When using did_imputation (a Difference-in-Difference approach), I faced this problem
I am wondering what is the problem of this situation intuitively? And what I should deal with this problem?
In specific, I want to control for industry*year fixed effect. When I control for SIC2 industry classification * year fixed effect, this problem does not exist. But when I control for SIC3 industry classification * year fixed effect, this problem happens. Is it the justification for me to use SIC2 instead SIC3 in my research?
Below is my SIC2 summary
Below is my SIC3 summary, I have 20 years in my sample
Could not run imputation for some observations because some absorbed variables/FEs are collinear in the D==0 subsample (the control subsample) but not in the full sample
Please note that autosample does not know how to deal with this. Please correct the sample manually
equation/system not identified
Please note that autosample does not know how to deal with this. Please correct the sample manually
equation/system not identified
In specific, I want to control for industry*year fixed effect. When I control for SIC2 industry classification * year fixed effect, this problem does not exist. But when I control for SIC3 industry classification * year fixed effect, this problem happens. Is it the justification for me to use SIC2 instead SIC3 in my research?
Below is my SIC2 summary
Code:
SIC2 | Freq. Percent Cum.
------------+-----------------------------------
AUTMB | 7,041 3.20 3.20
BRESR | 17,500 7.95 11.15
CHMCL | 10,752 4.89 16.04
CNSTM | 20,695 9.40 25.44
CONPS | 19,742 8.97 34.41
ENEGY | 8,311 3.78 38.18
FDBEV | 18,093 8.22 46.40
HLTHC | 9,528 4.33 50.73
INDGS | 48,891 22.21 72.95
MEDIA | 5,946 2.70 75.65
PCDGS | 5,014 2.28 77.93
RTAIL | 10,855 4.93 82.86
TECNO | 22,221 10.10 92.95
TELCM | 7,348 3.34 96.29
TRLES | 8,159 3.71 100.00
------------+-----------------------------------
Total | 220,096 100.00
Code:
Code:
SIC3 | Freq. Percent Cum.
------------+-----------------------------------
100 | 5 0.00 0.00
101 | 278 0.11 0.11
102 | 515 0.20 0.30
103 | 444 0.17 0.47
104 | 938 0.36 0.83
106 | 6 0.00 0.83
108 | 189 0.07 0.90
109 | 547 0.21 1.11
110 | 21 0.01 1.12
111 | 22 0.01 1.13
112 | 53 0.02 1.15
115 | 89 0.03 1.18
116 | 3 0.00 1.18
119 | 362 0.14 1.32
122 | 202 0.08 1.40
123 | 85 0.03 1.43
124 | 198 0.08 1.50
131 | 451 0.17 1.68
132 | 476 0.18 1.86
133 | 82 0.03 1.89
134 | 39 0.01 1.90
138 | 1,231 0.47 2.37
139 | 242 0.09 2.46
141 | 130 0.05 2.51
142 | 510 0.19 2.71
144 | 206 0.08 2.78
145 | 182 0.07 2.85
147 | 176 0.07 2.92
148 | 39 0.01 2.93
149 | 141 0.05 2.99
152 | 283 0.11 3.10
153 | 2,732 1.04 4.13
154 | 3,734 1.42 5.55
160 | 1 0.00 5.55
161 | 1,691 0.64 6.20
162 | 3,294 1.25 7.45
171 | 539 0.20 7.65
172 | 169 0.06 7.72
173 | 711 0.27 7.99
174 | 165 0.06 8.05
175 | 87 0.03 8.08
176 | 75 0.03 8.11
177 | 190 0.07 8.18
179 | 1,763 0.67 8.85
180 | 3 0.00 8.86
181 | 130 0.05 8.90
182 | 19 0.01 8.91
201 | 961 0.37 9.28
202 | 1,332 0.51 9.78
203 | 1,686 0.64 10.42
204 | 1,363 0.52 10.94
205 | 539 0.20 11.15
206 | 902 0.34 11.49
207 | 734 0.28 11.77
208 | 1,790 0.68 12.45
209 | 2,918 1.11 13.56
211 | 145 0.06 13.61
212 | 141 0.05 13.67
213 | 252 0.10 13.76
214 | 47 0.02 13.78
219 | 11 0.00 13.78
221 | 578 0.22 14.00
222 | 22 0.01 14.01
223 | 41 0.02 14.03
224 | 229 0.09 14.12
225 | 693 0.26 14.38
226 | 703 0.27 14.65
227 | 177 0.07 14.71
228 | 870 0.33 15.04
229 | 376 0.14 15.19
231 | 157 0.06 15.25
232 | 1,247 0.47 15.72
233 | 1,191 0.45 16.17
234 | 288 0.11 16.28
235 | 103 0.04 16.32
236 | 198 0.08 16.40
237 | 54 0.02 16.42
238 | 487 0.19 16.60
239 | 1,029 0.39 16.99
241 | 270 0.10 17.10
242 | 310 0.12 17.21
243 | 1,008 0.38 17.60
244 | 16 0.01 17.60
245 | 118 0.04 17.65
249 | 601 0.23 17.88
251 | 1,158 0.44 18.32
252 | 607 0.23 18.55
253 | 70 0.03 18.57
254 | 353 0.13 18.71
259 | 324 0.12 18.83
260 | 7 0.00 18.83
261 | 243 0.09 18.93
262 | 452 0.17 19.10
263 | 476 0.18 19.28
265 | 710 0.27 19.55
267 | 2,597 0.99 20.54
271 | 286 0.11 20.64
272 | 523 0.20 20.84
273 | 1,033 0.39 21.24
274 | 545 0.21 21.44
275 | 1,201 0.46 21.90
276 | 98 0.04 21.94
277 | 15 0.01 21.94
278 | 142 0.05 22.00
279 | 152 0.06 22.05
281 | 2,284 0.87 22.92
282 | 2,454 0.93 23.85
283 | 2,260 0.86 24.71
284 | 1,590 0.60 25.32
285 | 432 0.16 25.48
286 | 2,608 0.99 26.47
287 | 1,190 0.45 26.93
289 | 2,090 0.79 27.72
290 | 1 0.00 27.72
291 | 264 0.10 27.82
295 | 315 0.12 27.94
299 | 550 0.21 28.15
301 | 34 0.01 28.16
302 | 220 0.08 28.25
305 | 287 0.11 28.36
306 | 714 0.27 28.63
308 | 3,153 1.20 29.82
311 | 57 0.02 29.85
314 | 971 0.37 30.22
315 | 10 0.00 30.22
316 | 30 0.01 30.23
317 | 215 0.08 30.31
319 | 61 0.02 30.34
320 | 7 0.00 30.34
321 | 111 0.04 30.38
322 | 563 0.21 30.59
323 | 180 0.07 30.66
324 | 228 0.09 30.75
325 | 617 0.23 30.98
326 | 416 0.16 31.14
327 | 1,817 0.69 31.83
328 | 88 0.03 31.87
329 | 507 0.19 32.06
331 | 2,748 1.04 33.10
332 | 777 0.30 33.40
333 | 358 0.14 33.53
334 | 424 0.16 33.70
335 | 1,507 0.57 34.27
336 | 265 0.10 34.37
339 | 73 0.03 34.40
341 | 104 0.04 34.44
342 | 698 0.27 34.70
343 | 608 0.23 34.93
344 | 2,124 0.81 35.74
345 | 307 0.12 35.86
346 | 1,244 0.47 36.33
347 | 258 0.10 36.43
348 | 204 0.08 36.51
349 | 2,799 1.06 37.57
351 | 687 0.26 37.83
352 | 384 0.15 37.98
353 | 1,697 0.64 38.62
354 | 2,397 0.91 39.53
355 | 2,073 0.79 40.32
356 | 2,890 1.10 41.42
357 | 2,053 0.78 42.20
358 | 1,688 0.64 42.84
359 | 717 0.27 43.11
361 | 912 0.35 43.46
362 | 1,151 0.44 43.90
363 | 1,467 0.56 44.45
364 | 1,582 0.60 45.06
365 | 535 0.20 45.26
366 | 3,120 1.19 46.44
367 | 5,082 1.93 48.38
369 | 2,644 1.00 49.38
371 | 2,404 0.91 50.29
372 | 787 0.30 50.59
373 | 363 0.14 50.73
374 | 119 0.05 50.78
375 | 198 0.08 50.85
376 | 194 0.07 50.93
379 | 233 0.09 51.01
381 | 722 0.27 51.29
382 | 3,585 1.36 52.65
384 | 1,995 0.76 53.41
385 | 68 0.03 53.44
386 | 786 0.30 53.73
387 | 103 0.04 53.77
391 | 182 0.07 53.84
393 | 14 0.01 53.85
394 | 453 0.17 54.02
395 | 164 0.06 54.08
396 | 104 0.04 54.12
399 | 561 0.21 54.34
401 | 270 0.10 54.44
411 | 372 0.14 54.58
412 | 181 0.07 54.65
413 | 70 0.03 54.67
414 | 119 0.05 54.72
415 | 6 0.00 54.72
421 | 2,122 0.81 55.53
422 | 2,115 0.80 56.33
423 | 285 0.11 56.44
431 | 15 0.01 56.45
441 | 592 0.22 56.67
442 | 180 0.07 56.74
444 | 237 0.09 56.83
448 | 229 0.09 56.92
449 | 1,015 0.39 57.30
451 | 158 0.06 57.36
452 | 152 0.06 57.42
458 | 344 0.13 57.55
461 | 465 0.18 57.73
472 | 1,016 0.39 58.11
473 | 738 0.28 58.39
474 | 6 0.00 58.40
478 | 207 0.08 58.48
481 | 898 0.34 58.82
482 | 29 0.01 58.83
483 | 489 0.19 59.01
484 | 629 0.24 59.25
489 | 700 0.27 59.52
491 | 1,580 0.60 60.12
492 | 758 0.29 60.41
493 | 55 0.02 60.43
494 | 111 0.04 60.47
495 | 629 0.24 60.71
496 | 130 0.05 60.76
501 | 1,418 0.54 61.30
502 | 548 0.21 61.51
503 | 1,612 0.61 62.12
504 | 2,410 0.92 63.03
505 | 1,251 0.48 63.51
506 | 2,139 0.81 64.32
507 | 864 0.33 64.65
508 | 2,169 0.82 65.48
509 | 1,192 0.45 65.93
511 | 581 0.22 66.15
512 | 1,198 0.46 66.61
513 | 1,377 0.52 67.13
514 | 2,712 1.03 68.16
515 | 493 0.19 68.35
516 | 1,312 0.50 68.85
517 | 1,154 0.44 69.28
518 | 387 0.15 69.43
519 | 1,330 0.51 69.94
521 | 100 0.04 69.97
523 | 57 0.02 70.00
525 | 111 0.04 70.04
526 | 41 0.02 70.05
531 | 200 0.08 70.13
533 | 36 0.01 70.14
539 | 261 0.10 70.24
541 | 531 0.20 70.44
542 | 155 0.06 70.50
543 | 32 0.01 70.52
544 | 25 0.01 70.53
545 | 15 0.01 70.53
546 | 116 0.04 70.58
549 | 289 0.11 70.68
551 | 263 0.10 70.78
552 | 186 0.07 70.86
553 | 41 0.02 70.87
554 | 470 0.18 71.05
555 | 11 0.00 71.05
557 | 101 0.04 71.09
559 | 62 0.02 71.12
560 | 7 0.00 71.12
561 | 275 0.10 71.22
562 | 724 0.28 71.50
563 | 63 0.02 71.52
564 | 486 0.18 71.71
565 | 197 0.07 71.78
566 | 285 0.11 71.89
569 | 571 0.22 72.11
571 | 679 0.26 72.37
572 | 398 0.15 72.52
573 | 779 0.30 72.81
581 | 2,111 0.80 73.61
591 | 376 0.14 73.76
592 | 124 0.05 73.80
593 | 32 0.01 73.82
594 | 1,305 0.50 74.31
596 | 1,033 0.39 74.71
598 | 75 0.03 74.73
599 | 917 0.35 75.08
602 | 58 0.02 75.10
608 | 7 0.00 75.11
609 | 196 0.07 75.18
614 | 220 0.08 75.27
615 | 686 0.26 75.53
616 | 95 0.04 75.56
621 | 155 0.06 75.62
622 | 76 0.03 75.65
623 | 19 0.01 75.66
628 | 608 0.23 75.89
631 | 128 0.05 75.94
632 | 39 0.01 75.95
633 | 203 0.08 76.03
635 | 16 0.01 76.04
636 | 11 0.00 76.04
641 | 803 0.31 76.34
651 | 6,426 2.44 78.79
653 | 2,078 0.79 79.58
655 | 618 0.23 79.81
671 | 9,305 3.54 83.35
672 | 179 0.07 83.42
673 | 7 0.00 83.42
679 | 808 0.31 83.73
701 | 856 0.33 84.05
702 | 71 0.03 84.08
703 | 210 0.08 84.16
711 | 22 0.01 84.17
721 | 316 0.12 84.29
722 | 49 0.02 84.30
723 | 157 0.06 84.36
724 | 97 0.04 84.40
726 | 62 0.02 84.42
729 | 345 0.13 84.56
731 | 1,161 0.44 85.00
733 | 299 0.11 85.11
734 | 341 0.13 85.24
735 | 1,193 0.45 85.69
736 | 507 0.19 85.89
737 | 14,966 5.69 91.57
738 | 3,022 1.15 92.72
742 | 47 0.02 92.74
751 | 809 0.31 93.05
752 | 171 0.06 93.11
753 | 705 0.27 93.38
754 | 241 0.09 93.47
762 | 768 0.29 93.77
769 | 1,134 0.43 94.20
781 | 784 0.30 94.49
782 | 459 0.17 94.67
783 | 123 0.05 94.72
784 | 128 0.05 94.76
792 | 32 0.01 94.78
793 | 20 0.01 94.78
794 | 238 0.09 94.87
799 | 1,319 0.50 95.38
801 | 84 0.03 95.41
802 | 59 0.02 95.43
804 | 76 0.03 95.46
805 | 253 0.10 95.55
806 | 232 0.09 95.64
807 | 182 0.07 95.71
808 | 77 0.03 95.74
809 | 316 0.12 95.86
811 | 107 0.04 95.90
821 | 29 0.01 95.91
822 | 23 0.01 95.92
824 | 494 0.19 96.11
829 | 442 0.17 96.28
831 | 143 0.05 96.33
832 | 33 0.01 96.34
833 | 14 0.01 96.35
835 | 81 0.03 96.38
836 | 116 0.04 96.42
841 | 45 0.02 96.44
842 | 46 0.02 96.46
851 | 105 0.04 96.50
861 | 5 0.00 96.50
862 | 11 0.00 96.51
869 | 11 0.00 96.51
871 | 3,127 1.19 97.70
872 | 58 0.02 97.72
873 | 1,932 0.73 98.45
874 | 2,743 1.04 99.50
899 | 741 0.28 99.78
912 | 156 0.06 99.84
913 | 94 0.04 99.87
919 | 102 0.04 99.91
921 | 5 0.00 99.91
922 | 40 0.02 99.93
931 | 7 0.00 99.93
944 | 17 0.01 99.94
951 | 29 0.01 99.95
962 | 20 0.01 99.96
965 | 4 0.00 99.96
966 | 16 0.01 99.96
999 | 93 0.04 100.00
------------+-----------------------------------
Total | 263,113 100.00
Code:
