Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Narasimhan Sowmyanarayanan <narasimhan.sowmyanarayanan@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: some problems with xtreg that I cannot explain |
Date | Fri, 14 Jan 2011 15:49:23 -0500 |
Hi All: I am running xtreg command with fixed effects. In one of the models I find the following output -- note that the F value is The syntax is a simple xtreg Y X1 X2 (a vector of X's), fe robust ******************************************** Fixed-effects (within) regression Number of obs = 2459 Group variable: gvkey Number of groups = 464 R-sq: within = 0.0944 Obs per group: min = 1 between = 0.0824 avg = 5.3 overall = 0.0798 max = 24 F(43,463) = 80.50 corr(u_i, Xb) = -0.0357 Prob > F = 0.0000 **************************************************** A slightly different regression with a linear and square term (not included above) gives me the below mentioned results. The model converges but does not give me any F value and shows a "dot" in that space? I would highly appreciate any insights on this. ******************************************************************************* Fixed-effects (within) regression Number of obs = 2459 Group variable: gvkey Number of groups = 464 R-sq: within = 0.1574 Obs per group: min = 1 between = 0.1333 avg = 5.3 overall = 0.1414 max = 24 F(44,463) = . corr(u_i, Xb) = -0.0514 Prob > F = . ************************************************************************************** Thanks * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/