is this normal to get a results like below while using interactions (my variables got omitted).I am little bit confused since i am very new to Stata and first I ma trying with interactions .
Can any one help on this ,I really appreciate your comments
Code:
reg NPL_asset d_MP Boone_Ind NIM lasset CapitalRatio c.d_MP##c.Boone_Ind ,robust
note: d_MP omitted because of collinearity
note: Boone_Ind omitted because of collinearity
Linear regression Number of obs = 560
F(6, 553) = 2.48
Prob > F = 0.0224
R-squared = 0.0066
Root MSE = .43883
------------------------------------------------------------------------------------
| Robust
NPL_asset | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------------+----------------------------------------------------------------
d_MP | -.1060918 .1528812 -0.69 0.488 -.4063906 .1942071
Boone_Ind | -2.617895 2.164476 -1.21 0.227 -6.869496 1.633705
NIM | -.010146 .0091087 -1.11 0.266 -.028038 .0077459
lasset | -.0005397 .0053203 -0.10 0.919 -.0109902 .0099108
CapitalRatio | -.0039534 .0886095 -0.04 0.964 -.1780058 .1700989
d_MP | 0 (omitted)
Boone_Ind | 0 (omitted)
|
c.d_MP#c.Boone_Ind | .4015378 .5666046 0.71 0.479 -.7114228 1.514498
|
_cons | .7887204 .5257436 1.50 0.134 -.2439783 1.821419
------------------------------------------------------------------------------------Fadi
0 Response to Omission of variables while using interactions in panel data
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