Collinearity Diagnostics
SQRT R-
Variable VIF VIF Tolerance Squared
----------------------------------------------------
fir 1.30 1.14 0.7696 0.2304
dif 1.18 1.09 0.8479 0.1521
ins 1.29 1.14 0.7749 0.2251
size 1.44 1.20 0.6944 0.3056
lev 1.18 1.08 0.8497 0.1503
fees 1.00 1.00 0.9967 0.0033
roa 1.00 1.00 0.9963 0.0037
----------------------------------------------------
Mean VIF 1.20
做混合回归一点问题都没有,但是做固定效应的时候全部变量都被omitted了
xtreg acc fir dif ins size lev fees roa dummy*,fe r
note: fir omitted because of collinearity
note: dif omitted because of collinearity
note: ins omitted because of collinearity
note: size omitted because of collinearity
note: lev omitted because of collinearity
note: fees omitted because of collinearity
note: roa omitted because of collinearity
这是为什么呀,这种情况怎么弄啊,跪求大神相助


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