Statalist


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

RE: st: Simultaneous Equations


From   Roy Wada <roywada@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Simultaneous Equations
Date   Sun, 1 Feb 2009 19:45:50 -0800

 
Check for perfect collinearity or dummy variables trap. The current
version of -reg3- will fail to drop redundant variables, instead
opting to drop a constant term and give you a crazy standard error.
 
Roy


> I run this command:
> 
> reg3 (normscore l1 b2b age l4a l11a l10) (expshare b2b l1 age normscore l4a)
> 
> And obtained this results. Could you please tell me if the Std. Error
> found for the expshare variable may invalidate the analysis or create any
> robustness problem?
> Thanks and regards,
_________________________________________________________________
Hotmail® goes where you go. On a PC, on the Web, on your phone. 
http://www.windowslive-hotmail.com/learnmore/versatility.aspx#mobile?ocid=TXT_TAGHM_WL_HM_versatility_121208 
*
*   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/



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