分组回归，总是未分类，我分类了

by country : rreg                    XXXXXXXXXXXXXXXXXX
not sorted
r(5);

. sort country

. by country : rreg                 XXXXXXXXXXXXXXXXXXX

-------------------------------------------------------------------------------------------------------------------------------------------------------------
-> country = 1
not sorted

你自己软件的问题
随便执行个数据，是没有你的问题的




. use auto
(1978 Automobile Data)


. by foreign:  rreg price weight


-------------------------------------------------------------------------------------------------------------------
-> foreign = Domestic


   Huber iteration 1:  maximum difference in weights = .73594307
   Huber iteration 2:  maximum difference in weights = .29660597
   Huber iteration 3:  maximum difference in weights = .18585558
   Huber iteration 4:  maximum difference in weights = .07025816
   Huber iteration 5:  maximum difference in weights = .04247984
Biweight iteration 6:  maximum difference in weights = .29881926
Biweight iteration 7:  maximum difference in weights = .41229889
Biweight iteration 8:  maximum difference in weights = .24627694
Biweight iteration 9:  maximum difference in weights = .09056134
Biweight iteration 10:  maximum difference in weights = .02040438
Biweight iteration 11:  maximum difference in weights = .01049715
Biweight iteration 12:  maximum difference in weights = .00483083


Robust regression                                      Number of obs =      52
                                                       F(  1,    50) =   30.81
                                                       Prob > F      =  0.0000


------------------------------------------------------------------------------
       price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      weight |   .9645098   .1737746     5.55   0.000     .6154732    1.313546
       _cons |    1754.39   588.7213     2.98   0.004     571.9088    2936.872
------------------------------------------------------------------------------


-------------------------------------------------------------------------------------------------------------------
-> foreign = Foreign


   Huber iteration 1:  maximum difference in weights = .21259834
   Huber iteration 2:  maximum difference in weights = .03056369
Biweight iteration 3:  maximum difference in weights = .14265647
Biweight iteration 4:  maximum difference in weights = .00192243


Robust regression                                      Number of obs =      22
                                                       F(  1,    20) =   66.82
                                                       Prob > F      =  0.0000


------------------------------------------------------------------------------
       price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      weight |   5.444803   .6661087     8.17   0.000     4.055325    6.834282
       _cons |  -6209.538   1568.174    -3.96   0.001    -9480.691   -2938.384
------------------------------------------------------------------------------

蓝色 发表于 2015-3-12 07:09
你自己软件的问题
随便执行个数据，是没有你的问题的

我尝试了一下，申明面板后可以解决这个问题。xtset company year。这个命令我写在很前面，中间有很多的其他处理，我在回归之前再次申明就没问题了。
我另外一个问题请问您知不知道怎么解决？https://bbs.pinggu.org/thread-3606064-1-1.html