LSDV/固定效果模型缺少虚拟变量
- 我在R中是全新的，我的主管基本上已经病了整整一年，因此我无法获得帮助，因此，这里的任何帮助都将不胜感激！ :)我希望我对以下详细介绍了。
我正在执行LSDV/固定效应模型，通过
使用代码，我将区域和年份用作虚拟变量：
#Dummy Variable
dummyvar = lm(ROE~ESG+Leverage+Age+Size+factor(Region)+factor(Year), data=worlddatapanel)
summary(dummyvar)
我获得输出：不确定如何将表粘贴到这里，因此我进行了屏幕截图< /em>
问题：
- 我正在研究2012 - 2020年和3个区域（已转换为数字，即，IE，区域1,2和3。但是，输出似乎是 2012 作为虚拟变量，以及区域1。
- 在分析数据时是否 和3号对ROE没有影响。
- 有任何理由？第2区 缩写
清单/解释清单：
- ROE =股权回报
- 率=企业社会责任代理
- （区域）2和3是我所在地区的虚拟变量。 缺少区域1
- 因子（年）2013-2020是我的样本期间的虚拟变量。 缺少2012
预先感谢您，并拥有一个美妙的复活节！
* edit anova结果
- I am completely new at R, and my supervisor has been off sick basically the entire year so I am unable to get help off them, so any help on here would be appreciated! :) I hope I made the below detailed enough.
I am doing an LSDV/fixed-effect model, whereby I am using both region and year as the dummy variables
Using the code:
#Dummy Variable
dummyvar = lm(ROE~ESG+Leverage+Age+Size+factor(Region)+factor(Year), data=worlddatapanel)
summary(dummyvar)
I get the output: Unsure how to paste a table onto here, so I took a screenshot
Questions:
- I am looking at the year 2012-2020, and 3 regions (Been converted into numbers, i.e., regions 1,2 and 3. However, the output seems to be missing 2012 as the dummy variable, as well as region 1. Is there any reason for this?
- When analysing the data, am I alright to interpret that region 2 and 3, has no effect on ROE. Likewise for the years, apart from 2018-20?
- Do I perhaps assume the intercept is my results for region 1 that is missing. If not, how do I interpret the results for that line?
List of acronyms/explanation:
- ROE = Return on Equity
- ESG = Corporate social responsibility proxy
- Factor (Region) 2 and 3 are my dummy variables for my regions. Missing region 1
- Factor (Year) 2013-2020 are my dummy variables for my sample period. Missing 2012
Thanks in advance, and have a wonderful Easter!
*EDIT Anova results
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对于第1区和2012年的缺失，该模型中有用作比较其他地区和数年的影响的参考。
要修复您的想法，您可以在此测试中进行培训
ANOVA（DUMMYVAR）for the missing of region 1 and year 2012, there are use in the model as the reference to compare effect of others regions and years.
to fix your idea on the effect you can perfom this test
anova(dummyvar)