xtivreg2回归结果为什么会出现Warning -singleton groups&collinearities - Stata专版

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帆起了 发表于 2022-10-4 11:30:10 |AI写论文

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工具变量法回归结果有以下提示
Warning - singleton groups detected.  7653 observation(s) not used.
Warning - collinearities detected
该回归结果是否可以接受呢？谢谢各位。

具体见下：
global controls  gender age age2 edu2 lnfincome_per debt finance 非农产业占比 lnpergdp
tab year, gen(dyear)
global controls2 dyear1 dyear2 dyear3 dyear4 dyear5

xtivreg2 enttravel_percent (wifi = IV1) $controls $controls2 ,fe robust
Warning - singleton groups detected.  7653 observation(s) not used.
Warning - collinearities detected
Vars dropped:    dyear1

FIXED EFFECTS ESTIMATION
------------------------
Number of groups =    6449                   Obs per group: min =       2
                                                            avg =    2.5
                                                            max =       5

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                   Number of obs = 15865
                                                   F( 14,  9402) = 17.12
                                                   Prob > F    = 0.0000
Total (centered) SS    =  108221.9779             Centered R2 =  -0.0212
Total (uncentered) SS =  108221.9779             Uncentered R2 =  -0.0212
Residual SS          =  110514.5373             Root MSE    = 3.426

-------------------------------------------------------------------------------
            |             Robust
enttravel_p~t |    Coef. Std. Err.    z P>|z|    [95% Conf. Interval]
--------------+----------------------------------------------------------------
      wifi | 3.401325 .5614498    6.06 0.000    2.300903 4.501746
   gender | 1.788971 .6286977    2.85 0.004    .5567457 3.021195
      age | .0352365 .0895808    0.39 0.694 -.1403387 .2108117
      age2 |  -.0000402 .0004503 -0.09 0.929 -.0009227 .0008423
      edu2 |  -.0566066 .0626151 -0.90 0.366 -.1793299 .0661166
lnfincome_per | .106045 .0255312    4.15 0.000    .0560047 .1560853
      debt |  -.0759235 .0913171 -0.83 0.406 -.2549016 .1030547
   finance | .8280493 .367869    2.25 0.024    .1070393 1.549059
非农产业占比 |  -.0746646 .0171535 -4.35 0.000 -.1082849 -.0410444
   lnpergdp |  -2.140617 .6589001 -3.25 0.001 -3.432038 -.8491969
   dyear2 | 1.117189 .5887417    1.90 0.058    -.036723 2.271102
   dyear3 | .6264525 .3638304    1.72 0.085    -.086642 1.339547
   dyear4 |  -.0398518 .5118162 -0.08 0.938 -1.042993 .9632895
   dyear5 | .5582325 .6492856    0.86 0.390 -.7143438 1.830809
-------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):          495.781
                                                Chi-sq(1) P-val = 0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):             820.726
                     (Kleibergen-Paap rk Wald F statistic):       731.069
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.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):       0.000
                                             (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:       wifi
Included instruments: gender age age2 edu2 lnfincome_per debt finance
                  非农产业占比 lnpergdp dyear2 dyear3 dyear4 dyear5
Excluded instruments: IV1
Dropped collinear: dyear1
------------------------------------------------------------------------------