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st: missing F statistic [was: ""]


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: missing F statistic [was: ""]
Date   Thu, 2 Aug 2007 20:33:30 +0100 (BST)

It is not clear to me what you have done. What do you mean by restrict:
are you imposing a constraint, or are you estimating something on a
sub-sample, or are you doing something else? It helps if you tell us
exactly what you typed. A lot of the problems are caused by tiny
things, so if you don't tell us exactly what you typed, we won't be
able to spot those. Do you get normal results if you don't retrict
(whatever that may mean)? Are any (or all) of the standard errors also
missing? Are any variables dropped? Are some of the estimates unusually
large (or small)? If you are estimating a model on a subsample, you
should have a good look at the variables in that subsample: it may be
that a dumy variable consists almost entirely of zeros (or ones) in a
subsample, which may cause problems, or there may be much higher
multicolinearity in the subsample than in the entire sample.

-- Maarten

--- Renuka Metcalfe <rm18203@yahoo.co.uk> wrote:

> Dear Statalist
>
> I tried to run a simple OLS, with a merged employee
> and employer dataset, but I restricted one variable
> from the employee dataset to establishments who hired
> 5 employees or more employees, whilst all employees
> are normally in the raw survey if they have less than
> or equal to 25 employees or 25 employees are randomly
> selected if they have > 25 employees.
>
> After running a simple OLS, the F (16, 1092) appear to
> blank along with prob>F (see below).
>
> Regression with robust standard errors
>         Number of obs =    1110
>
>                               F( 16,  1092) =       .
>
>                               Prob > F      =       .
>
>                               R-squared     =  0.6248
>
>                               Root MSE      =  .09573
>
>
> I would be grateful, if anyone would tell me why this
> is the case.
>
> Thanks in advance
>
>
>
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>


-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


       ___________________________________________________________
Yahoo! Answers - Got a question? Someone out there knows the answer. Try it
now.
http://uk.answers.yahoo.com/
*
*   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/



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