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st: dropped constant


From   Ben John <bjworld88@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: dropped constant
Date   Sat, 3 Nov 2007 20:22:57 +0000

Hello,

When I use Random effects linear models with and AR(1) disturbance
estimation, I got:

1. dropped constant
2.      rho_ar | -.085  (estimated autocorrelation coefficient)
     sigma_u |          0
     sigma_e | 348.752509
       rho_fov |          0   (fraction of variance due to u_i)


Could anyone explain why it is dropped constant and 0 for u and
rho_fov and how to solve this problem please?

Many thanks.

Ben

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