Hi all -
I'm trying to estimate an OLS model using robust standard errors:
reg Y x1 x2...xk, robust
I have 796 observations and 35 variables including the constant
The output I get does not report an F-statistic. I get an error message
that the VCE is not of sufficient rank to calculate the F-stat, and that
the reported standard errors may not be valid.
I've seen in a previous exchange on this list that a possible cause for
this problem a dummy variable which is one for only a single observation,
but I do not have any dummy variables with fewer than 14% or more than 70%
ones. Can anyone suggest another reason why my regression might be going
wrong?
Thanks very much!
Vivian
Vivian Hoffmann
214 Warren Hall
Department of Applied Economics and Management
Cornell University
(607) 316-7291
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