Hello,
i have a paneldataset of S&P 500 companies form 2002 - 2019 and would like to implement industry and year FE into my regression.
I want to find out the effect of esg on systematic firm risk.
However if i implement this, it tells me that industry_key is omitted due to colliniarity:
Can anyone help me on haow to solve this problem?
Array
Thanks, Patrick
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