利用ivreg2命令进行回归后,不显示第一阶段的回归结果,出现了如下的信息:
. ivreg2 lwage educ exper tenure age black married ( educ=IQ ),first
Warning - duplicate variables detected
Duplicates: educ
Unable to display first-stage estimates; macro e(first) is missing
Unable to display summary of first-stage estimates; macro e(first) is missing
OLS estimation
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Estimates efficient for homoskedasticity only
Statistics consistent for homoskedasticity only
Number of obs = 935
F( 6, 928) = 39.04
Prob > F = 0.0000
Total (centered) SS = 165.6562832 Centered R2 = 0.2015
Total (uncentered) SS = 43133.48095 Uncentered R2 = 0.9969
Residual SS = 132.2714662 Root MSE = .3761
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lwage | Coefficient Std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
educ | .0671578 .0066409 10.11 0.000 .0541418 .0801738
exper | .011163 .0038203 2.92 0.003 .0036752 .0186507
tenure | .0111277 .0025522 4.36 0.000 .0061255 .0161298
age | .0071063 .0048147 1.48 0.140 -.0023303 .0165429
black | -.1964922 .037591 -5.23 0.000 -.2701691 -.1228153
married | .1831405 .0402241 4.55 0.000 .1043027 .2619783
_cons | 5.291493 .1575656 33.58 0.000 4.98267 5.600316
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Sargan statistic (overidentification test of all instruments): 17.721
Chi-sq(1) P-val = 0.0000
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Included instruments: educ exper tenure age black married
Excluded instruments: IQ
Duplicates: educ
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请问大神,这样的问题如何解决?