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Re: st: F-statistics missing from simple OLS regression with robust s.e.
Thank you very much for your kind and detailed reply. It really helps, and I can go ahead now!
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.
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:
Hope this helps.
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