Vivian,
Quoting Vivian Hoffmann <[email protected]>:
> Thanks Mark, but I'm not using cluster. Any other ideas?
>
> Vivian
Here's another longshot. Your full sample doesn't have any singleton
dummies. Is this true of the estimation sample as well? It might be a
subsample of the full dataset.
--Mark
> > Vivian,
> >
> > Quoting Vivian Hoffmann <[email protected]>:
> >
> >> Hi all -
> >>
> >> I'm trying to estimate an OLS model using robust standard
> errors:
> >>
> >> reg Y x1 x2...xk, robust
> >>
> >> I have 796 observations and 35 variables including the constant
> >> The output I get does not report an F-statistic. I get an error
> message
> >> that the VCE is not of sufficient rank to calculate the F-stat,
> and that
> >> the reported standard errors may not be valid.
> >>
> >> I've seen in a previous exchange on this list that a possible
> cause for
> >> this problem a dummy variable which is one for only a single
> >> observation,
> >> but I do not have any dummy variables with fewer than 14% or more
> than
> >> 70%
> >> ones. Can anyone suggest another reason why my regression might
> be
> >> going
> >> wrong?
> >
> > -cluster- can also do this, when there are fewer clusters than
> regressors.
> > It's a longshot because you say you use -robust-, not -cluster-,
> but I
> > thought it worth mentioning just in case.
> >
> > --Mark
> >
> >>
> >> Thanks very much!
> >> Vivian
> >>
> >> Vivian Hoffmann
> >> 214 Warren Hall
> >> Department of Applied Economics and Management
> >> Cornell University
> >> (607) 316-7291
> >>
> >>
> >>
> >> *
> >> * For searches and help try:
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> >> * http://www.stata.com/support/statalist/faq
> >> * http://www.ats.ucla.edu/stat/stata/
> >>
> >
> >
> >
> > Prof. Mark Schaffer
> > Director, CERT
> > Department of Economics
> > School of Management & Languages
> > Heriot-Watt University, Edinburgh EH14 4AS
> > tel +44-131-451-3494 / fax +44-131-451-3294
> > email: [email protected]
> > web: http://www.sml.hw.ac.uk/ecomes
> >
> >
> -------------------------------------------------------------------
> > DISCLAIMER
> >
> > This message is subject to http://www.hw.ac.uk/disclaim.htm
> >
> >
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> >
> >
>
> *
> * For searches and help try:
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>
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3294
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
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