中国省际面板数据的话为什么只有四年呢？

由于模型因变量统计口径有变化，前后不可比，所以只有四年？

自己去看稳健标准误的公式就明白了

学习了

stata里关于reghdfe命令的介绍里有讲：Warning: in a FE panel regression, using robust will lead to inconsistent standard errors if for every fixed effect, the other dimension is fixed.  For instance, in an standard panel with individual and time fixed effects, we require both the number of individuals and time periods to grow asymptotically.  If that is not the case, an alternative may be to use clustered errors, which as discussed below will still have their own asymptotic requirements.  For a discussion, see Stock and Watson, "Heteroskedasticity-robust standard errors for fixed-effects panel-data regression," Econometrica 76 (2008): 155-174