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st: No F-stat reported in xtreg with clustered standard errors


From   Douglas Barthold <douglas.barthold@mail.mcgill.ca>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: No F-stat reported in xtreg with clustered standard errors
Date   Wed, 2 Jan 2013 21:30:00 +0000

Dear Statalist,

I'm trying to run panel regressions using xtreg with clustered standard errors.  I'm using xtreg because I want to include region and year fixed effects.  

My problem is that when I include year fixed effects, Stata won't report an F-Stat, which I need.  With just region fixed effects, it works.  Any ideas why this is happening?

Thanks!
Doug


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