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st: Wald chi2 test not computed for xtnbreg & xtpoisson


From   "Jabr, Wael M" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Wald chi2 test not computed for xtnbreg & xtpoisson
Date   Mon, 31 May 2010 00:54:06 +0000

Hello,

I am using xtnbreg and xtpoisson to run a fixed effects model. Stata goes through the estimation process displaying the iterations. Once it converges, it displays the number of observations used, the number of groups used... then the Wald chi2 test and the prob>chi2 and lastly the model estimates (i.e. the usual).
For some of my data sets, both Wald chi2 test and the prob>chi2 are not computed and a dot is displayed instead of showing the value of the Wald chi2 test and its prob of rejection.
Do you have an idea why this is happening?

Thanks

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