st: Missing F and Prob F after robust option

["Joel E. Pike" <jpike@bus.wisc.edu>]

Statalist

Sorry if this is not an intelligent question, but I checked the manual,
the user's guide, FAQ and some of the list archive, and if the answer is
there I just missed it.

I am running a linear regression using Stata 7/SE on a Windows 98 O/S,
testing for heteroscedasticity. which is there, predicting cooksd, 
dropping outliers that exceed 4/_N, then running regress with the robust
option.  When I do this, there is no F or Prob F reported.  I
know that this is a Wald test with the Huber-White standard errors, but I
can't find any documentation as to why this is missing.  While I
think I can access  what Need to calculate this myself, I don't
understand why it is missing.

Any suggestions or pointers to where to look would be much
appreciated.

Code and relevant output are cut and pasted below.

Thanks.

Joel

. reg  new_abs2 ind_spec_aud_by_over
ind_spec_aud_by_under ind_spec_act_by_over ind_spec_act_by_under scrutiny
aud_fee_to_NPW pct_93_ibnr herf_index tax2 res_pct stock group
> rein_pct_2 mal_pct credit_pct auto_pct mult_peril__pct if
final_sample==1

      Source
|      
SS      
df      
MS             
Number of obs =    1382
-------------+------------------------------          
F( 17,  1364) =   82.62
       Model | 
2516.19906    17 
148.011709          
Prob > F      =  0.0000
    Residual |  2443.52322  1364 
1.79143931          
R-squared     =  0.5073
-------------+------------------------------          
Adj R-squared =  0.5012
       Total |  4959.72228 
1381 
3.59139919          
Root MSE      =  1.3384

<output deleted>


. hettest

Cook-Weisberg test for heteroskedasticity using fitted values of
new_abs2
     Ho: Constant variance
        
chi2(1)      =    
11.06
         Prob > chi2 
=      0.0009

. vif

<output deleted>


    Mean VIF |      
1.30


. predict jp5i_outs3, cooksd

. preserve

. drop if jp5i_outs3 > 4 / _N
(25 observations deleted)

. reg  new_abs2 ind_spec_aud_by_over ind_spec_aud_by_under
ind_spec_act_by_over ind_spec_act_by_under scrutiny aud_fee_to_NPW
pct_93_ibnr herf_index tax2 res_pct stock group rein_pct_2 mal_pct
credit_pct auto_pct mult_peril__pct if final_sample==1, robust

Regression with robust standard
errors                
Number of obs =    1359
                                                      
F( 16,  1341) =       .
                                                      
Prob > F     
=       .
                                                      
R-squared     =  0.5208
                                                      
Root MSE      =  1.3047

<output deleted>

. restore