前辈们好 想请问系统gmm中时间虚拟变量被drop几个说是共线性 请问是什么原因的
与下面这这个情况类似
xtabond2 rd l.rd l.rd2 l.q l.sq cf sale year_1-year_9 year, gmm(l.rd l.q, lag(2 3) collapse ) iv( year_1-year_9 year cf sale )
显示结果：Favoring space over speed. To switch, type or click on mata: mata set matafavor
> speed, perm.
year_1 dropped due to collinearity
year_2 dropped due to collinearity
year_9 dropped due to collinearity
year dropped due to collinearity