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  • All of my variables are omitted due to collinearity

    I'm trying to regress my data with xtreg -fe-, but all of my variables are omitted. Can anyone suggest how to fix this problem? Is it because of the number of obs that is equal to the number of groups?
    Code:
    * Example generated by -dataex-. For more info, type help dataex
    clear
    input long pidlink2 float(tahun xscore sonpref gender) double usia float BMI
      1 2014 14 1 1 14 1
      2 2014 11 1 1  9 0
      3 2014  8 0 0 14 0
      4 2014 15 0 0  9 0
      5 2014 10 0 1 11 0
      6 2014 11 0 1  7 0
      7 2014 14 0 1 14 0
      8 2014 14 0 0 10 0
      9 2014 11 1 1 11 0
     10 2014 12 1 0  7 0
     11 2014  9 0 0 10 0
     12 2014 15 0 1  9 0
     13 2014 11 0 0  9 0
     14 2014 11 1 1 10 0
     15 2014  7 1 0  8 0
     16 2014  7 1 1  7 0
     17 2014 12 0 1 10 1
     18 2014 10 0 0  8 0
     19 2014  9 1 1  7 0
     20 2014  9 0 1 11 0
     21 2014 17 1 1 13 1
     22 2014 16 1 0 10 0
     23 2014  9 1 1  7 0
     24 2014 13 0 0 10 0
     25 2014  8 0 1  8 0
     26 2014 12 0 0 13 0
     27 2014  9 0 0 11 0
     28 2014  8 0 0  7 0
     29 2014  6 0 0  7 0
     30 2014 11 0 0  8 0
     31 2014 12 0 0  9 0
     32 2014  8 0 0  7 0
     33 2014  7 0 0  7 0
     34 2014  8 0 0  7 0
     35 2014 16 1 1  9 1
     36 2014  6 1 1  7 0
     37 2014 14 0 0  9 1
     38 2014  7 0 0  8 0
     39 2014  1 0 0 11 0
     40 2014 14 0 0 11 0
     41 2014  5 0 0  8 0
     42 2014  6 1 0 11 0
     43 2014 13 1 1  9 0
     44 2014 17 0 0  9 0
     45 2014  6 0 0 10 0
     46 2014 12 0 0  8 0
     47 2014 11 0 0  8 0
     48 2014 10 0 1  9 0
     49 2014  7 0 0 10 0
     50 2014 12 0 0  8 0
     51 2014  9 1 1 10 0
     52 2014 13 0 0 10 0
     53 2014 12 1 1  7 0
     54 2014  6 0 0 10 0
     55 2014 13 1 1 13 1
     56 2014 12 1 1 14 0
     57 2014 11 1 0 12 0
     58 2014 15 0 1 11 0
     59 2014 11 0 0  9 0
     60 2014 13 0 1 12 1
     61 2014  8 1 1 14 1
     62 2014  9 1 1 11 0
     63 2014  7 1 1  8 0
     64 2014  0 1 1 11 0
     65 2014 12 1 0  9 0
     66 2014  0 1 1  8 0
     67 2014  4 1 0 10 0
     68 2014  6 1 1  7 0
     69 2014  9 0 1 11 0
     70 2014  9 0 0  9 0
     71 2014 11 1 1 13 1
     72 2014 13 1 1 11 0
     73 2014  6 1 0  9 0
     74 2014 12 0 1 10 0
     75 2014 11 0 0  8 0
     76 2014 13 1 1 10 0
     77 2014 11 1 1  9 0
     78 2014 12 1 1  7 0
     79 2014 12 1 1  8 0
     80 2014 13 0 0 13 0
     81 2014 14 0 0 10 0
     82 2014 12 1 1  9 0
     83 2014 13 0 1 10 0
     84 2014 11 0 0  8 0
     85 2014 11 0 0  9 0
     86 2014 14 0 0  7 0
     87 2014  9 1 1  7 0
     88 2014 17 0 1 10 1
     89 2014 16 0 0  9 0
     90 2014 14 1 1 12 0
     91 2014  9 1 1  9 0
     92 2014  5 1 1  7 0
     93 2014 14 1 1 12 1
     94 2014  7 0 0  9 0
     95 2014 10 1 1 12 1
     96 2014  8 0 0 11 0
     97 2014  8 0 0  9 0
     98 2014  8 0 0  7 0
     99 2014 12 0 0  8 1
    100 2014 13 0 0  8 0
    end
    label values pidlink2 pidlink2
    label def pidlink2 1 "002060008", modify
    label def pidlink2 2 "002060009", modify
    label def pidlink2 3 "003030009", modify
    label def pidlink2 4 "003030010", modify
    label def pidlink2 5 "003143103", modify
    label def pidlink2 6 "003143104", modify
    label def pidlink2 7 "003174103", modify
    label def pidlink2 8 "003174104", modify
    label def pidlink2 9 "003184103", modify
    label def pidlink2 10 "003184104", modify
    label def pidlink2 11 "003191106", modify
    label def pidlink2 12 "003191107", modify
    label def pidlink2 13 "004104103", modify
    label def pidlink2 14 "004134105", modify
    label def pidlink2 15 "004134106", modify
    label def pidlink2 16 "004134107", modify
    label def pidlink2 17 "004144103", modify
    label def pidlink2 18 "004144104", modify
    label def pidlink2 19 "004232103", modify
    label def pidlink2 20 "004242203", modify
    label def pidlink2 21 "004253103", modify
    label def pidlink2 22 "004253104", modify
    label def pidlink2 23 "004253105", modify
    label def pidlink2 24 "004264203", modify
    label def pidlink2 25 "004264204", modify
    label def pidlink2 26 "005013103", modify
    label def pidlink2 27 "005013104", modify
    label def pidlink2 28 "005034103", modify
    label def pidlink2 29 "005034104", modify
    label def pidlink2 30 "005064103", modify
    label def pidlink2 31 "005144103", modify
    label def pidlink2 32 "006084203", modify
    label def pidlink2 33 "006094103", modify
    label def pidlink2 34 "006114103", modify
    label def pidlink2 35 "006130006", modify
    label def pidlink2 36 "006130007", modify
    label def pidlink2 37 "006144103", modify
    label def pidlink2 38 "006174103", modify
    label def pidlink2 39 "006193104", modify
    label def pidlink2 40 "007014103", modify
    label def pidlink2 41 "007014104", modify
    label def pidlink2 42 "007030008", modify
    label def pidlink2 43 "007030009", modify
    label def pidlink2 44 "008024203", modify
    label def pidlink2 45 "008074203", modify
    label def pidlink2 46 "008074204", modify
    label def pidlink2 47 "008083103", modify
    label def pidlink2 48 "008084103", modify
    label def pidlink2 49 "008094103", modify
    label def pidlink2 50 "008144107", modify
    label def pidlink2 51 "008144203", modify
    label def pidlink2 52 "008173104", modify
    label def pidlink2 53 "008234103", modify
    label def pidlink2 54 "008294103", modify
    label def pidlink2 55 "008303103", modify
    label def pidlink2 56 "009054104", modify
    label def pidlink2 57 "009054105", modify
    label def pidlink2 58 "009064103", modify
    label def pidlink2 59 "009064104", modify
    label def pidlink2 60 "009074303", modify
    label def pidlink2 61 "009120008", modify
    label def pidlink2 62 "009120009", modify
    label def pidlink2 63 "009120010", modify
    label def pidlink2 64 "009150011", modify
    label def pidlink2 65 "009150012", modify
    label def pidlink2 66 "009150013", modify
    label def pidlink2 67 "009183204", modify
    label def pidlink2 68 "009183205", modify
    label def pidlink2 69 "010030005", modify
    label def pidlink2 70 "010030006", modify
    label def pidlink2 71 "010053205", modify
    label def pidlink2 72 "010053206", modify
    label def pidlink2 73 "010053207", modify
    label def pidlink2 74 "010064103", modify
    label def pidlink2 75 "010174103", modify
    label def pidlink2 76 "010200005", modify
    label def pidlink2 77 "010200006", modify
    label def pidlink2 78 "010200007", modify
    label def pidlink2 79 "010251105", modify
    label def pidlink2 80 "010433106", modify
    label def pidlink2 81 "010433107", modify
    label def pidlink2 82 "010433207", modify
    label def pidlink2 83 "010462103", modify
    label def pidlink2 84 "010462104", modify
    label def pidlink2 85 "010464102", modify
    label def pidlink2 86 "010464103", modify
    label def pidlink2 87 "011034103", modify
    label def pidlink2 88 "011043104", modify
    label def pidlink2 89 "011043105", modify
    label def pidlink2 90 "011044103", modify
    label def pidlink2 91 "011044104", modify
    label def pidlink2 92 "011134103", modify
    label def pidlink2 93 "011140005", modify
    label def pidlink2 94 "011150010", modify
    label def pidlink2 95 "011173104", modify
    label def pidlink2 96 "011174203", modify
    label def pidlink2 97 "011220004", modify
    label def pidlink2 98 "011220005", modify
    label def pidlink2 99 "011274103", modify
    label def pidlink2 100 "012044103", modify
    label values gender sex
    label def sex 0 "Laki-laki", modify
    label def sex 1 "Perempuan", modify
    label values usia age
    label values BMI BMI
    label def BMI 0 "Underweight", modify
    label def BMI 1 "Normal", modify

  • #2
    If pidlink2 is your grouping (panel) variable in your -xtset- command, then yes, your regression is failing because all of your groups are singletons. That makes every variable colinear with the group fixed effect. So you're left with nothing to regress. This data is just not suitable for use with -xtreg-. It is not really panel data. For this kind of data, just use -regress- for linear regression.

    Comment


    • #3
      In a word, yep.

      Comment


      • #4
        In addition to #2, there is no error when your data is set as panel but looking at the summary statistics using xtsum command, the within variation of all variables equal to zero, meaning that they are constant.

        Comment

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