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RE: st: RE: constraints insufficient for unique estimate


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: RE: constraints insufficient for unique estimate
Date   Wed, 10 Aug 2005 21:46:45 -0500

At 09:19 PM 8/10/2005 -0500, Scott Merryman wrote:

This problem is easy enough to replicate:

. sysuse auto
(1978 Automobile Data)

. qui tab fore, gen(Df)

. const define 1 mpg = gear

. cnsreg price mpg gear Df*, con(1)
constraints insufficient for unique estimate
redundant or inconsistent constraints
r(412);
Good. And, if it is not obvious to you where the problem is, instead of cnsreg try

. gen mpggear = mpg+gear

. reg price mpggear Df*

Source | SS df MS Number of obs = 74
-------------+------------------------------ F( 2, 71) = 14.98
Model | 188463446 2 94231723 Prob > F = 0.0000
Residual | 446601950 71 6290168.31 R-squared = 0.2968
-------------+------------------------------ Adj R-squared = 0.2770
Total | 635065396 73 8699525.97 Root MSE = 2508

------------------------------------------------------------------------------
price | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
mpggear | -291.2987 53.43181 -5.45 0.000 -397.8387 -184.7587
Df1 | (dropped)
Df2 | 1957.088 705.6254 2.77 0.007 550.1107 3364.065
_cons | 12665.52 1258.366 10.07 0.000 10156.41 15174.63
------------------------------------------------------------------------------

Notice that Df1 got dropped.


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Richard Williams, Notre Dame Dept of Sociology
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