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st: Re: F test gives me a missing value


From   "R.E. De Hoyos" <redeho@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: F test gives me a missing value
Date   Thu, 15 Sep 2005 14:49:28 +0100

Sara,

It might be the case that the variance-covariance matrix is singular, i.e. some of the vectors (variables) defining it are not linearly independent (multicollinearity?). If two variables were perfectly collinear --e.g. introducing two variables describing a mutually exclusive binary outcome whilst leaving the constant-- Stata would report the error and drop one of them; in your case it might be a problem of "degree".

I hope this helps,
Rafa

----- Original Message ----- From: "Sara Pinoli" <pin_sara@hotmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Thursday, September 15, 2005 11:26 AM
Subject: st: F test gives me a missing value



I'm running a series if simple linear regressions (with FE) on different subsamples. Sometimes I obtain the usual table of results, but sometimes the value displayed for the test statistic F is: .
What does it mean?


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