Dear Caroline,
Indeed, you cannot interpret such results.
The best thing would be to estimate the model without the variables that you know are collinear with the fixed effects. The number of estimated parameters and the R2 of the model should be exactly the same but you only have meaningful variables in the model. When you have fixed effects, you should consider commands such as xtpoisson and ppml_panel_sg that automatically deal with the fixed effects.
Best wishes,
Joao
Indeed, you cannot interpret such results.
The best thing would be to estimate the model without the variables that you know are collinear with the fixed effects. The number of estimated parameters and the R2 of the model should be exactly the same but you only have meaningful variables in the model. When you have fixed effects, you should consider commands such as xtpoisson and ppml_panel_sg that automatically deal with the fixed effects.
Best wishes,
Joao
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