请教大侠们,使用fixtwo模型对面板数据进行检验时,为什么回归系数会缺失啊?以下为sas的输出结果:
Model Description
Estimation Method FixTwo
Number of Cross Sections 11
Time Series Length 1454
Fit Statistics
SSE 6021.8166 DFE 14287
MSE 0.4215 Root MSE 0.6492
R-Square 0.9011
F Test for No Fixed Effects
Num DF Den DF F Value Pr > F
1463 14286 88.96 <.0001
Parameter Estimates
Standard
Variable DF Estimate Error t Value Pr > |t| Label
CS1 1 -0.00741 0.0241 -0.31 0.7583 Cross Sectional
Effect 1
CS2 1 -0.00709 0.0241 -0.29 0.7685 Cross Sectional
Effect 2
CS3 1 -0.02059 0.0241 -0.86 0.3924 Cross Sectional
Effect 3
........
.........
Intercept 1 -0.87949 0.1964 -4.48 <.0001 Intercept
cosd 0 0 0 . .
上述自变量cosd的回归系数缺失。在log中显示NOTE: The transformed regression does not have full rank. User should be aware of possible multicollinearity and/or estimability problems before using FixTwo method results.
请问,为什么会出现这种情况啊? 我的样本是已经按照个体单位和时间单位排列好的。而在使用fixone模型时,并不会出现这种问题。