各位老师求解答:
我采用相同的数据和处理方法,结果有时候能够正常回归,有时候确没有t检验结果,请问这是为什么呢?
代码reghdfe Y did ,absorb(year 行业 省份) vce(cl year 行业 省份)
异常结果提醒:
Warning: VCV matrix was non-positive semi-definite; adjustment from Cameron, Gelbach & Miller applied.
warning: missing F statistic; dropped variables due to collinearity or too few clusters