求助:为何下面的回归命令运行后会显示“coefficient i.hydd not found”,hydd是行业代码哑变量?怎么解决啊??求助!谢谢!
#delimit ;
global cv "lifes staffs capitals tech1s tech2s tech3s
upcs equity_fs equity_ls tenures gmedus bod1s phones
electris governances times relation_cs relation_ss
cq2s zfgz1s i.hydd i.xzqh1";
#delimit cr
****回归开始****
local mylist "roas profits sale_gs rinvests rinvest_as value_as"
foreach i of varlist `mylist'{
reg `i' $cv
est store m1
reg `i' $cv fb1s fb1s_2
est store m2
reg `i' $cv fb1s fb1s_2 fb1s_cq2s fb1s_2_cq2s
est store m3
reg `i' $cv fb1s fb1s_2 fb1s_zfgz1s fb1s_2_zfgz1s
est store m4
reg `i' $cv fb1s fb1s_2 fb1s_cq2s fb1s_2_cq2s fb1s_zfgz1s fb1s_2_zfgz1s
est store m5
local mm "m1 m2 m3 m4 m5"
local order "$cv"
esttab `mm' using ZDF_`i'.rtf, ///
mtitle(`mm') s(r2_a F N) replace compress nogap order(`order') ///
star(* 0.1 ** 0.05 *** 0.01) b(%6.3f) se(%6.3f)
}
*****回归结束****