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Statistics版 - 求助:SAS结果显示model is not full rank
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1 (共1页)
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
3
multicollinearity
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!

1 (共1页)
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