stata中固定效应的因为共线性被省略

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小白求助…

在stata中控制国家和年份的固定效应，国家总被省略，这样的话还能在结果中报告已控制国家固定效应吗？

代码是这样的
xtset id year

xi:xtreg mv llh1 scl un gh jy i.year i.code,fe

note: _Iyear_2014 omitted because of collinearity
note: _Icode_2 omitted because of collinearity
note: _Icode_3 omitted because of collinearity
note: _Icode_4 omitted because of collinearity
note: _Icode_5 omitted because of collinearity
note: _Icode_6 omitted because of collinearity
note: _Icode_7 omitted because of collinearity
note: _Icode_8 omitted because of collinearity
note: _Icode_9 omitted because of collinearity
note: _Icode_10 omitted because of collinearity
note: _Icode_11 omitted because of collinearity
note: _Icode_12 omitted because of collinearity
note: _Icode_13 omitted because of collinearity
note: _Icode_14 omitted because of collinearity
note: _Icode_15 omitted because of collinearity
note: _Icode_16 omitted because of collinearity
note: _Icode_17 omitted because of collinearity
note: _Icode_18 omitted because of collinearity
note: _Icode_19 omitted because of collinearity
note: _Icode_20 omitted because of collinearity
note: _Icode_21 omitted because of collinearity
note: _Icode_22 omitted because of collinearity
note: _Icode_23 omitted because of collinearity
note: _Icode_24 omitted because of collinearity
note: _Icode_25 omitted because of collinearity
note: _Icode_26 omitted because of collinearity
note: _Icode_27 omitted because of collinearity
note: _Icode_28 omitted because of collinearity
note: _Icode_29 omitted because of collinearity
note: _Icode_30 omitted because of collinearity
note: _Icode_31 omitted because of collinearity
note: _Icode_32 omitted because of collinearity
note: _Icode_33 omitted because of collinearity
note: _Icode_34 omitted because of collinearity
note: _Icode_35 omitted because of collinearity
note: _Icode_36 omitted because of collinearity

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关键词：固定效应 共线性

limboom 发表于 2019-1-4 20:31
小白求助…

在stata中控制国家和年份的固定效应，国家总被省略，这样的话还能在结果中报告已控制国家固定 ...

https://bbs.pinggu.org/thread-6586655-1-1.html<br>
老板玩空间计量么

这种情况好像只要不加fe就可以了哇？我的是截面数据logit回归也遇到了这种情况，就很迷

控制年份和国家固定效应，正确的代码应该是xtreg mv llh1 scl un gh jy i.year, fe；另外，也可以用reg mv llh1 scl un gh jy i.year i.code。以上两种代码完全等价。由于你用了xtreg命令，就不用再加个体虚拟变量了。

Sea.Zeng 发表于 2019-11-12 16:33
控制年份和国家固定效应，正确的代码应该是xtreg mv llh1 scl un gh jy i.year, fe；另外，也可以用reg mv  ...

请问加入i.year之后，时间效应在回归结果中有部分年份被省略是怎么回事呢

七月流水 发表于 2019-12-9 11:50
请问加入i.year之后，时间效应在回归结果中有部分年份被省略是怎么回事呢

可能也是多重共线性的原因，不过影响应该不大，直接用你关注变量的系数应该就可以。