双固定效应模型中个体效应虚拟变量全舍弃怎么处理 - Stata专版

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wzb1320

发表于 2015-3-27 14:50:23 |AI写论文

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如题理论上我应该使用双固定效应模型，设置变量中X7是虚拟变量，回归结果如下，X7一直被舍弃，个体效应的虚拟变量也舍弃，想问下这正常吗，不正常应该怎么处理，谢谢！

. xtscc y1 x2 x3 x4 x5 x6 x7 x8 x9 x10 dumyear* dumid*,fe
Regression with Driscoll-Kraay standard errors Number of obs    =    216
Method: Fixed-effects regression                Number of groups  =       27
Group variable (i): province                   F( 42,    7)    =  13501.17
maximum lag: 2                                  Prob > F       = 0.0000
                                             within R-squared  = 0.8708
------------------------------------------------------------------------------
         |          Drisc/Kraay
      y1 |    Coef. Std. Err.    t P>|t|    [95% Conf. Interval]
-------------+----------------------------------------------------------------
      x2 | -.67493 .0951133 -7.10 0.000 -.8998372 -.4500229
      x3 | 721.9667 651.5693    1.11 0.304 -818.7498 2262.683
      x4 |  -1.207296 .4067591 -2.97 0.021 -2.169128 -.2454638
      x5 | -.075988 .0429682 -1.77 0.120 -.1775917 .0256158
      x6 |  -6.566959 4.02945 -1.63 0.147 -16.09509 2.961175
      x7 |       0  (omitted)
      x8 | .5146672 .4572969    1.13 0.297 -.5666681 1.596003
      x9 |  -7515.364 2590.495 -2.90 0.023 -13640.91 -1389.816
      x10 | 4.239579 4.328761    0.98 0.360 -5.996315 14.47547
dumyear2 | 462.3364 35.88277 12.88 0.000    377.4871 547.1856
dumyear3 | 900.4441 96.73229    9.31 0.000    671.7086    1129.18
dumyear4 | 1459.154 154.4869    9.45 0.000    1093.851 1824.458
dumyear5 | 2106.654 219.561    9.59 0.000    1587.475 2625.833
dumyear6 | 2967.379 288.6321 10.28 0.000    2284.873 3649.886
dumyear7 | 3664.35 362.8388 10.10 0.000    2806.373 4522.328
dumyear8 | 4245.757 434.0698    9.78 0.000    3219.345 5272.169
   dumid2 |       0  (omitted)
   dumid3 |       0  (omitted)
   dumid4 |       0  (omitted)
   dumid5 |       0  (omitted)
   dumid6 |       0  (omitted)
   dumid7 |       0  (omitted)
   dumid8 |       0  (omitted)
   dumid9 |       0  (omitted)
   dumid10 |       0  (omitted)
   dumid11 |       0  (omitted)
   dumid12 |       0  (omitted)
   dumid13 |       0  (omitted)
   dumid14 |       0  (omitted)
   dumid15 |       0  (omitted)
   dumid16 |       0  (omitted)
   dumid17 |       0  (omitted)
   dumid18 |       0  (omitted)
   dumid19 |       0  (omitted)
   dumid20 |       0  (omitted)
   dumid21 |       0  (omitted)
   dumid22 |       0  (omitted)
   dumid23 |       0  (omitted)
   dumid24 |       0  (omitted)
   dumid25 |       0  (omitted)
   dumid26 |       0  (omitted)
   dumid27 |       0  (omitted)
   _cons | 10726.04 2629.568    4.08 0.005    4508.099 16943.98
------------------------------------------------------------------------------