请问,使用泊松回归或者负二项回归,回归模型如下:nbreg cope family alter res work resp trust function stro court health happiness sex age marriage unemploy edu income dyear1-dyear27 dnation1-dnation100,vce(cluster nation),此时,wald chi2值不显示,用test后chi2值高达150000左右。
但是此模型,将年份和地区固定效应虚拟变量dyear1-dyear27以及dnation1-dnation100去掉后,wald chi2值显示出来,仅为500.
求问,为何加入虚拟变量后,wald值非常大,并且不显示。
谢谢!
Negative binomial regression Number of obs = 155647
Dispersion = mean Wald chi2(27) = .
Log pseudolikelihood = -256508.02 Prob > chi2 = .
(Std. Err. adjusted for 92 clusters in nation)


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