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st: fixed effects quantile regression
From
Lisa Marie Yarnell <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: fixed effects quantile regression
Date
Tue, 11 Dec 2012 17:34:28 -0800 (PST)
Hi Stata listserv,
I am running the following quantile regression model, which attempts to model the id fixed effects by incuding the term i.id.
Can anyone give me a clue about why the dummies represented by the i.id were dropped for reasons of multicollinearity? Does it seem that I did not arrange my data properly, or did I specify the model incorrectly? Are there any other ideas about what's going wrong here?
The output was very long, showing all of the dropped predictors, so I shortened it below by writing "(cont'd)".
Thanks in advance for the help,
Lisa
. xi: sqreg viol span otherlang viobeh_p20_b viobeh_p50_b viobeh_p80_b viobeh_p20_g viobeh_p50_g viobeh_p80_g seven eight i.id if gender==0, quantile (.5, .8) reps (200)
i.id _Iidc100001-50000055(naturally coded; _Iidc100001 omitted)
note: _Iidc100004 dropped because of collinearity
note: _Iidc100006 dropped because of collinearity
note: _Iidc100007 dropped because of collinearity
. . . (cont'd)
note: _Iidc50000023 dropped because of collinearity
note: _Iidc50000032 dropped because of collinearity
note: _Iidc50000041 dropped because of collinearity
note: _Iidc50000054 dropped because of collinearity
op. sys. refuses to provide memory
r(909);
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