请问stata用ivreg2命令做工具变量回归,代码是【ivreg2 Y $Control i.year i.industry (X=iv)】,控制了i.year和i.industry,二阶段显示这个warning,这样前面估计的结果还能用吗?
Warning: estimated covariance matrix of moment conditions not of full rank.overidentification statistic not reported, and standard errors and model tests should be interpreted with caution.
Possible causes: number of clusters insufficient to calculate robust covariance matrix singleton dummy variable (dummy with one 1 and N-1 0s or vice versa).
partial option may address problem.
加上partial(i.year)就不会再显示warning了,但是这个回归就不再报告常数项了。而且导出回归的时候显示YEAR的固定效应是NO。感觉加partial选项不是应该也有控制固定效应吗?这样应该如何报告回归结果?