I try to use reghdfe run a fixed interaction effects model:
I set SD_CF as one independent variables, meanwhile set year fixed effects and its interaction with SD_CF (as fixed effects).
but, after running my code, i recieve a note: note: SD_CF omitted because of collinearity.
thus SD_CF is omitted on regression table, which is not what i want to see.
Does anyone know how to fix this problem.
Many thanks.
I try to use reghdfe run a fixed interaction effects model:
I set SD_CF as one independent variables, meanwhile set year fixed effects and its interaction with SD_CF (as fixed effects). but, after running my code, i recieve a note: note: SD_CF omitted because of collinearity. thus SD_CF is omitted on regression table, which is not what i want to see.
Does anyone know how to fix this problem. Many thanks.
my code: reghdfe SD_Invest SD_CF lag_Q QCF Firm_size FSCF SD_board_size BSCF board_Indep BICF, absorb(i.fyear##c.SDCF i.ff 48##c.SD_CF) vce(cluster gvkey)