            _IYear_2017-2020    (naturally coded; _IYear_2017 omitted)
note: _IIndustry_2 omitted because of collinearity.
note: _IIndustry_3 omitted because of collinearity.
note: _IIndustry_4 omitted because of collinearity.
note: _IIndustry_5 omitted because of collinearity.
note: _IIndustry_6 omitted because of collinearity.
note: _IIndustry_7 omitted because of collinearity.
note: _IIndustry_8 omitted because of collinearity.
note: _IIndustry_9 omitted because of collinearity.
note: _IIndustry_10 omitted because of collinearity.
note: _IIndustry_11 omitted because of collinearity.
note: _IIndustry_12 omitted because of collinearity.
note: _IIndustry_13 omitted because of collinearity.
note: _IIndustry_14 omitted because of collinearity.
note: _IIndustry_15 omitted because of collinearity.
note: _IIndustry_16 omitted because of collinearity.

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关键词：固定效应 面板数据 Collinearity unbalanced naturally