用stata做系统GMM,命令是xtdpdsys gd rd size lev age,lag(1) maxldep(3) endogenous(rd) endogenous(size) twostep,结果显示note: rd dropped because of collinearity,note: size dropped because of collinearity。去掉endogenous(rd) endogenous(size)就不存在这样的问题了。是为什么呢,应该怎么解决?
  初学stata,好多问题不懂很是捉急呀,非常感谢大家!