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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   Fri, 29 Aug 2008 08:35:26 -0700 (PDT)

Hi, 

I just wanted to close my query on missing std. errors.  The suggestions that Sebastian and jverkuilen provided were helpful.  Only a particular dummy/indicator variable (of the 50) was creating trouble!

Nishant


--- On Wed, 8/20/08, jverkuilen <jverkuilen@gc.cuny.edu> wrote:

> From: jverkuilen <jverkuilen@gc.cuny.edu>
> Subject: RE: st: RE: missing std. errors
> To: statalist@hsphsun2.harvard.edu
> Date: Wednesday, August 20, 2008, 7:54 PM
> "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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