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st: AW: Stata gives no result for Std. Err, t, P>|t| or Conf. Interval. (Master Thesis - help needed)


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: Stata gives no result for Std. Err, t, P>|t| or Conf. Interval. (Master Thesis - help needed)
Date   Thu, 6 Aug 2009 12:06:31 +0200

<> 

As Eric rightly said http://www.stata.com/statalist/archive/2009-08/msg00110.html : You seem to have a perfect fit. Note the list policy on reposts, though...

Try the code below to see that this could well be the source of all your troubles...


*************
clear*
set obs 10000

//generate perfect fit
gen x= rnormal() 
//so no error 
// in the data
//generating process...
gen y=3+2*x

//regress cannot give ses
reg y x

//graphic representation
twoway (scatter y x) /* 
 */ (lfit y x)
*************



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Bianca Claassen
Gesendet: Donnerstag, 6. August 2009 12:03
An: statalist@hsphsun2.harvard.edu
Betreff: st: Stata gives no result for Std. Err, t, P>|t| or Conf. Interval. (Master Thesis - help needed)

Hello,

I would like to ask for some help with my master thesis since I do not
have a lot of Stata experience.
I would really appreciate your help!


I am trying to run regressions with my data but somehow it does give
me the coefficient but no result for Std. Err, t, P>|t| or Conf.
Interval.

The regression is:
(O_giz-O_niz )=α+ β_n (X_gz-X_nz )+∑_(z=1)^Z〖γ_z c_z 〗+ε_n

reg delta_sic  delta_age delta_quality delta_rba id_*, robust

Where the depended variable (delta_sic) is the difference between the
square footage a certain industry occupies in green building g, as a
percentage of the total occupied space in the building, compared to
the fraction of the total occupied space it rents in control building
n in cluster z. A vector of the differences in hedonic characteristics
of the green sample versus the control sample, (X_gz-X_nz), accounts
for differences in building size, quality and age. c_z is a dummy
variable with a value of one if a building is located within a
specific building cluster z and zero otherwise. Clusters were formed
for each one of the green building and includes all conventional
office buildings within a quarter mile radius of it. Finally, α, β_n
and γ_z are estimated coefficients and ε_n the error term.

This means that:
delta_sic = is a value between 0 and 1
delta age, delta_quality and delta_rba are the characteristics and
take values between -100 and 100 which are multiplied by dummy
variables (that are there to identify the cluster the buildings belong
to)
id_* = the cluster identification variable (every green id has a
related dummy variable so that the control variables can be linked to
it)

What am I doing wrong that my regression does not yield any Std. Err,
t, P>|t| or Conf. Interval?
I would really appreciate help because I am trying to write my master
thesis and do not have much experience with Stata.
Thank you in advance.

Bianca

----------------------------------------------------------

reg delta_sic6  delta_age delta_quality delta_rba id_*, robust

Linear regression                                      Number of obs =     798
                                                     F(  0,     0) =       .
                                                     Prob > F      =       .
                                                     R-squared     =  1.0000
                                                     Root MSE      =       0

------------------------------------------------------------------------------
           |               Robust
delta_sic6 |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
 delta_age |  -.0000587          .        .       .            .           .
delta_qual~y |  -.0186775          .        .       .            .           .
 delta_rba |   .0142273          .        .       .            .           .
    id_109 |  -.0749682          .        .       .            .           .
    id_110 |  -.0081043          .        .       .            .           .
    id_111 |  -.0358519          .        .       .            .           .
    id_112 |    .300693          .        .       .            .           .
    id_113 |  -.0222221          .        .       .            .           .
    id_114 |  -.0213012          .        .       .            .           .
    id_116 |    .079335          .        .       .            .           .
    id_117 |   .0213555          .        .       .            .           .
    id_118 |  (dropped)
    id_119 |  -.0012657          .        .       .            .           .
    id_120 |  -.0064438          .        .       .            .           .
    id_121 |   -.000078          .        .       .            .           .
    id_122 |  (dropped)
    id_123 |  (dropped)
    id_124 |   -.043714          .        .       .            .           .
    id_125 |   .0054831          .        .       .            .           .
    id_126 |   .0061213          .        .       .            .           .
    id_127 |  -.0099928          .        .       .            .           .
    id_128 |  (dropped)
    id_130 |   .0058896          .        .       .            .           .
    id_131 |   .0341311          .        .       .            .           .
    id_132 |  (dropped)
    id_133 |  -.1664293          .        .       .            .           .
    id_134 |  -.1653741          .        .       .            .           .
    id_135 |  -.1742016          .        .       .            .           .
    id_136 |   .0058644          .        .       .            .           .
    id_137 |  -.0024823          .        .       .            .           .
    id_138 |  -.0077241          .        .       .            .           .
    id_139 |  -.0080733          .        .       .            .           .
    id_140 |   .0030768          .        .       .            .           .
    id_141 |   .0066013          .        .       .            .           .
Etc.

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