Hi Richard,
Yes, I do exclude one category/dummy so I don't it's that.
Thanks for your response.
Nishant
--- On Wed, 8/20/08, Forshee, Richard <[email protected]> wrote:
> From: Forshee, Richard <[email protected]>
> Subject: st: RE: missing std. errors
> To: [email protected]
> Date: Wednesday, August 20, 2008, 4:40 PM
> Have you excluded a reference category? If not, your dummy
> variables
> will be perfectly collinear with the constant.
>
>
> Richard A. Forshee, Ph.D.
>
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Nishant Dass
> Sent: Wednesday, August 20, 2008 4:21 PM
> To: STATA Help
> Subject: st: missing std. errors
>
> Hi everyone,
>
> Sorry about the email I sent earlier as it didn't
> include enough
> information.
>
> First of all, I am using Stata/SE 10.0 on Windows.
>
> My question is about missing standard errors. I am
> implementing a
> simple linear regression model with roughly 50
> indicator/dummy variables
> on the right-hand side (besides a dozen other independent
> variables),
> and in the results generated, standard errors for the
> coefficients of
> all the dummy variables are not reported. In addition, the
> standard
> error for the constant term is also not reported.
>
> I thought it might be due to the skewed distribution of my
> observations
> across the 50 categories (represented by the 50
> indicator/dummy
> variables), i.e., it might be that there are too many
> 1's or 0's in some
> of the categories. So I tried reducing the number of
> indicator/dummy
> variables by using much more coarsely-defined categories.
> This coarse
> categorization brings down the number of indicator/dummy
> variables to
> 10, but I still get the same problem! (Attached below is
> part of the
> output generated.)
>
> Any help would be much appreciated.
>
> Thanks,
>
> Nishant
>
>
> P.S. Here's a sample of what I see (using 10 indicator
> variables) in
> the output generated by Stata:
>
> Linear regression
> Number of obs =
> 226223
> F(
> 58, 454) =
> .
> Prob
> > F =
> .
>
> R-squared =
> 0.0750
> Root
> MSE =
> .02272
>
> (Std. Err. adjusted for 455
> clusters in
> familyid)
> ------------------------------------------------------------------------
> ------
> | Robust
> familyport~1 | Coef. Std. Err. t P>|t|
> [95% Conf.
> Interval]
> -------------+----------------------------------------------------------
> ------
> indvar1 | .0002341 .0001428 1.64 0.102
> -.0000465
> .0005147
>
> ...
>
> indvar14 | .0002029 .0005647 0.36 0.720
> -.0009069
> .0013127
> dummy1 | -.0041449 . . .
> .
> .
> dummy2 | -.0039503 . . .
> .
> .
> dummy3 | -.0038193 . . .
> .
> .
> dummy4 | -.003429 . . .
> .
> .
> dummy5 | -.0034715 . . .
> .
> .
> dummy6 | -.003175 . . .
> .
> .
> dummy7 | -.0033819 . . .
> .
> .
> dummy8 | -.002303 . . .
> .
> .
> dummy9 | -.0022382 . . .
> .
> .
> dummy10 | (dropped)
> _cons | .0790628 . . .
> .
> .
> ------------------------------------------------------------------------
> ------
>
> .
>
>
>
>
>
>
>
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