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From |
Sue <likecats@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: missing standard errors |

Date |
Sat, 10 Oct 2009 01:03:30 -0400 |

The sample size is around 250,000 and number of fixed effects varies from less than 150 to about 59,000 depending on specification. It's interesting that this happens once I split the sample into two: one with less than 200,000 obs and the other with less than 50,000 obs. Another sample split yields a similar number. On Sat, Oct 10, 2009 at 12:36 AM, Stas Kolenikov <skolenik@gmail.com> wrote: > Something is perfectly correlated with those fixed effects. How large > is your sample, and how large are your panels? > > On Fri, Oct 9, 2009 at 4:32 PM, Sue <likecats@gmail.com> wrote: >> Dear Statalisters, >> >> I searched for a similar problem but couldn't find anything. After >> splitting the sample into two, I run 4 sets of regressions with the >> same regressors, just adding different fixed effects. Depending on the >> dependent variable, between 1-3 out of the 4 regressions report the >> coefficients but not the standard errors(they are reported as (.) ). I >> use the -areg- command. Any thoughts on what might be causing this? >> There was no such problem before I split the sample. I'd appreciate >> your input. >> * >> * 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/ >> > > > > -- > Stas Kolenikov, also found at http://stas.kolenikov.name > Small print: I use this email account for mailing lists only. > > * > * 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/ > * * 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/

**References**:**st: missing standard errors***From:*Sue <likecats@gmail.com>

**Re: st: missing standard errors***From:*Stas Kolenikov <skolenik@gmail.com>

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