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!
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