s*******n
发帖数: 369 | 1 OLS回归，因为要考虑year fixed effect，有十几个年份，分别create了dummy
variable，但是回归的结果中前几年的DF和系数都显示为0 (后几年的却没有问题），
output里的note里显示：
Model is not full rank. Least-squares solutions for the parameters are not
unique. Some statistics will be misleading. A reported DF of 0 or B means
that the estimate is biased.
NOTE: The following parameters have been set to 0, since the variables are a
linear combination of other variables as shown.
不明白怎么解决这个问题，请教大家！不胜感激！ |
w*******9
发帖数: 1433 | 2 the variables are a linear combination of other variables as shown. |
w*******n
发帖数: 469 | |
n****t
发帖数: 182 | 4 合并一些年份的dummy吧
a
【在 s*******n 的大作中提到】
: OLS回归，因为要考虑year fixed effect，有十几个年份，分别create了dummy
: variable，但是回归的结果中前几年的DF和系数都显示为0 (后几年的却没有问题），
: output里的note里显示：
: Model is not full rank. Least-squares solutions for the parameters are not
: unique. Some statistics will be misleading. A reported DF of 0 or B means
: that the estimate is biased.
: NOTE: The following parameters have been set to 0, since the variables are a
: linear combination of other variables as shown.
: 不明白怎么解决这个问题，请教大家！不胜感激！
|
