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st: Are standard errors valid when the F-stat is missing?


From   Lina C <linacs81@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Are standard errors valid when the F-stat is missing?
Date   Wed, 28 Dec 2011 13:43:21 -0500

Dear stata users,

I´m estimating an OLS regression using the robust option for a main
sample and different subsamples. For the main sample I obtained the F
stat and all the st. errors; however, for the subsamples the F stat is
missing. I have checked and this is due to the fact that for some of
the subsamples there are variables with few non-zero observations.
Even though I could go and check for each subsample which variables
are those and dropped them from the estimation, I was wondering if the
standard errors obtained for each of the variables in the subsample
are valid under the scenario with the F-stat missing for the
estimation.

Thank you,
Lina.

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