This previous post seems relevant here, the upshot is to use the bootstrap:
http://www.stata.com/statalist/archive/2003-02/msg00869.html
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Ronan Conroy
Sent: Friday, 19 October 2007 7:11 PM
To: [email protected]
Subject: Re: st: missing t statistics
This looks like very strange data indeed - those standard errors are
minute. dividing the coefficient by its standard error is going to
result in a number of the sort studied by the late Professor Hubert
Mungus - a humungus quantity.
Have a look at your data - maybe the explanation lies there.
On 19 Oct 2007, at 02:20, Yun Liu wrote:
> Hi, Stata users,
>
> I am running median regressions. Sometimes stata reports estimated
> coefficients, standard errors and confidence intervals, but the t
> statistics turn out to be missing. Could someone please tell me what
> this means? Thank you! Below is an example:
>
> qreg chgcomp swf swm swmcdftenure swfcdf* i.ind
>
> Median regression Number of obs
> = 528
> Raw sum of deviations 2.22e+07 (about 6806.4399)
> Min sum of deviations 1.74e+07 Pseudo R2
> = 0.2164
>
> ----------------------------------------------------------------------
> --------
> chgcomp | Coef. Std. Err. t P>|t| [95%
> Conf. Interval]
> -------------
> +----------------------------------------------------------------
> swf | 44.91122 .0000596 . 0.000
> 44.91111 44.91134
> swm | -1.589599 4.38e-06 . 0.000
> -1.589608 -1.589591
P Before printing, think about the environment
=================================
Ronan Conroy
[email protected]
Royal College of Surgeons in Ireland
Epidemiology Department,
120 St Stephen's Green, Dublin 2, Ireland
+353 (0)1 402 2431
+353 (0)87 799 97 95
http://www.flickr.com/photos/ronanconroy/sets/72157601895416740/
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