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st: missing F-stat for OLS robust

From   "Vivian Hoffmann" <[email protected]>
To   [email protected]
Subject   st: missing F-stat for OLS robust
Date   Tue, 5 Jul 2005 06:18:37 -0400 (EDT)

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

Thanks very much!

Vivian Hoffmann
214 Warren Hall
Department of Applied Economics and Management
Cornell University
(607) 316-7291

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