Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: behavior of -areg-


From   "Schaffer, Mark E" <[email protected]>
To   <[email protected]>
Subject   RE: st: behavior of -areg-
Date   Mon, 27 Feb 2006 22:53:03 -0000

Maybe try egening your total_hh_nr variable as a double?  If areg uses
doubles and you generate a float, it might not be perfectly collinear.

--Mark

> -----Original Message-----
> From: [email protected] 
> [mailto:[email protected]] On Behalf Of Radu Ban
> Sent: 27 February 2006 22:46
> To: [email protected]
> Subject: Re: st: behavior of -areg-
> 
> 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
> > >
> > > *
> > > *   For searches and help try:
> > > *   http://www.stata.com/support/faqs/res/findit.html
> > > *   http://www.stata.com/support/statalist/faq
> > > *   http://www.ats.ucla.edu/stat/stata/
> > >
> >
> > *
> > *   For searches and help try:
> > *   http://www.stata.com/support/faqs/res/findit.html
> > *   http://www.stata.com/support/statalist/faq
> > *   http://www.ats.ucla.edu/stat/stata/
> >
> 
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
> 
> 

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index