连老师,请允许我再次向您请教关于xtlogit和xtprobit模型的几个问题,谢谢!我分别使用xtlogit固定效应模型,xtlogit随机效应模型,xtprobit固定效应模型,xtprobit随机效应模型对面板数据进行回归,得出以下结果:
1、xtlogit固定效应出现观察值被大量删除的现象(回归结果最终呈现),请问原因是?
xtlogit dum_X2N imp tfp_op lnage lnemployee lnRS lnCR_ISV lnIPR lnFCI lnnew_product lnstater_2 lnprivater_2 lnfo
> reignr_2 HHI_2 yr*, fe
note: yr6 omitted because of collinearity
note: yr9 omitted because of collinearity
note: multiple positive outcomes within groups encountered.
note: 294167 groups (650891 obs) dropped because of all positive or
all negative outcomes.
Iteration 0: log likelihood = -161094.41
Iteration 1: log likelihood = -153916.8
Iteration 2: log likelihood = -153862.77
Iteration 3: log likelihood = -153862.75
Conditional fixed-effects logistic regression Number of obs = 563025
Group variable: id_new Number of groups = 155380
2、xtlogit随机效应则会直接运算,并不删除观察值,请问这是为什么?而xtprobit随机效应也会直接运算,并不删除观察值。
3、我在写论文的过程中,是应该选取xtlogit随机效应、还是xtlogit固定效应、还是xtprobit随机效应?
以上三个问题,谢谢解答~~