各位大神,在做平行趋势检验时,我往前年份都出现共线性(pre_2 omitted because of collinearity),是什么原因?
2015年为政策时点,往后5年到2020年,往前到2002年,但打算只从2011年开始做,命令如下,大家帮我检查检查:
gen policy = year-2015
tab policy
replace policy = -4 if policy < -4
forvalues i = 4(-1)1{
gen pre_`i' = (policy == -`i' & did== 1)
}
gen current = (policy == 0 & did== 1)
forvalues j = 1(1)5{
gen post_`j' = (policy == `j' & did== 1)
}
drop pre_1
reghdfe EXS pre_* current post_* Ggdp Gind Gins size open, absorb(year partner_commd)