I am studying on the determinants of labour productivity and I am using the hybrid model.
First of all, I chose growth rate of log_LP as dependent variables (continuous) and growth rate of log_LP of frontier firms, lagged gap between the LP of frontier and laggard firms, firm-level control variables (age, size, intangible assets, digital training, digital adoption, STRI indicators) as explanatory variables.
They are all time-variant variables except for digital training (Broadband, ERP, CRM, Cloudcomputing), digital training (ICT training, ICT specialists etc) and STRI indicators i.e. time invariant variables & sectoral-level variables.
For those variables, since they are not covering all years in the dataset, I have replaced the missing values by their sectoral-level averaged values. Therefore, the values vary across sectors, not over years.
And when I apply this model in Stata, it says that the variables below are omitted.
I surely think that there are many mistakes on my model as well as codes, however I could not really understand the problem..
Could you please tell me the problems here?
Code:
note: d_Broadband omitted because of collinearity note: d_ERPusing omitted because of collinearity note: d_CRMusing omitted because of collinearity note: d_Cloudcomputing omitted because of collinearity note: d_ICTspecialist omitted because of collinearity note: d_ICTtraining omitted because of collinearity note: d_training_ICTspecialist omitted because of collinearity note: d_regulatory_transparency omitted because of collinearity note: m_CRMusing omitted because of collinearity note: m_Cloudcomputing omitted because of collinearity note: m_ICTspecialist omitted because of collinearity note: m_ICTtraining omitted because of collinearity note: m_training_ICTspecialist omitted because of collinearity Random-effects GLS regression Number of obs = 340 Group variable: id Number of groups = 192 R-sq: Obs per group: within = 0.3428 min = 1 between = 0.2131 avg = 1.8 overall = 0.2208 max = 6 Wald chi2(20) = . corr(u_i, X) = 0 (assumed) Prob > chi2 = . -------------------------------------------------------------------------------- dlog_lp_VA | Coef. Std. Err. z P>|z| [95% Conf. Interval] ---------------+---------------------------------------------------------------- Frontier_gro~h | .1618926 .0592357 2.73 0.006 .0457927 .2779926 Lagged_gap | .3425023 .0419372 8.17 0.000 .260307 .4246976 d_g_intangible | -.4667624 .3021783 -1.54 0.122 -1.059021 .1254962 d_share_inta~l | .0111534 .0900579 0.12 0.901 -.1653567 .1876636 d_age | -.0009252 .002784 -0.33 0.740 -.0063816 .0045313 d_Broadband | 0 (omitted) d_ERPusing | 0 (omitted) d_CRMusing | 0 (omitted) d_Cloudcompu~g | 0 (omitted) d_ICTspecial~t | 0 (omitted) d_ICTtraining | 0 (omitted) d_training_I~t | 0 (omitted) d_ind_STRI | -189.4641 733.7918 -0.26 0.796 -1627.67 1248.741 d_res_for | 196.2257 736.4029 0.27 0.790 -1247.097 1639.549 d_res_monvem~t | 203.6151 775.5217 0.26 0.793 -1316.379 1723.61 d_discrimina~e | 141.2516 550.3346 0.26 0.797 -937.3844 1219.888 d_barriers_c~n | 149.8324 604.2113 0.25 0.804 -1034.4 1334.065 d_regulatory~y | 0 (omitted) m_g_intangible | 3.318489 1.839872 1.80 0.071 -.287593 6.924571 m_share_inta~l | -1.182859 .6844581 -1.73 0.084 -2.524372 .1586545 m_age | -.162613 .0905383 -1.80 0.072 -.3400648 .0148387 m_Broadband | -4.683323 4.759522 -0.98 0.325 -14.01181 4.645168 m_ERPusing | -.1093101 .1632869 -0.67 0.503 -.4293465 .2107263 m_CRMusing | 0 (omitted) m_Cloudcompu~g | 0 (omitted) m_ICTspecial~t | 0 (omitted) m_ICTtraining | 0 (omitted) m_training_I~t | 0 (omitted) m_ind_STRI | 142.9161 138.9487 1.03 0.304 -129.4183 415.2505 m_res_for | 0 (omitted) m_res_monvem~t | -261.7917 266.8595 -0.98 0.327 -784.8267 261.2434 m_discrimina~e | -141.1574 215.5238 -0.65 0.512 -563.5762 281.2614 m_barriers_c~n | -371.0285 383.4101 -0.97 0.333 -1122.498 380.4414 m_regulatory~y | -579.394 576.4592 -1.01 0.315 -1709.233 550.4452 _cons | 479.3276 488.1428 0.98 0.326 -477.4147 1436.07 ---------------+---------------------------------------------------------------- sigma_u | 0 sigma_e | .45474182 rho | 0 (fraction of variance due to u_i) --------------------------------------------------------------------------------
Thanks,
Anne-Claire
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