虚拟变量是三个年份,代入模型的时候代入两个,但是出现了共线问题,请大神能解释一下吗
reg incomesatis lnexpentotal REG1 REG2 n1 n2 n3
note: REG1 omitted because of collinearity
note: REG2 omitted because of collinearity
note: n1 omitted because of collinearity
Source | SS df MS Number of obs = 840
-------------+---------------------------------- F(3, 836) = 69.46
Model | 168.793013 3 56.2643378 Prob > F = 0.0000
Residual | 677.187939 836 .81003342 R-squared = 0.1995
-------------+---------------------------------- Adj R-squared = 0.1967
Total | 845.980952 839 1.00832056 Root MSE = .90002
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incomesatis | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lnexpentotal | .1199345 .038118 3.15 0.002 .0451163 .1947528
REG1 | 0 (omitted)
REG2 | 0 (omitted)
n1 | 0 (omitted)
n2 | -.0002689 .0006208 -0.43 0.665 -.0014875 .0009496
n3 | -.0106227 .0012114 -8.77 0.000 -.0130005 -.008245
_cons | 2.438001 .2936866 8.30 0.000 1.861552 3.014451
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