我用reghdfe的命令:reghdfe y l.x,absorb(year hydd_f citycode),我控制了年份、行业和城市的固定效应,结果如下:
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x |
L1. | .0027136 .0008146 3.33 0.001 .001117 .0043102
-------------+----------------------------------------------------------------
Absorbed | F(404, 2228563) = 92.702 0.000 (Joint test)
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Absorbed degrees of freedom:
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Absorbed FE | Num. Coefs. = Categories - Redundant |
-------------+-------------------------------------------------|
year | 11 11 0 |
hydd_f | 53 54 1 |
citycode | 341 342 1 ? |
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? = number of redundant parameters may be higher
请问“? = number of redundant parameters may be higher”这里是什么意思呢?