note: index_msa omitted because of collinearity

[sahar shabani]

hi friends.
i have faced a problem. in my regression , this notification confused me.
my regression:
xi: areg inv RE_value_msa index_msa cash qm i.ageq*index_msa i.roaq*index_msa i.assetq*index_msa i.state*index_msa i.sic2*index_msa , a(gvkey) cl(id2)
my problem:
note: index_msa omitted because of collinearity
how to solve it? why is it created?
please help me.
thanks alot.

[Carlo Lazzaro]

Double posted with reply at: https://www.statalist.org/forums/for...f-collinearity