note: yeardum1 omitted because of collinearity
note: yeardum2 omitted because of collinearity
note: yeardum3 omitted because of collinearity
note: yeardum4 omitted because of collinearity
note: yeardum5 omitted because of collinearity
note: yeardum8 omitted because of collinearity
note: yeardum9 omitted because of collinearity
note: yeardum10 omitted because of collinearity
版主老师,按您的指导,我的第一问题已经解决,
那以上问题又该如何解决?非常感谢!
. tsset id year
panel variable: id (strongly balanced)
time variable: year, 1997 to 2007
delta: 1 unit
.
.
.
. reg surplus em_dpe_sh_diff yeardum*, cluster(id) robust
note: yeardum1 omitted because of collinearity
note: yeardum2 omitted because of collinearity
note: yeardum3 omitted because of collinearity
note: yeardum4 omitted because of collinearity
note: yeardum5 omitted because of collinearity
note: yeardum8 omitted because of collinearity
note: yeardum9 omitted because of collinearity
note: yeardum10 omitted because of collinearity
Linear regression Number of obs =
> 124
F( 4, 30) =
> 4.64
Prob > F =
> 0.0049
R-squared =
> 0.0424
Root MSE =
> 14.645
(Std. Err. adjusted for 31 clusters
> in id)
-----------------------------------------------------------------------
> -------
| Robust
surplus | Coef. Std. Err. t P>|t| [95% Conf. In
> terval]
-------------+---------------------------------------------------------
> -------
em_dpe_sh_~f | .9963701 .4888561 2.04 0.050 -.0020071 1
> .994747
yeardum1 | (omitted)
yeardum2 | (omitted)
yeardum3 | (omitted)
yeardum4 | (omitted)
yeardum5 | (omitted)
yeardum6 | .9905183 2.042234 0.49 0.631 -3.180281 5
> .161317
yeardum7 | -3.754647 1.727222 -2.17 0.038 -7.282106 -.
> 2271894
yeardum8 | (omitted)
yeardum9 | (omitted)
yeardum10 | (omitted)
yeardum11 | -.6023245 1.117833 -0.54 0.594 -2.885244 1
> .680594
_cons | -9.163297 3.3582 -2.73 0.011 -16.02166 -2
> .304937
-----------------------------------------------------------------------
> -------
.
. reg surplus em_dpe_sh_diff L.gdp_pc_real_10thousand yeardum*, cluster
> (id) robust
note: yeardum1 omitted because of collinearity
note: yeardum2 omitted because of collinearity
note: yeardum3 omitted because of collinearity
note: yeardum4 omitted because of collinearity
note: yeardum5 omitted because of collinearity
note: yeardum8 omitted because of collinearity
note: yeardum9 omitted because of collinearity
note: yeardum11 omitted because of collinearity
Linear regression Number of obs =
> 124
F( 5, 30) =
> 4.76
Prob > F =
> 0.0025
R-squared =
> 0.1984
Root MSE =
> 13.456
(Std. Err. adjusted for 31 clusters
> in id)
-----------------------------------------------------------------------
> -------
| Robust
surplus | Coef. Std. Err. t P>|t| [95% Conf. In
> terval]
-------------+---------------------------------------------------------
> -------
em_dpe_sh_~f | .8920254 .4659141 1.91 0.065 -.0594981 1
> .843549
|
gdp_pc_rea~d |
L1. | 6.626847 2.395232 2.77 0.010 1.735131 1
> 1.51856
|
yeardum1 | (omitted)
yeardum2 | (omitted)
yeardum3 | (omitted)
yeardum4 | (omitted)
yeardum5 | (omitted)
yeardum6 | 6.043045 3.231462 1.87 0.071 -.5564806 1
> 2.64257
yeardum7 | .8587139 2.623398 0.33 0.746 -4.49898 6
> .216408
yeardum8 | (omitted)
yeardum9 | (omitted)
yeardum10 | 1.754974 1.15049 1.53 0.138 -.5946394 4
> .104587
yeardum11 | (omitted)
_cons | -20.07886 4.98818 -4.03 0.000 -30.26608 -9
> .891639
-----------------------------------------------------------------------
> -------
.
.
.
. reg gdp_pc_growth em_dpe_sh_diff yeardum*, cluster(id) robust
note: yeardum1 omitted because of collinearity
note: yeardum2 omitted because of collinearity
note: yeardum3 omitted because of collinearity
note: yeardum4 omitted because of collinearity
note: yeardum5 omitted because of collinearity
note: yeardum8 omitted because of collinearity
note: yeardum9 omitted because of collinearity
note: yeardum10 omitted because of collinearity
Linear regression Number of obs =
> 124
F( 4, 30) =
> 10.05
Prob > F =
> 0.0000
R-squared =
> 0.2252
Root MSE =
> 2.0373
(Std. Err. adjusted for 31 clusters
> in id)
-----------------------------------------------------------------------
> -------
| Robust
gdp_pc_gro~h | Coef. Std. Err. t P>|t| [95% Conf. In
> terval]
-------------+---------------------------------------------------------
> -------
em_dpe_sh_~f | .1893175 .0602833 3.14 0.004 .0662026 .
> 3124325
yeardum1 | (omitted)
yeardum2 | (omitted)
yeardum3 | (omitted)
yeardum4 | (omitted)
yeardum5 | (omitted)
yeardum6 | -2.32433 .4770798 -4.87 0.000 -3.298657 -1
> .350003
yeardum7 | -1.971977 .5142309 -3.83 0.001 -3.022177 -.
> 9217777
yeardum8 | (omitted)
yeardum9 | (omitted)
yeardum10 | (omitted)
yeardum11 | -.1233241 .2426223 -0.51 0.615 -.6188249 .
> 3721767
_cons | 11.56854 .425673 27.18 0.000 10.6992 1
> 2.43788
-----------------------------------------------------------------------
> -------
.
. reg gdp_pc_growth em_dpe_sh_diff L.gdp_pc_real_10thousand yeardum*, c
> luster(id) robust
note: yeardum1 omitted because of collinearity
note: yeardum2 omitted because of collinearity
note: yeardum3 omitted because of collinearity
note: yeardum4 omitted because of collinearity
note: yeardum5 omitted because of collinearity
note: yeardum8 omitted because of collinearity
note: yeardum9 omitted because of collinearity
note: yeardum11 omitted because of collinearity
Linear regression Number of obs =
> 124
F( 5, 30) =
> 7.92
Prob > F =
> 0.0001
R-squared =
> 0.2258
Root MSE =
> 2.0451
(Std. Err. adjusted for 31 clusters
> in id)
-----------------------------------------------------------------------
> -------
| Robust
gdp_pc_gro~h | Coef. Std. Err. t P>|t| [95% Conf. In
> terval]
-------------+---------------------------------------------------------
> -------
em_dpe_sh_~f | .1903354 .0609947 3.12 0.004 .0657675 .
> 3149033
|
gdp_pc_rea~d |
L1. | -.0646441 .21361 -0.30 0.764 -.500894 .
> 3716057
|
yeardum1 | (omitted)
yeardum2 | (omitted)
yeardum3 | (omitted)
yeardum4 | (omitted)
yeardum5 | (omitted)
yeardum6 | -2.244417 .4686773 -4.79 0.000 -3.201584 -1
> .287251
yeardum7 | -1.88778 .5110647 -3.69 0.001 -2.931514 -.
> 8440471
yeardum8 | (omitted)
yeardum9 | (omitted)
yeardum10 | .1120802 .24746 0.45 0.654 -.3933007
> .617461
yeardum11 | (omitted)
_cons | 11.54582 .5324548 21.68 0.000 10.4584 1
> 2.63324
-----------------------------------------------------------------------
> -------
.