"Forshee, Richard" wrote:
>Have you excluded a reference category? If not, your dummy variables
will be perfectly collinear with the constant. >
Stata should handle this though often in an arbitrary way---fitting as the choice is mathematically (but not substantively) arbitrary.
Nishant Dass wrote:
>First of all, I am using Stata/SE 10.0 on Windows.>
-update- Stata 10.1 is available.
I can't tell from your output (the output doesn't have the code) but it looks like you are wanting to run clustered robust SE and also have a lot of dummies which probably correspond to the clusters. Is that right? If so, I am not surprised the parameter estimate covariance matrix which you need for the standard errors is singular---you don't deserve an estimate given your model, which is probably misspecified for cluster SEs.
I wonder if what you really want is -xtreg- with fixed effects?
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