多元回归中有哑变量,命令:reg lnfee Imp_dum Roe lev invrec size top10 opinion loss if Gw2==1
出现结果:
reg lnfee Imp_dum Roe lev invrec size top10 opinion loss if Gw1==1
note: Imp_dum omitted because of collinearity
note: opinion omitted because of collinearity
Source | SS df MS Number of obs = 12131
-------------+------------------------------ F( 6, 12124) = 1942.88
Model | 2314.46824 6 385.744707 Prob > F = 0.0000
Residual | 2407.13394 12124 .198542885 R-squared = 0.4902
-------------+------------------------------ Adj R-squared = 0.4899
Total | 4721.60218 12130 .389249974 Root MSE = .44558
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lnfee | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
Imp_dum | 0 (omitted)
Roe | .0011596 .0004102 2.83 0.005 .0003555 .0019636
lev | .0163828 .0008296 19.75 0.000 .0147567 .0180089
invrec | -.0625919 .0229171 -2.73 0.006 -.1075131 -.0176707
size | .339603 .0033195 102.31 0.000 .3330963 .3461097
top10 | .2162638 .0081672 26.48 0.000 .2002548 .2322727
opinion | 0 (omitted)
loss | .0983037 .0125747 7.82 0.000 .0736553 .1229522
_cons | 5.874396 .0717503 81.87 0.000 5.733754 6.015038
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急求解决方案,能让上表为0的两个哑变量能回归!!!!