Hello
I got the below output, I can not understand why stata omitted y1987 and 1988.
Thanks
Shiva
. xtreg gr_rate d.(y1980-y1988) d.ez
note: D.y1987 omitted because of collinearity
note: D.y1988 omitted because of collinearity
Random-effects GLS regression Number of obs = 176
Group variable: city Number of groups = 22
R-sq: within = 0.6372 Obs per group: min = 8
between = 0.0094 avg = 8.0
overall = 0.6230 max = 8
Wald chi2(8) = 275.97
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000
------------------------------------------------------------------------------
gr_rate | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
y1980 |
D1. | -1.517053 .3465387 -4.38 0.000 -2.196256 -.8378496
|
y1981 |
D1. | -1.5 .3006369 -4.99 0.000 -2.089238 -.9107629
|
y1982 |
D1. | -.7041884 .2547937 -2.76 0.006 -1.203575 -.2048019
|
y1983 |
D1. | -.720255 .2090476 -3.45 0.001 -1.129981 -.3105292
|
y1984 |
D1. | -.7203407 .1602024 -4.50 0.000 -1.034332 -.4063498
|
y1985 |
D1. | -.3802072 .1128333 -3.37 0.001 -.6013565 -.1590579
|
y1986 |
D1. | -.0710007 .0651444 -1.09 0.276 -.1986813 .0566799
|
y1987 |
D1. | 0 (omitted)
|
y1988 |
D1. | 0 (omitted)
|
ez |
D1. | -.1818775 .0781862 -2.33 0.020 -.3351196 -.0286355
|
_cons | -.3386845 .046064 -7.35 0.000 -.4289683 -.2484007
-------------+----------------------------------------------------------------
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