jjjj6666 发表于 2014-2-16 22:31
yes, it loos like the dummy variables caused the problem.  The dummy variable is used in the model a ...

jjjj6666 发表于 2014-2-16 11:37
in this case, it seems better to use random effect instead of fixed effect as suggested.  Other peop ...

jjjj6666 发表于 2014-2-17 22:29
I think you have to use xtlogit, but it seems you didn't want to use this approach?

liuchang1989 发表于 2014-2-17 22:54
https://bbs.pinggu.org/forum.php?mod=viewthread&tid=2880364&page=2#pid23589768  see the discussion.

雪泡xue 发表于 2014-2-18 15:49
不要啊，2000多个值就剩500多了

liuchang1989 发表于 2014-2-18 19:36
我也差不多==

雪泡xue 发表于 2014-2-19 19:06
所以你最后的处理方法就是用仅存的数据……

liuchang1989 发表于 2014-2-19 20:52
没有  我没加year dummy

liuchang1989 发表于 2014-2-27 20:49
加了 你用fama-french 12 industry