我直接加虚拟变量跑会出来说:equation not identified; must have at least as many instruments not in the regression as there are instrumented variables
不加的时候就跑的好好的,就不知道要怎么把这个加进去
gen id=real(Scode)
xtset id year
global fimcontrol "L.(cashasset tangible ROA Size profit CR)"
tab year,gen(dyear)
xtivreg2 RDx (L.EPU_US1=L.EPU_G) $fimcontrol ,fe robust small cluster(id year) first savefp(first)
est store second
outreg2 using C:\Users\witch\Desktop\论文年度-2023\实证结果\内生性first美国.doc,cttop(first) tstat bdec(3) tdec(2) replace
outreg2 using C:\Users\witch\Desktop\论文年度-2023\实证结果\内生性second美国.doc,cttop(second) tstat bdec(3) tdec(2) replace
我用这种跑可以,你可以试试