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re:st: Are standard errors valid when the F-stat is missing?

From   Christopher Baum <>
To   "" <>
Subject   re:st: Are standard errors valid when the F-stat is missing?
Date   Wed, 28 Dec 2011 13:58:15 -0500

I´m estimating an OLS regression using the robust option for a main
sample and different subsamples. For the main sample I obtained the F
stat and all the st. errors; however, for the subsamples the F stat is
missing. I have checked and this is due to the fact that for some of
the subsamples there are variables with few non-zero observations.
Even though I could go and check for each subsample which variables
are those and dropped them from the estimation, I was wondering if the
standard errors obtained for each of the variables in the subsample
are valid under the scenario with the F-stat missing for the

It would be useful to see the actual output from one of the subsamples. OLS does not care how many 
zero values there are in a regressor as long as not all of them are zero, so 'few non-zero observations'
matters not.


Kit Baum   |   Boston College Economics and DIW Berlin   |
An Introduction to Stata Programming   |
An Introduction to Modern Econometrics Using Stata   |

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