wdlbcj 发表于 2023-11-19 17:08 
你需要检验一下你的数据,这个控制组与实验组是否正确 ,以及time变量中 是否是政策前为0 政策后为1
您好,请问 policy前后调整好以后,这个实没实施的省份虚拟变量还是共线,这种情况该怎么办呢?十分感谢博主回复
xtreg CO2 policy dum_hw, fe
note: dum_hw omitted because of collinearity.
Fixed-effects (within) regression Number of obs = 270
Group variable: prov Number of groups = 30
R-squared: Obs per group:
Within = 0.0203 min = 9
Between = 0.0610 avg = 9.0
Overall = 0.0169 max = 9
F(1,239) = 4.96
corr(u_i, Xb) = -0.1541 Prob > F = 0.0269
------------------------------------------------------------------------------
CO2 | Coefficient Std. err. t P>|t| [95% conf. interval]
-------------+----------------------------------------------------------------
policy | .0382542 .0171742 2.23 0.027 .0044222 .0720863
dum_hw | 0 (omitted)
_cons | 12.54279 .0083965 1493.81 0.000 12.52625 12.55933
-------------+----------------------------------------------------------------
sigma_u | .77865179
sigma_e | .10555856
rho | .98195357 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(29, 239) = 478.09 Prob > F = 0.0000