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st: RE: limit on IVs for multiple regression


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: limit on IVs for multiple regression
Date   Wed, 17 Sep 2003 22:23:21 +0100

Jim.Seward@sunhealth.org
> 
> Is there a limit on the number of IVs in a multiple 
> regression?  If I enter
> in too many, I get r(2000).  As I eliminate them one by one 
> I am eventually
> able to run it.

Are IVs so-called independent variables or instrumental 
variables? 

Whatever: r(2000) means "no observations". I guess that 
something else is biting, principally any 
missing values. 

One way to find out is 

. egen nmiss = rmissing(<varlist>) 
. count if nmiss == 0  


Nick 
n.j.cox@durham.ac.uk 
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