I didn't but also didn't think it was necessary. There is no time
element to the data. I was just puzzled as to why -areg- didn't notice
the colinearity.
-radu
2006/2/27, Robert Duval <[email protected]>:
> Did you tsset your data?
> robert
>
> On 2/27/06, Radu Ban <[email protected]> wrote:
> > Dear Listers,
> >
> > I've encountered this puzzling behavior of -areg-:
> >
> > egen total_hh_nr = sum(hh_nr), by(keyid)
> > ...
> >
> > areg y x1 x2 total_hh_nr, absorb(keyid)
> >
> > [by mistake I included total_hh_nr in the regression]. The puzzle is
> > that when I run the regression "total_hh_nr" doesn't drop out (as I
> > would expect, due to invariance within "keyid"). The standard error on
> > "total_hh_nr" comes out very large, of the order 10^8, so there is
> > something weird going on, but I cannot figure out what. Furthermore,
> > the coefficient on "total_hh_nr" changes at every run of the program.
> > So, what is going on in here?
> >
> > Thanks so much,
> > Radu Ban
> >
> > *
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> >
>
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