Hello
I have 1.16 Mio loan applications (id=1-1.16Mio), the variables loan amount, the issue date, the social capital index and a dummy default variable.
I run dataex for my unbalanced panel data:
id loan_amnt issue_d sc_index Default
1 5000 17318 -.07571 0
2 7500 17318 -.53657 0
3 3000 17318 -.95809 0
4 5000 17318 -.93935 0
5 3000 17318 -.07511 0
6 2500 17318 .4645 0
7 2525 17318 .34468 0
8 3000 17318 .81892 0
9 1000 17318 -.38692 0
10 6500 17318 .34468 0
11 2600 17318 -.96961 1
end
format %tdCCYY-NN issue_d
My goal is to run regress/xtreg with the dependent variable "Default" and independent variable "sc_index". I also want to include time fixed effects.
I run:
xtset id
xtreg Default sc_index i.issue_d, fe
However, it does not run due to "collinearity".
"note: sc_index omitted because of collinearity
note: 17348.issue_d omitted because of collinearity
note: 17379.issue_d omitted because of collinearity
.
.
note: 21336.issue_d omitted because of collinearity"
Does anyone have an idea how I can run the regression with fixed effects or what I did wrong?
I read many posts and comments regarding fixed effects in this forum. Unfortunately, I can't get any further at this point.
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