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Re: st: Problem while running a simple OLS regression


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Problem while running a simple OLS regression
Date   Fri, 24 Feb 2012 14:07:24 -0500

Louison CF <louison.cahenfourot@gmail.com>:
Do you have 6 observations?  If so, you can't run a regression with 7
coefs. With 6 coefs, residuals are zero and you will not get SEs.

On Fri, Feb 24, 2012 at 1:37 PM, Louison CF
<louison.cahenfourot@gmail.com> wrote:
> Hello everyone,
>
>
> Despite my researches I have found nothing helpful yet to solve my problem, so I take the liberty to send an email to statalist. Please excuse me in advance for this question which is probably not the most interesting for advanced stata users.
>
> Here is my problem: I want to run a simple ols regression with 6 variables (dependant variable + 5), and for an unknown reason, Stata does not run the regression when I include all the explanatory variables, but only when I remove at least one of them. I have tried many times with removing alternatively one of my explanatory variables, and it does work no matter which one I remove. As soon as I include all the 5 explanatory variables, it doesn't work anymore and produces such an output:
>
> . reg logco2 emrightaus popaus gdpcapaus enuseaus co2intensaus
>
>      Source |       SS       df       MS                               Number of obs =       6
> -------------+------------------------------                             F(  5,     0) =       .
>       Model |  .021963775     5 .004392755           Prob > F      =       .
>    Residual |           0     0           .                            R-squared     =  1.0000
> -------------+------------------------------                            Adj R-squared =       .
>       Total |  .021963775     5 .004392755                 Root MSE      =       0
>
> ------------------------------------------------------------------------------
>   logco2aus |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
> -------------+----------------------------------------------------------------
>  emrightaus |  -.0002742          .        .       .            .           .
>      popaus |   4.07e-07          .        .       .            .           .
>   gdpcapaus |   .0000328          .        .       .            .           .
>    enuseaus |    .009534          .        .       .            .           .
> co2intensaus |   2.281203          .        .       .            .           .
>       _cons |   2.930911          .        .       .            .           .
> ------------------------------------------------------------------------------
>
> Only the coefficient column is filled in. I do not understand where this comes from, I have checked my datas and they seem to be perfectly ok. I work with Stata 10.1 for Mac and just did an update-check, it is up-to-date.
>
> I am really blocked here, and any help would be helpful.

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