黃河泉 发表于 2017-6-1 06:53 
用 xtreg 只是方法之一(我现在也几乎不用 xtreg),用楼主之方法也是可以! 但我会建议用另外的指令 (记得 ...
note: vc omitted because of collinearity
note: ind omitted because of collinearity
Linear regression, absorbing indicators Number of obs = 796
F( 5, 592) = 1.52
Prob > F = 0.1808
R-squared = 0.9613
Adj R-squared = 0.9480
Root MSE = 0.0353
------------------------------------------------------------------------------
| Robust
rdrp | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
ttb | -.1563326 .1628678 -0.96 0.338 -.4762017 .1635364
itb | -.3659367 .2464747 -1.48 0.138 -.8500078 .1181344
roe | .0586369 .0382767 1.53 0.126 -.0165376 .1338115
os | -.0427334 .0267992 -1.59 0.111 -.0953664 .0098997
dar | .0266462 .0286451 0.93 0.353 -.0296122 .0829046
vc | 0 (omitted)
ind | 0 (omitted)
_cons | .2277567 .0201278 11.32 0.000 .1882262 .2672872
-------------+----------------------------------------------------------------
id | absorbed (199 categories)
用您的命令做出来的结果,两个虚拟变量直接被Omitted