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Re: st: F-statistics missing from simple OLS regression with robust s.e.


From   "Ngo,PT (pgr)" <P.T.Ngo@lse.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: F-statistics missing from simple OLS regression with robust s.e.
Date   Tue, 24 Aug 2004 08:25:30 +0100

Dear Mark, 

Thank you very much for your kind and detailed reply. It really helps, and I can go ahead now!

Thi Minh


------------------------------

Date: Mon, 23 Aug 2004 12:10:53 +0100
From: "Mark Schaffer" <M.E.Schaffer@hw.ac.uk>
Subject: Re: st: F-statistics missing from simple OLS regression with robust s.e.

Thi Minh,

You're estiming using -robust- and a specification with a lot of 
dummies that get dropped, so your problem might be, or be related to 
the "singleton dummy" problem that arises with the robust var-cov 
matrix when there is only a single observation that has a dummy=1.

See Vince Wiggins' very clear discussion on Statalist from last June:

http://www.stata.com/statalist/archive/2003-06/msg00646.html

Hope this helps.

- --Mark


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