reg cost b0 i.a0

predict uhat,residual

gen u2=uhat^2

gen logu2=log(u2)

reg logu2  b0 i.a0

predict g,xb

gen h=exp(g)

gen invvar=1/h

reg cost b0  i.a0 [aweight=invvar]

当控制变量稍多的时候会出现变量全部被剔除的问题

(sum of wgt is   2.8532e+05)

(sum of wgt is   5.0706e+30)
note: 2.workcode omitted because of collinearity
note: 3.workcode omitted because of collinearity。。。。。


检查 多遍都没有共线性问题，wgt是权重矩阵的问题么？

急求大牛解答