怎样设置行业虚拟变量

黃河泉 发表于 2016-8-4 08:59
1. 假设 ind 是行业变量（可能是文字或数字），其对应之虚拟变量为
2. 若在回归中，可直接（不需要上一步） ...

1. * Example generated by -dataex-. To install: ssc install dataex
   
2. clear
   
3. input str6 code int year str3 indcd byte indcd_dummy70
   
4. "000002" 2017 "K70" 0
   
5. "000002" 2014 "K70" 0
   
6. "000002" 2016 "K70" 0
   
7. "000002" 2012 "K70" 0
   
8. "000002" 2013 "K70" 0
   
9. "000002" 2015 "K70" 0
   
10. "000004" 2015 "C27" 0
    
11. "000004" 2012 "C27" 0
    
12. "000004" 2013 "C27" 0
    
13. "000004" 2014 "C27" 0
    
14. "000004" 2016 "C27" 0
    
15. "000004" 2017 "C27" 0
    
16. "000005" 2012 "K70" 0
    
17. "000005" 2013 "K70" 0
    
18. "000005" 2014 "K70" 0
    
19. "000005" 2015 "K70" 0
    
20. "000005" 2016 "N77" 0
    
21. "000005" 2017 "N77" 0
    
22. "000008" 2012 "H61" 0
    
23. "000008" 2013 "H61" 0
    
24. "000008" 2014 "H61" 0
    
25. "000008" 2015 "C37" 0
    
26. "000008" 2016 "C37" 0
    
27. "000008" 2017 "C37" 0
    
28. "000009" 2012 "S90" 0
    
29. "000009" 2013 "S90" 0
    
30. "000009" 2014 "S90" 0
    
31. "000009" 2015 "S90" 0
    
32. "000009" 2016 "S90" 0
    
33. "000009" 2017 "S90" 0
    
34. "000010" 2012 "C35" 0
    
35. "000010" 2013 "C35" 0
    
36. "000010" 2014 "C35" 0
    
37. "000010" 2015 "E48" 0
    
38. "000010" 2016 "E48" 0
    
39. "000010" 2017 "E48" 0
    
40. "000011" 2012 "K70" 0
    
41. "000011" 2013 "K70" 0
    
42. "000011" 2014 "K70" 0
    
43. "000011" 2015 "K70" 0
    
44. "000011" 2016 "K70" 0
    
45. "000011" 2017 "K70" 0
    
46. "000012" 2012 "C30" 0
    
47. "000012" 2013 "C30" 0
    
48. "000012" 2014 "C30" 0
    
49. "000012" 2015 "C30" 0
    
50. "000012" 2016 "C30" 0
    
51. "000012" 2017 "C30" 0
    
52. "000014" 2012 "K70" 0
    
53. "000014" 2013 "K70" 0
    
54. "000014" 2014 "K70" 0
    
55. "000014" 2015 "K70" 0
    
56. "000014" 2016 "K70" 0
    
57. "000014" 2017 "K70" 0
    
58. "000016" 2012 "C39" 0
    
59. "000016" 2013 "C39" 0
    
60. "000016" 2014 "C39" 0
    
61. "000016" 2015 "C39" 0
    
62. "000016" 2016 "C39" 0
    
63. "000016" 2017 "C39" 0
    
64. "000018" 2012 "C17" 0
    
65. "000018" 2013 "C17" 0
    
66. "000018" 2014 "C17" 0
    
67. "000018" 2015 "C17" 0
    
68. "000018" 2016 "E50" 0
    
69. "000018" 2017 "E50" 0
    
70. "000019" 2012 "C15" 0
    
71. "000019" 2013 "C15" 0
    
72. "000019" 2014 "C15" 0
    
73. "000019" 2015 "C15" 0
    
74. "000019" 2016 "C15" 0
    
75. "000019" 2017 "C15" 0
    
76. "000020" 2012 "C39" 0
    
77. "000020" 2013 "C39" 0
    
78. "000020" 2014 "C39" 0
    
79. "000020" 2015 "C39" 0
    
80. "000020" 2016 "C39" 0
    
81. "000020" 2017 "C39" 0
    
82. "000021" 2012 "C39" 0
    
83. "000021" 2013 "C39" 0
    
84. "000021" 2014 "C39" 0
    
85. "000021" 2015 "C39" 0
    
86. "000021" 2016 "C39" 0
    
87. "000021" 2017 "C39" 0
    
88. "000022" 2012 "G55" 0
    
89. "000022" 2013 "G55" 0
    
90. "000022" 2014 "G55" 0
    
91. "000022" 2015 "G55" 0
    
92. "000022" 2016 "G55" 0
    
93. "000022" 2017 "G55" 0
    
94. "000023" 2012 "C30" 0
    
95. "000023" 2013 "C30" 0
    
96. "000023" 2014 "C30" 0
    
97. "000023" 2015 "C30" 0
    
98. "000023" 2016 "C30" 0
    
99. "000023" 2017 "C30" 0
    
100. "000025" 2012 "F51" 0
     
101. "000025" 2013 "F51" 0
     
102. "000025" 2014 "F51" 0
     
103. "000025" 2015 "F51" 0
     
104. end

复制代码

老师您好，我的行业代码后面都有两位数，用了您的代码后，在结果界面显示一共有31类，但出现了71个行业虚拟变量，有点困扰，希望得到老师的指点

黃河泉 发表于 2019-3-29 18:39
有什么不对吗？

不太确定这样对不对，因为是个小菜鸟看到大家的全行业虚拟变量只有十几个，自己却一下子出现了71个

Binglingg 发表于 2019-3-29 18:52
不太确定这样对不对，因为是个小菜鸟看到大家的全行业虚拟变量只有十几个，自己却一下子出现了71个

应该不会错的，你的产业分类那里来的？

黃河泉 发表于 2019-3-29 19:00
应该不会错的，你的产业分类那里来的？

是从国泰安数据里面直接下载的行业变量，71个行业虚拟变量会不会太多呢？还是说我把每个行业后两位的数字代码去掉只保留前面的行业代码字母，这样出来的变量肯定会少，以及我需不需要去掉一个行业虚拟变量防止多重共线呢（在年度虚拟变量设置帖子中看到的要删除掉一个生成的年份虚拟变量）？

Binglingg 发表于 2019-3-29 19:06
是从国泰安数据里面直接下载的行业变量，71个行业虚拟变量会不会太多呢？还是说我把每个行业后两位的数字 ...

我没意见！

黃河泉 发表于 2019-3-30 07:01
我没意见！

好的，谢谢老师！

黃河泉 发表于 2016-8-4 08:59
1. 假设 ind 是行业变量（可能是文字或数字），其对应之虚拟变量为
2. 若在回归中，可直接（不需要上一步） ...

您好，请问为啥使用reghdfe命令之后，常数项ommited请问这是什么原因啊

还有就是我采用您这个xi：xtreg y x 这个命令怎么不显示常数项啊

luckie-j 发表于 2020-3-29 09:31
您好，请问为啥使用reghdfe命令之后，常数项ommited请问这是什么原因啊

这跟 reghdfe 没关系，是因为你的变量有完全共线性 (常见之问题)。

黃河泉 发表于 2020-3-29 09:51
这跟 reghdfe 没关系，是因为你的变量有完全共线性 (常见之问题)。

还有一个问题，用xi: xtreg y x i.year i.industry这二者回归出来的结果不显示常数项？这是什么原因，请黄老师赐教