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Re: st: RE: missing std. errors


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          .        .       .      
>      .
> .
> ------------------------------------------------------------------------
> ------
> 
> . 
> 
> 
> 
> 
> 
> 
>       
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