I have the following problem. When I run the regression as specified below my variable "d" and "i" are dropped:
Code:
reghdfe y a b c d e f g h i j, ab( industry fyear) vce(cluster gvkey)
Code:
reg y a b c d e f g h i j i.industry i.fyear, vce(cluster gvkey)
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input long gvkey double fyear float(g c i) byte industry float(y b f h j a e d) 1004 1996 6.198286 .14575116 0 10 .6421934 1.1670092 .02176793 .2216945 0 20.6 .001643579 .01068376 1004 1997 6.06051 .1543568 0 10 .6084191 1.3271438 .04309609 .3866963 0 15.558333 .0013579838 .009689922 1004 1998 5.986406 .2231196 0 10 .7718859 1.1737745 .04253913 .43845 0 15 .0010117558 .00956023 1004 1999 6.005518 .1931751 0 10 .9570713 1.1157874 .01383235 .6116424 0 15 .0008473565 .009451796 1004 2000 6.055693 .17841566 1 10 .9500433 .8534871 .06220395 .54848164 0 15 .000720369 .00929368 1004 2001 7.025525 .21986166 1 10 .9289029 .7305889 -.04746714 .7052776 -.023762355 15 .0007418485 .011210762 1004 2002 7.012822 .25137508 0 10 1.2834938 .9492987 .04890601 .6708933 -.027913507 15.166667 .000889821 .011160715 1004 2003 7.459666 .2385747 1 10 .9899191 1.0752404 .02122277 .4158287 -.020995585 17 .0011152189 .011415525 1004 2004 7.387214 .4020428 1 10 .778831 1.1470801 .071815275 .3976725 -.027012004 12.958334 .0009360462 .010504202 1004 2005 7.183852 .5648304 1 10 .6803353 1.1998214 -.05528591 .3535434 -.014141532 27.875 .0008638606 .011299435 1004 2006 7.089853 .4018006 1 10 .593267 1.1826457 -.0216986 .3613859 -.01301852 22.125 .0007991635 .011454754 1004 2007 6.990122 .3374212 1 10 .8935324 1.305088 .015853763 .7383251 -.009553527 18.125 .0007201883 .011682243 1004 2008 6.927704 .280715 1 10 1.0660111 1.0282017 .0473205 .5276916 -.017419824 15.875 .0006946016 .015698588 1004 2009 6.849563 .3665982 0 10 .9798111 .9495602 .11118314 .422771 -.01975028 14.3125 .0010070831 .015082956 1004 2010 5.396974 .2368699 0 10 .8884209 1.3133016 .07234841 .4521519 -.010943655 12.321428 .0009334664 .013927577 1004 2011 5.313925 .2032794 1 10 1.2088646 1.1682166 .05530053 .4200464 -.02513603 13.44 .0008223532 .01485884 1004 2012 5.310477 .23935854 0 10 1.0640327 1.0446383 .074192055 .3026769 -.019888625 10.583333 .0007734007 .01305483 1004 2013 5.245927 .17233406 0 10 1.0176708 .939043 .06542187 .3322792 -.01332121 10.954545 .00067975 .012626262 1004 2014 6.214704 .15596236 0 10 .8827152 .7834398 -.019549897 .3079313 -.02666667 11 .00056234695 .011890606 1013 2002 8.321442 .13910107 0 1 .6829544 .43603295 .024202904 .9282407 -.012847404 15.166667 .0009728841 .011160715 1013 2003 7.85847 .23123246 1 1 .472948 .7379975 .033997554 .7301185 -.016346673 15 .0010656086 .011415525 1013 2004 6.8807 .2401816 1 1 .5580432 1.0143559 .002390315 .5022993 -.00945312 13.158334 .00089606 .010504202 1013 2005 6.788796 .1923098 1 1 .5493866 1.490756 .04103354 .4548816 -.016677525 13.541667 .0008344221 .011299435 1013 2006 6.740957 .19932663 1 1 .6672375 1.0963907 .05674267 .3609815 -.0063299 14.166667 .000774268 .011454754 1013 2007 6.653339 .26965496 1 1 .5969584 1.0314378 .08799802 .3976329 .0015299184 11.458333 .0006815634 .011682243 1013 2008 7.576073 .26374537 1 1 1.1217898 1.1014975 .09950136 .6186197 -.007339927 10.083333 .000762744 .015698588 1013 2009 8.1798725 .2985752 0 1 .7493402 .6843587 .04159292 .6890941 -.009973207 8.666667 .001100561 .015082956 1013 2010 6.982082 .3852441 0 1 .6477264 1.1604294 .10166717 .3634293 -.01356392 10.818182 .0009095285 .013927577 1021 1997 9.846075 .6136998 0 30 .7580069 1.0142353 .27016488 .8539172 0 24.499075 .0013258 .009689922 1021 1998 11.488844 .3661151 0 30 .9612135 .9115766 -.03207253 1.1125025 0 22.320833 .0009909763 .00956023 1021 1999 11.71965 .6010197 0 30 1.1632849 .8696296 .017308826 1.247252 0 21.6625 .000833301 .009451796 1034 1996 7.196516 .2846989 0 13 .8226163 .9333861 .03909724 .3851183 0 25 .00148182 .01068376 1034 1997 6.271467 .3382001 0 11 .6689221 1.0290096 .05047709 .405334 0 24.916666 .0011417317 .009689922 1034 1998 6.100126 .3301407 0 11 .5701097 1.208472 .089663 .314932 0 26.666666 .0009192395 .00956023 1034 1999 5.913328 .6212426 0 11 .6749921 1.2114826 .0769449 .4647437 -.02947686 24.791666 .00075155 .009451796 1034 2000 5.501762 .7284945 1 11 .6373071 1.2298486 .028548626 .5461127 0 25.583334 .00070436 .00929368 1034 2001 6.611051 .2851371 1 11 .8949319 1.0823673 .074131526 .51649714 -.04148103 22.525 .0008433457 .011210762 1034 2002 6.608616 .26189217 0 11 1.2039704 1.262333 .06786588 .6128323 -.008750834 17.5 .0010115434 .011160715 1034 2003 5.277863 .27360022 1 11 1.0383857 1.0540502 .06835228 .4066382 .04112193 15.7125 .0010331325 .011415525 1034 2004 6.31967 .2160992 1 11 .9942163 1.0325257 .07992296 .42664465 .08064608 14.1875 .0008818614 .010504202 1034 2005 5.431157 .23490778 1 11 .7224447 .4133074 .12340344 .4061404 .029476717 17.229166 .0008279722 .011299435 1034 2006 5.58317 .16981913 1 11 .7466138 1.1810114 .026446624 .3685225 .06281013 17.8 .0007585493 .011454754 1034 2007 7.764644 .09624628 1 11 .8948778 1.104916 .05067841 .24631956 .05459006 12.2 .0006765461 .011682243 1036 1999 5.266032 .27062204 0 12 1.066985 1.0633367 .08517072 .3148709 0 11.051666 .00075155 .009451796 1038 1996 8.027528 .4926955 0 3 .8012618 1.1394268 .27732295 .39965925 0 17.5 .0017079517 .01068376 1038 1997 8.8081875 .2010124 0 3 .6956688 1.129667 .1264235 .5050235 0 19.083334 .001410056 .009689922 1038 1998 8.753667 .21488856 0 3 .7990577 1.212479 .08440398 .4985398 0 21.175 .0010612312 .00956023 1038 1999 8.698174 .17775317 0 3 .9518452 1.1365716 .09124143 .9601218 0 13.558333 .0008741743 .009451796 1038 2000 8.849781 .2652055 1 3 .8230169 1.0410123 .03655604 .7333021 0 14.083333 .0007307217 .00929368 1038 2001 8.462026 .1849345 1 3 .8629745 1.104301 .09610662 .5407371 -.01326407 15 .0007253578 .011210762 1038 2002 8.335834 .15700454 0 3 .9847959 1.3354917 .10064886 .35991305 -.005881217 8.958333 .0008666087 .011160715 1038 2003 8.3184805 .6012077 1 3 .8407105 .995116 .12286535 .26329944 -.001322904 8.5 .0010885568 .011415525 1045 1996 4.926919 .10391614 0 10 .8970879 1.0498521 .1388832 .27936104 0 10 .00148182 .01068376 1045 1997 4.883658 .10285097 0 10 .8098123 1.0460204 .14245987 .29136774 0 8.366667 .0011417317 .009689922 1045 1998 4.817433 .09687072 0 10 .8855592 1.034195 .15276118 .4392747 0 8.533334 .0009192395 .00956023 1045 1999 4.827485 .10309393 0 10 .887993 .9231971 .101511 .4327255 0 8.75 .00075155 .009451796 1045 2000 4.758995 .13574487 1 10 1.0486891 1.1112803 .12890786 .51182884 0 7.916667 .00070436 .00929368 1045 2001 5.552554 .1064688 1 10 1.062368 .9624423 .019494144 .4825249 -.0044456623 8.541667 .0008433457 .011210762 1045 2002 5.731862 .09763461 0 10 .9975878 .9122502 -.033829663 .80065 -.03555027 8.583333 .0010115434 .011160715 1045 2003 5.761844 .10436606 1 10 .9355487 1.0081508 .01985661 .9045359 -.026764406 7.208333 .0010331325 .011415525 1045 2004 5.785875 .12626468 1 10 .9246221 1.0690941 .02444596 .56725377 -.02307719 6.6875 .0008818614 .010504202 1045 2005 5.77018 .13546236 1 10 .8418692 1.1108608 .03558892 .48650345 -.033192065 13 .0008279722 .011299435 1045 2006 4.895624 .13846496 1 10 .7991756 1.0893685 .06573996 .5022422 -.04429576 6 .0007585493 .011454754 1045 2007 4.84094 .14339505 1 10 .9713714 1.0147587 .066392176 .5074719 .02345035 19.139166 .0006765461 .011682243 1045 2008 5.862623 .12202184 1 10 .80984 1.037998 -.04879073 1.030656 -.12619662 25.083334 .0008228951 .015698588 1045 2009 5.860704 .13366649 0 10 .8076021 .838046 .03694141 .8323458 -.10708389 22.916666 .0010542768 .015082956 1045 2010 5.83002 .12797599 0 10 .7931566 1.1131195 .04878528 .5005696 -.10981346 2.1 .0008844222 .013927577 1045 2011 5.820522 .14982237 1 10 .7674004 1.0835363 .02710459 .7161176 -.15113264 3 .000780789 .01485884 1045 2012 5.845049 .16866033 0 10 .7401564 1.0346766 .05363133 .1663352 -.12675457 3 .000721238 .01305483 1045 2013 5.431897 .1706839 0 10 .8193253 1.0747133 .028711187 .3460524 -.04806282 28.875 .0006052191 .012626262 1045 2014 3.1949916 .16441144 0 10 .5529742 1.5966607 .07285113 .3852571 -.10415572 44.74 .00051429373 .011890606 1050 1996 10.386128 .3504654 0 12 .4974858 1.1675164 .012724118 .922819 0 22.333334 .00148182 .01068376 1050 1997 10.910416 .3763798 0 12 .4415233 1.475528 .2239974 .8131528 0 23 .0011417317 .009689922 1050 1998 10.037476 .19709544 0 12 .4736617 1.8155668 -.05436573 .8309203 0 17.041666 .0009192395 .00956023 1050 1999 9.997805 .3888539 0 12 .8150489 .9044803 -.05408724 .8893306 0 13 .00075155 .009451796 1050 2000 10.700335 .320147 1 12 .9357916 3.764018 .0515145 .8429219 0 13 .00070436 .00929368 1050 2001 10.615652 .174635 1 12 .7076781 1.0131044 .0783956 .6977643 -.01295493 12.333333 .0008433457 .011210762 1050 2002 10.695136 .397152 0 12 .848557 .8668374 .06979068 .5690974 -.018531611 11.347222 .0010115434 .011160715 1050 2003 10.77963 .4065734 1 12 .8297303 .8641176 .034128156 .6510108 -.021723283 11.625 .0010331325 .011415525 1050 2004 10.739077 .5007769 1 12 .6155913 1.0177085 .04573067 .6675558 -.017494993 14.946428 .0008818614 .010504202 1050 2005 10.70977 .3997813 1 12 .4589422 1.1752299 .05952902 .6023861 -.01843823 15.583334 .0008279722 .011299435 1050 2006 9.488387 .3279868 1 12 .417674 1.6604187 -.0967366 .58406126 -.02025701 14.311508 .0007585493 .011454754 1050 2007 8.568949 .2759072 1 12 .4428369 1.7431644 .06263848 .6125492 -.0138499 13.83712 .0006765461 .011682243 1050 2008 8.584995 .2736984 1 12 1.089423 .9234466 .05259232 .7774599 -.0275211 15.966666 .0008228951 .015698588 1050 2009 9.834237 .4026526 0 12 .7584894 .6378677 .12408242 .7541596 -.026072374 16.8125 .0010542768 .015082956 1050 2010 8.860461 .6315836 0 12 .598528 1.0116343 .03790234 .47264585 -.021499913 10.672222 .0008844222 .013927577 1050 2011 7.42163 .3515422 1 12 .6786334 .9899717 .11683224 .43550175 -.029617494 14.316667 .000780789 .01485884 1050 2012 7.183993 .3270205 0 12 .468524 .9702569 .21209906 .356545 -.024568563 11.795834 .000721238 .01305483 1050 2013 6.542821 .3585493 0 12 .58932936 1.4610447 .2569604 .388982 -.002788808 20 .0006052191 .012626262 1050 2014 6.424712 .26572967 0 12 .6461024 1.3339803 .04666089 .34191 -.015978666 18 .00051429373 .011890606 1055 1996 8.52476 .06239302 0 2 .7634674 .8524424 -.13604979 .6584575 0 11.458333 .00148182 .01068376 1056 1996 10.043566 .11398792 0 1 .6455593 1.0457581 .06266682 .56957924 0 23.375164 .001615722 .01068376 1056 1997 8.977699 .07738095 0 1 .736703 1.268022 .10754105 .623451 0 30 .0013258 .009689922 1056 1998 8.427081 .13074987 0 1 .57096946 1.2604693 .1685812 .6989759 0 30 .0009909763 .00956023 1056 1999 8.31446 .13502447 0 1 .3869433 1.3217455 .09168339 .6170912 0 30 .000833301 .009451796 1056 2000 7.90638 .2022348 1 1 .1740207 1.1834453 .08861127 1.0825646 0 32.5 .000716845 .00929368 1056 2001 7.727344 .1712505 1 1 .45513785 1.2521676 .1898137 1.0419106 -.0004963707 40.83333 .0007525573 .011210762 1056 2002 8.60405 .090686 0 1 .655282 .8703911 .05194165 .7921726 .005906458 25 .000905575 .011160715 1056 2003 7.706922 .0442023 1 1 .6192387 1.439936 .0671471 .6056529 .01154209 21.333334 .0011168079 .011415525 1056 2004 7.315645 .29206565 1 1 .4653152 1.4192234 .07289423 .4830334 .02065141 17.416666 .0009240564 .010504202 end
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