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st: some problems with xtreg that I cannot explain
From
Narasimhan Sowmyanarayanan <[email protected]>
To
[email protected]
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
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