stata新手,求大神指导,现在已得出面板数据要进行回归分析,但需要考虑企业固定效应(fe),时间虚拟变量(time dummies),行业虚拟变量(industry dummies),时间和行业虚拟变量的互相作用(industry and time dummies interacted)
现已定义完time dummies和industry dummies,请问如何将这几个变量加到回归方程中呢?
回归方程这样输入有错误
xi: xtreg npsctas lagnpsctas lagsalsctas lagnpsctas2 lagcfsctas laglodsctas laglersctas i.year i.ind1 i.year*i.ind1, fe
显示错误
matsize too small
You have attempted to create a matrix with too many rows or columns or attempted to fit a model with too many variables.
You need to increase matsize; it is currently 400. Use set matsize; see help matsize.
If you are using factor variables and included an interaction that has lots of missing cells, either increase matsize or
set emptycells drop to reduce the required matrix size; see help set emptycells.
If you are using factor variables, you might have accidentally treated a continuous variable as a categorical, resulting
in lots of categories. Use the c. operator on such variables.
r(908);
所以time和industry的相互影响是如何输入呢?还需要重新定义他们的相互作用吗?感谢


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