大神们我的reghdfe为啥不显著且within Rsquared很小啊
小白求助
. reghdfe lnpriceRMB lnreer , absorb( year hsid固定效应#国家固定效应#stockid固定效应 )
(dropped 111211 singleton observations)
(MWFE estimator converged in 6 iterations)
HDFE Linear regression Number of obs = 297,977
Absorbing 2 HDFE groups F( 1, 202488) = 1.14
Prob > F = 0.2859
R-squared = 0.9067
Adj R-squared = 0.8627
Within R-sq. = 0.0000
Root MSE = 0.8302
lnpriceRMB Coefficient Std. err. t P>t [95% conf. interval]
lnreer -.011571 .0108434 -1.07 0.286 -.0328238 .0096819
_cons .6060764 .008514 71.19 0.000 .5893892 .6227636