Code:
mixed y cl.x##c.w age edu i.ind || id:cl.x, vce(robust) cov(exc)
https://www.dropbox.com/s/oef3hk8ui8rquu1/test.dta?dl=0
how to solve this?
mixed y cl.x##c.w age edu i.ind || id:cl.x, vce(robust) cov(exc)
regress y i.industry i.id regress y i.id i.industry
. regress y i.industry i.id note: 21.id omitted because of collinearity note: 55.id omitted because of collinearity note: 61.id omitted because of collinearity note: 66.id omitted because of collinearity note: 71.id omitted because of collinearity note: 75.id omitted because of collinearity note: 76.id omitted because of collinearity
. regress y i.id i.industry note: 4.industry omitted because of collinearity note: 5.industry omitted because of collinearity note: 6.industry omitted because of collinearity note: 7.industry omitted because of collinearity note: 8.industry omitted because of collinearity note: 9.industry omitted because of collinearity note: 11.industry omitted because of collinearity
. mixed y cl.x##c.w age edu || id:cl.x, vce(robust) cov(exc) Performing EM optimization: Performing gradient-based optimization: Iteration 0: log pseudolikelihood = -233.6067 Iteration 1: log pseudolikelihood = -232.37291 Iteration 2: log pseudolikelihood = -232.37141 Iteration 3: log pseudolikelihood = -232.37103 Iteration 4: log pseudolikelihood = -232.37093 Iteration 5: log pseudolikelihood = -232.37091 Iteration 6: log pseudolikelihood = -232.37091 Computing standard errors: Mixed-effects regression Number of obs = 474 Group variable: id Number of groups = 76 Obs per group: min = 3 avg = 6.2 max = 7 Wald chi2(5) = 18.04 Log pseudolikelihood = -232.37091 Prob > chi2 = 0.0029 (Std. Err. adjusted for 76 clusters in id) ------------------------------------------------------------------------------ | Robust y | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- x | L1. | -.2645623 .2294345 -1.15 0.249 -.7142456 .185121 | w | .0846382 .1984724 0.43 0.670 -.3043605 .4736369 | cL.x#c.w | .0442101 .0628712 0.70 0.482 -.0790151 .1674353 | age | .002277 .0077217 0.29 0.768 -.0128572 .0174112 edu | .0516818 .0635339 0.81 0.416 -.0728423 .176206 _cons | 3.840026 .8525146 4.50 0.000 2.169128 5.510924 ------------------------------------------------------------------------------ ------------------------------------------------------------------------------ | Robust Random-effects Parameters | Estimate Std. Err. [95% Conf. Interval] -----------------------------+------------------------------------------------ id: Exchangeable | var(L.x _cons) | .0102613 .0020181 .0069791 .0150872 cov(L.x,_cons) | .0102613 .0020181 .006306 .0142167 -----------------------------+------------------------------------------------ var(Residual) | .1124081 .0269964 .0702052 .1799806 ------------------------------------------------------------------------------
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