Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: -nbreg, robust- not displaying any standard errors


From   "Brian Karfunkel" <bkarfunkel@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: -nbreg, robust- not displaying any standard errors
Date   Mon, 20 Oct 2008 13:53:34 -0700

Hello,

I am using a dataset of workplace injuries per month for a panel of
different facilities over time, trying to estimate the effect of
certain characteristics of the facility on the monthly count of
injuries. The characteristic I am focusing on is a certain policy
change at the company, and I use a dummy variable, new_policy, which
is 1 for facilities where the new policy has been implemented and 0
otherwise. I also am using period (i.e. month) dummies.

I am using a negative binomial model of the form:

nbreg injuries new_policy ln_hours_worked _I_period*, cluster(facility)
And I get the following message:

Warning:  variance matrix is nonsymmetric or highly singular

And though coefficient estimates are returned, there are no standard
errors (they're all "."). I try doing unclustered, robust standard
errors and get the same message. Only when using non-robust standard
errors are the standard errors displayed.




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index