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st: RE: F(1,12317)=. ?


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: F(1,12317)=. ?
Date   Tue, 9 May 2006 09:51:27 +0100

Very simply, the F statistic is too big to show in the space
available. 

The F statistic should be 
the square of the t statistic, and so around 

. di (-372.72)^2
138920.2

You can get more accuracy by rummaging in 
saved results. 

For most purposes this is good enough, assuming that
you do have 12,318 independent observations with 
no dependence structure of any kind! 

Nick 
[email protected] 

Julia Gamas

> after running a regression I get the following output.
>  My question is why is F(1,12317) equal to "." ? 
> Since the regression is skipping missing values in the
>  data I can't figure out what else is making this
> happen.  Any ideas on explaining this will be
> appreciated.
> 
> 
> Source	SS	df       MS	Number of obs =	12318
> 			F(  1, 12317)	=       .
> Model	458410.071	1  458410.071	Prob > F	=  0.0000
> Residual	40642.8979	12317  3.29974002	
> R-squared	= 
> 0.9186
> 			Adj R-squared	=  0.9186
> Total	499052.969	12318  40.5141232	Root MSE	
> =  1.8165
> 
> 				
> t	Coef.	Std. Err.      t	P>t     [95% Conf.	
> Interval]
> 				
> d	-1.442858	.0038711  -372.72	0.000    -1.450446
> -1.43527
> 				

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