本人在研学生,stata 初学,xtivreg2使用命令xtivreg2 var1 (var2=var3) tt*, fe gmm 出现equation not identified; must have at least as many instruments not in the regression as there are instrumented variables的错误提示,想请教老师或同学应该怎么解决啊
gen id=real(Scode)
xtset id year
global fimcontrol "L.(cashasset tangible ROA Size profit CR)"
tab year,gen(dyear)
xtivreg2 RDx (L.EPU_US1=L.EPU_G) $fimcontrol ,fe robust small cluster(id year) first savefp(first)
est store second
outreg2 using C:\Users\witch\Desktop\论文年度-2023\实证结果\内生性first美国.doc,cttop(first) tstat bdec(3) tdec(2) replace
outreg2 using C:\Users\witch\Desktop\论文年度-2023\实证结果\内生性second美国.doc,cttop(second) tstat bdec(3) tdec(2) replace
我用这种跑可以,你可以试试
然后可以将数据导出到excel看看有没有缺失值