[R] "2 not defined because of singularities" appearing after introducing Fixed Effects
asdir
dirkroettgers at gmail.com
Mon Aug 16 17:46:46 CEST 2010
The set runs fine without the fixed effects. However, once I add the
"+factor(HostCode)"-part, it throws out two variables. The africa-dummy
thrown out certainly does not exhibit perfect multicollinearity, I checked
that. The litrate variable is continuous and therefore cannot be perfectly
related to the FE-dummies introduced by R.
This is the used code:
> cdmoutcome<- lm(log(value)~#factor(year)
> +factor(HostCode)
> +log(gdppcpppconst)+log(gdppcpppconstAII)
> +log(co2eemisspc)+log(co2eemisspcAII)
> +fdiboth
> +odapartnertohost
> +infraindex
> +litrate
> +africa
> +imr
> , data=cdmdata2, subset=zero==1)
> summary(cdmoutcome
>
These are the results (please expand to see the relevant part):
> Coefficients: (2 not defined because of singularities)
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) 1.144e+01 3.077e+01 0.372 0.7103
> factor(HostCode)7 -3.296e+00 4.617e+00 -0.714 0.4759
> factor(HostCode)19 -1.242e+01 8.764e+00 -1.417 0.1575
> factor(HostCode)20 1.548e+00 4.087e+00 0.379 0.7052
> factor(HostCode)23 -4.183e+00 3.786e+00 -1.105 0.2702
> factor(HostCode)29 -1.473e+01 1.168e+01 -1.261 0.2083
> factor(HostCode)35 7.631e-01 7.870e-01 0.970 0.3330
> factor(HostCode)36 7.700e+00 4.340e+00 1.774 0.0771 .
> factor(HostCode)37 -6.549e+00 4.844e+00 -1.352 0.1774
> factor(HostCode)42 -1.020e+01 5.074e+00 -2.010 0.0453 *
> factor(HostCode)51 1.738e+00 3.206e+00 0.542 0.5882
> factor(HostCode)52 1.032e+00 2.742e+00 0.376 0.7069
> factor(HostCode)53 3.210e+00 2.768e+00 1.160 0.2471
> factor(HostCode)54 -8.851e+00 6.340e+00 -1.396 0.1637
> factor(HostCode)60 2.146e+00 3.531e+00 0.608 0.5438
> factor(HostCode)65 -7.436e+00 5.958e+00 -1.248 0.2129
> factor(HostCode)70 -9.056e+00 6.711e+00 -1.349 0.1782
> factor(HostCode)75 -5.239e+00 5.696e+00 -0.920 0.3585
> factor(HostCode)78 -4.482e+00 5.185e+00 -0.864 0.3881
> factor(HostCode)79 4.259e-01 3.777e+00 0.113 0.9103
> factor(HostCode)84 2.035e+00 3.374e+00 0.603 0.5468
> factor(HostCode)94 -2.008e+01 1.315e+01 -1.528 0.1276
> factor(HostCode)106 6.563e+00 3.027e+00 2.168 0.0309 *
> factor(HostCode)113 5.919e+00 1.010e+00 5.858 1.23e-08 ***
> factor(HostCode)115 -2.429e+00 4.274e+00 -0.568 0.5702
> factor(HostCode)117 1.240e+01 5.779e+00 2.146 0.0327 *
> factor(HostCode)119 -8.822e-01 4.118e+00 -0.214 0.8305
> factor(HostCode)123 -2.530e+01 1.616e+01 -1.566 0.1185
> factor(HostCode)126 -5.210e+00 6.782e+00 -0.768 0.4430
> factor(HostCode)128 -7.044e+00 8.246e+00 -0.854 0.3937
> factor(HostCode)132 -3.570e+00 6.508e+00 -0.548 0.5838
> factor(HostCode)134 -1.756e+00 3.905e+00 -0.450 0.6534
> factor(HostCode)135 -3.403e+00 7.444e+00 -0.457 0.6479
> factor(HostCode)137 -7.738e+00 6.175e+00 -1.253 0.2111
> factor(HostCode)138 -1.066e+01 7.116e+00 -1.498 0.1351
> factor(HostCode)160 1.251e+00 4.889e+00 0.256 0.7982
> factor(HostCode)162 -1.337e+01 8.742e+00 -1.529 0.1273
> factor(HostCode)171 -1.804e+00 2.404e+00 -0.750 0.4537
> factor(HostCode)176 3.873e+00 2.711e+00 1.428 0.1542
> factor(HostCode)180 -3.186e+01 1.734e+01 -1.837 0.0671 .
> factor(HostCode)185 -2.367e+01 5.831e+00 -4.059 6.30e-05 ***
> factor(HostCode)189 -4.209e+00 5.328e+00 -0.790 0.4302
> log(gdppcpppconst) 1.116e+00 3.849e+00 0.290 0.7721
> log(gdppcpppconstAII) -7.209e-01 7.850e-01 -0.918 0.3592
> log(co2eemisspc) -1.149e+01 6.230e+00 -1.845 0.0661 .
> log(co2eemisspcAII) -2.182e-01 3.851e-01 -0.567 0.5714
> fdiboth 1.707e-04 1.055e-04 1.619 0.1066
> odapartnertohost 2.886e-03 1.354e-03 2.132 0.0338 *
> infraindex 4.394e+01 9.097e+00 4.830 2.18e-06 ***
> litrate NA NA NA NA
> africa NA NA NA NA
> imr 1.470e+00 7.173e-01 2.049 0.0414 *
>
Does anyone know how to solve this problem so I can use the FE and still
keep the variables in? (Or what I made have wrong on a technical level?)
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