Hi guys!
my basic model contains age term (age-40) to quatic of age term and corresponding interactions with my main variable, reflecting the coefficient when individual's 40 years old. It does work and is within expectations. However, when I partition the whole sample into 7 minor cohorts groups according the observations' ages, running the same code, indicating the age term is deleted automatically because of collinearity, and the coefficient of my main varibale becomes abnormal. If dropping the interaction terms, there will be some degree of unknow bias. Is there any solution to fix it?
Thanks a lot！