顶了  谢谢

楼主这是遇到了完美预测的情况。就是说因变量在您的两个行业虚拟变量不同取值上的取值是相同的，或者说，因变量在两个虚拟变量上不同取值之间没有变化。Stata在遇到这种observation predicted perfectly的情形时，会自动把相应的相应自变量以及案例删除。

请问怎么写命令让stata不把这些observation删除呢？
在sas里面都是不会删除的

楼主你解决了吗？同问。。。

以下是我在一个国外网站上找到的，对我很有用，但是对你不知道有没有用
“Fixed effects regression uses only information from changes within
an individual (firm, country, or whatever your unit may be), it
throws away all information that could be obtained from comparing
individuals. So, a fixed effects regression can do nothing with an
individual that doesn't change over time, and such an individual
is removed. Apparently, your data mainly consists of individuals
who do not change over time (as 2054 of your 2200 individuals where
dropped). Which means there is only a very small sample left. I
would check whether this is correct, e.g. make sure that your
dependent variable is coded 0, 1 and not 1, 2. If it is true that
there is very little variation in outcome within individuals then
your problem is just not suitable for being analyzed with fixed
effects regression, and you can move on to random effects regression. ”
所以改用random effect或者recheck这个变量看能不能改进，如果不能就删掉。。。
我决定用random effect来做做看