Did you tsset your data?
robert
On 2/27/06, Radu Ban <[email protected]> wrote:
> Dear Listers,
>
> I've encountered this puzzling behavior of -areg-:
>
> egen total_hh_nr = sum(hh_nr), by(keyid)
> ...
>
> areg y x1 x2 total_hh_nr, absorb(keyid)
>
> [by mistake I included total_hh_nr in the regression]. The puzzle is
> that when I run the regression "total_hh_nr" doesn't drop out (as I
> would expect, due to invariance within "keyid"). The standard error on
> "total_hh_nr" comes out very large, of the order 10^8, so there is
> something weird going on, but I cannot figure out what. Furthermore,
> the coefficient on "total_hh_nr" changes at every run of the program.
> So, what is going on in here?
>
> Thanks so much,
> Radu Ban
>
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