viske 发表于 2015-8-30 21:24 
正常回归就行。虚拟变量就不用处理。看回归系数显著不?显著就可以解释了。你虚拟变量多了,我不知道结果 ...
_IIndustry_2 | -.0122758 .0133315 -0.92 0.357 -.0384374 .0138858
_IIndustry_3 | -.0059555 .0121085 -0.49 0.623 -.0297172 .0178061
_IIndustry_4 | -.001241 .0277345 -0.04 0.964 -.055667 .0531849
_IIndustry_5 | .0004993 .0387339 0.01 0.990 -.075512 .0765105
_IY_2007 | .0114667 .0179252 0.64 0.523 -.0237096 .046643
_IY_2008 | .0218806 .0175943 1.24 0.214 -.0126464 .0564076
_IY_2009 | .0318033 .0175375 1.81 0.070 -.0026122 .0662188
_IY_2010 | .0531052 .0170592 3.11 0.002 .0196283 .0865821
_IY_2011 | -.0033537 .0170465 -0.20 0.844 -.0368057 .0300983
_IY_2012 | -.0198262 .0169359 -1.17 0.242 -.0530611 .0134087
_IY_2013 | -.0238708 .0170585 -1.40 0.162 -.0573463 .0096047
_IY_2014 | -.0059828 .0172723 -0.35 0.729 -.0398779 .0279124
_cons | -.0386739 .0830397 -0.47 0.642 -.2016305 .1242828
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