请教一下大家,在用交互项固定效应回归时,结果没有r2这个怎么解决啊,感谢大家!
命令:regife lny1 did, a(id year) f(id year, 1)
结果
REGIFE Number of obs = 5236
Panel structure: id, year F( 1, 4262) = 5.92
Factor dimension: 1 Prob > F = 0.0150
Converged: true Root MSE = 0.4300
Iterations = 325
------------------------------------------------------------------------------
lny1 | Coefficient Std. err. t P>|t| [95% conf. interval]
-------------+----------------------------------------------------------------
did | .303729 .1248091 2.43 0.015 .0590382 .5484198
_cons | .4978918 .0237808 20.94 0.000 .4512692 .5445145
------------------------------------------------------------------------------