我现在用FE模型配时间虚拟变量做一个双固定模型,方程如下
xi: xtreg cfa gdcp Lgdpc Lpop auto sj i.year if(...), fe
我的数据是从1997-2005年,stata默认以1997年为基年;但是在最后结果中,还会随机drop掉一个(甚至多个)年份的虚拟变量;请问这是为什么?
例如,总模型扔掉了98年
cfa |
Coef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+----------------------------------------------------------------
gdcp |
1.152769
1.692758
0.68
0.496
-2.166023
4.471561
Lgdpc |
9.702822
1.353582
7.17
0.000
7.049012
12.35663
Lpop |
-123.3188
4.430253
-27.84
0.000
-132.0047
-114.6329
auto |
-18.64013
4.571807
-4.08
0.000
-27.60353
-9.676719
sj |
-2.377925
1.973572
-1.20
0.228
-6.247277
1.491426
_Iyear_1998 |
1.84389
1.420908
1.30
0.194
-.9419192
4.629699
_Iyear_1999 |
(dropped)
_Iyear_2000 |
7.124726
1.428202
4.99
0.000
4.324617
9.924836
_Iyear_2001 |
9.120725
1.560692
5.84
0.000
6.060859
12.18059
_Iyear_2002 |
11.10318
1.782936
6.23
0.000
7.607582
14.59877
_Iyear_2003 |
12.90992
1.830692
7.05
0.000
9.320694
16.49914
_Iyear_2004 |
15.00972
1.987875
7.55
0.000
11.11232
18.90711
_Iyear_2005 |
14.81544
2.168569
6.83
0.000
10.56378
19.0671
_cons |
663.5736
20.96002
31.66
0.000
622.4797
704.6674
但分地区模型drop的年份不同
发达地区drop 98年
------------------------------------------------------------------------------
cfa |
Coef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+----------------------------------------------------------------
gdcp |
4.132632
1.733434
2.38
0.017
.7341948
7.531069
Lgdpc |
14.8761
1.34853
11.03
0.000
12.23228
17.51993
Lpop |
-107.2096
5.446655
-19.68
0.000
-117.8879
-96.53133
auto |
-24.20959
4.169256
-5.81
0.000
-32.38351
-16.03567
sj |
1.012419
2.254097
0.45
0.653
-3.40679
5.431628
_Iyear_1998 |
(dropped)
_Iyear_1999 |
-11.19689
1.522177
-7.36
0.000
-14.18116
-8.21263
_Iyear_2000 |
-6.208923
1.543152
-4.02
0.000
-9.234309
-3.183537
_Iyear_2001 |
-4.281364
1.561135
-2.74
0.006
-7.342006
-1.220722
_Iyear_2002 |
-3.983507
1.713768
-2.32
0.020
-7.34339
-.6236251
_Iyear_2003 |
-1.589874
1.773253
-0.90
0.370
-5.066377
1.886629
_Iyear_2004 |
-1.522612
1.925138
-0.79
0.429
-5.296889
2.251666
_Iyear_2005 |
-.2435857
2.024141
-0.12
0.904
-4.211962
3.724791
_cons |
576.2391
24.33823
23.68
0.000
528.5234
623.9547
中等地区drop 99年
gdcp |
1.152769
1.692758
0.68
0.496
-2.166023
4.471561
Lgdpc |
9.702822
1.353582
7.17
0.000
7.049012
12.35663
Lpop |
-123.3188
4.430253
-27.84
0.000
-132.0047
-114.6329
auto |
-18.64013
4.571807
-4.08
0.000
-27.60353
-9.676719
sj |
-2.377925
1.973572
-1.20
0.228
-6.247277
1.491426
_Iyear_1998 |
1.84389
1.420908
1.30
0.194
-.9419192
4.629699
_Iyear_1999 |
(dropped)
_Iyear_2000 |
7.124726
1.428202
4.99
0.000
4.324617
9.924836
_Iyear_2001 |
9.120725
1.560692
5.84
0.000
6.060859
12.18059
_Iyear_2002 |
11.10318
1.782936
6.23
0.000
7.607582
14.59877
_Iyear_2003 |
12.90992
1.830692
7.05
0.000
9.320694
16.49914
_Iyear_2004 |
15.00972
1.987875
7.55
0.000
11.11232
18.90711
_Iyear_2005 |
14.81544
2.168569
6.83
0.000
10.56378
19.0671
_cons |
663.5736
20.96002
31.66
0.000
622.4797
704.6674
落后地区drop 98年
cfa |
Coef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+----------------------------------------------------------------
gdcp |
-1.329763
3.929533
-0.34
0.735
-9.034869
6.375344
Lgdpc |
3.89498
3.401691
1.15
0.252
-2.775125
10.56508
Lpop |
-200.6647
14.95136
-13.42
0.000
-229.9817
-171.3478
auto |
-30.69251
11.09906
-2.77
0.006
-52.45577
-8.929253
sj |
.4055742
5.50419
0.07
0.941
-10.38715
11.1983
_Iyear_1998 |
(dropped)
_Iyear_1999 |
-40.87532
3.353591
-12.19
0.000
-47.45111
-34.29953
_Iyear_2000 |
-25.5138
3.479018
-7.33
0.000
-32.33553
-18.69207
_Iyear_2001 |
-30.23445
3.845174
-7.86
0.000
-37.77414
-22.69475
_Iyear_2002 |
-29.38619
4.339004
-6.77
0.000
-37.8942
-20.87819
_Iyear_2003 |
-29.72583
4.504609
-6.60
0.000
-38.55856
-20.8931
_Iyear_2004 |
-38.32937
4.840217
-7.92
0.000
-47.82017
-28.83858
_Iyear_2005 |
-36.36877
5.654715
-6.43
0.000
-47.45664
-25.28089
_cons |
1033.648
61.83562
16.72
0.000
912.3998
1154.897