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st: Missing F model statistic


From   "Murali Kuchibhotla" <muralik@iastate.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Missing F model statistic
Date   Wed, 3 Dec 2008 13:55:21 -0600 (CST)

Hello,
      I am estimating an ordinary least squares(OLS) model using the reg 
command with the cluster(clustervar) option in Stata 10.1. The problem though 
is that the F-model statistic is reported as missing. The help file (help 
j_robustsingular) indicates that one reason for this might be because the VCE 
is of insufficient rank to preform the model test. However, as the no. of 
constraints to be tested (229) is far less than the no. of clusters(9576), 
this is unlikely to be the source of the problem. Any suggestions then as to 
the cause of the problem?

Murali Kuchibhotla


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