2015年数据不明白为啥会有共线性问题。我的数据是从2003-2015,请大侠帮忙看看。
xtreg lnexp lnofdi lngdpf lngdpcn lngdppc open lndist i.year,fe
note: 2015.year omitted because of collinearity
Fixed-effects (within) regression Number of obs = 617
Group variable: cou Number of groups = 56
R-sq: Obs per group:
within = 0.8527 min = 1
between = 0.1253 avg = 11.0
overall = 0.1315 max = 13
F(17,544) = 185.25
corr(u_i, Xb) = -0.9896 Prob > F = 0.0000
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lnexp | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lnofdi | .0270702 .0158547 1.71 0.088 -.0040738 .0582141
lngdpf | 1.001216 .1562213 6.41 0.000 .6943455 1.308087
lngdpcn | 1.370078 .1154336 11.87 0.000 1.143328 1.596829
lngdppc | -.1615736 .1683211 -0.96 0.338 -.4922126 .1690654
open | .2743691 .1033974 2.65 0.008 .0712621 .4774761
lndist | -30.62862 47.1434 -0.65 0.516 -123.234 61.97678
|
year |
2004 | .117813 .0709128 1.66 0.097 -.0214834 .2571094
2005 | .1941187 .0642311 3.02 0.003 .0679473 .32029
2006 | .305625 .0610051 5.01 0.000 .1857906 .4254595
2007 | .4296871 .0586583 7.33 0.000 .3144626 .5449115
2008 | .5461043 .0573872 9.52 0.000 .4333767 .6588319
2009 | .2641864 .0554464 4.76 0.000 .155271 .3731017
2010 | .340938 .0548776 6.21 0.000 .2331402 .4487359
2011 | .3858319 .0554851 6.95 0.000 .2768405 .4948232
2012 | .3335481 .0565365 5.90 0.000 .2224916 .4446046
2013 | .2894321 .0578838 5.00 0.000 .1757289 .4031352
2014 | .2459092 .0599739 4.10 0.000 .1281004 .363718
2015 | 0 (omitted)
|
_cons | 242.5176 403.4978 0.60 0.548 -550.087 1035.122
-------------+----------------------------------------------------------------
sigma_u | 11.417438
sigma_e | .30228145
rho | .99929954 (fraction of variance due to u_i)
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F test that all u_i=0: F(55, 544) = 40.53 Prob > F = 0.0000