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From |
Nishant Dass <nishant_dass@yahoo.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: missing std. errors |

Date |
Thu, 21 Aug 2008 07:29:10 -0700 (PDT) |

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 <Richard.Forshee@fda.hhs.gov> wrote: > From: Forshee, Richard <Richard.Forshee@fda.hhs.gov> > Subject: st: RE: missing std. errors > To: statalist@hsphsun2.harvard.edu > 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: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] 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 . . . > . > . > ------------------------------------------------------------------------ > ------ > > . > > > > > > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: RE: missing std. errors***From:*"Forshee, Richard" <Richard.Forshee@fda.hhs.gov>

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