Hi guys I am stucked: STATA omitted my variable due to collinearity, but I have no idea why. I ran another regresssion to determine the dependency of the variables but it turns out that R^2 is zero? That means one of the variable is independent? how could i determine which one is independent, and independent to what?
This is the table I ran: the issue is with column 5 where Has_Sus_Effort is omitted: attached
. reg WaterDisclosures STI_30 Produce_Full_SR Has_Sus_Efforts C_or_S1, r
note: Has_Sus_Efforts omitted because of collinearity
Linear regression Number of obs = 135
F( 3, 131) = 9.49
Prob > F = 0.0000
R-squared = 0.1598
Root MSE = .46525
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| Robust
WaterDisclosu~s | Coef. Std. Err. t P>|t| [95% Conf. Interval]
----------------+----------------------------------------------------------------
STI_30 | .1026111 .1032129 0.99 0.322 -.1015687 .3067909
Produce_Full_SR | .3506471 .0877845 3.99 0.000 .1769885 .5243057
Has_Sus_Efforts | 0 (omitted)
C_or_S1 | .1776471 .1030142 1.72 0.087 -.0261395 .3814336
_cons | .3453112 .0531926 6.49 0.000 .2400836 .4505388
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. reg Has_Sus_Efforts STI_30 Produce_Full_SR C_or_S1, r
Linear regression Number of obs = 140
F( 3, 136) = 0.66
Prob > F = 0.5781
R-squared = 0.0093
Root MSE = .11984
---------------------------------------------------------------------------------
| Robust
Has_Sus_Efforts | Coef. Std. Err. t P>|t| [95% Conf. Interval]
----------------+----------------------------------------------------------------
STI_30 | .0114819 .0084168 1.36 0.175 -.0051628 .0281267
Produce_Full_SR | .0159939 .0114146 1.40 0.163 -.0065792 .038567
C_or_S1 | .0129523 .0093962 1.38 0.170 -.0056291 .0315338
_cons | .9765746 .0165918 58.86 0.000 .9437633 1.009386
---------------------------------------------------------------------------------
Thanks for the help ^^
Johnny
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