Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
David Muller <davidmull@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Matsize Increase Leads to Zero Model Degrees of Freedom |

Date |
Mon, 2 Sep 2013 09:59:49 +0200 |

Hi Alex, That is very odd. Are you sure that you tried to fit exactly the same model? The first model reports "note: 54.fips omitted because of collinearity", whereas the second reports "note: 54.state_id omitted because of collinearity". Cheers, David On 1 September 2013 23:27, Alex MacKay <mackay@uchicago.edu> wrote: > Dear statalist, > > I ran into an interesting event in Stata yesterday. I had to increase > the matsize for some of my regressions to work, and when I re-ran all > of them, some of them that previously seemed fine now ran into an > error (with the larger matsize). I've included the log output for both > the regression with a matsize of 800 and one with a matsize of 10000. > > With a matsize of 800, all of the statistics and standard errors are > reported. With a matsize of 10000, I get "Warning: variance matrix is > nonsymmetric or highly singular," standard errors are not reported, > and the model degrees of freedom are reported as zero. You can see > that I am running the exact same regression, as the estimated > coefficient is the same and the same fixed effects are excluded. In > addition, the root MSE changes as well. > > Any ideas on why the estimate of the variance matrix would change with > a larger matsize when the first was nonbinding (only 599 > observations)? > > The regressions are run using -areg- in Stata 12 on a Unix server. > > Thanks, > Alex > > > //Matsize == 800 > > note: 2599.week omitted because of collinearity > note: 597.retailer_id omitted because of collinearity > note: 866.retailer_id omitted because of collinearity > note: 877.retailer_id omitted because of collinearity > note: 9101.retailer_id omitted because of collinearity > note: 54.fips omitted because of collinearity > note: 3997.retailer_id omitted because of collinearity > note: 4955.retailer_id omitted because of collinearity > note: 7005.retailer_id omitted because of collinearity > note: 7599.retailer_id omitted because of collinearity > > Linear regression, absorbing indicators Number of obs = 597 > F( 49, 45) = . > Prob > F = . > R-squared = 0.9256 > Adj R-squared = 0.8695 > Root MSE = 0.3085 > > (Std. Err. adjusted for 46 clusters in clusterID) > ------------------------------------------------------------------------------ > | Robust > ln_price | Coef. Std. Err. t P>|t| [95% Conf. Interval] > -------------+---------------------------------------------------------------- > dummy | -4.044072 3.152507 -1.28 0.206 -10.39355 2.305404 > > > > //Matsize = 10000 > > note: 2599.week omitted because of collinearity > note: 597.retailer_id omitted because of collinearity > note: 866.retailer_id omitted because of collinearity > note: 877.retailer_id omitted because of collinearity > note: 9101.retailer_id omitted because of collinearity > note: 54.state_id omitted because of collinearity > Warning: variance matrix is nonsymmetric or highly singular > note: 3997.retailer_id omitted because of collinearity > note: 4955.retailer_id omitted because of collinearity > note: 7005.retailer_id omitted because of collinearity > note: 7599.retailer_id omitted because of collinearity > > Linear regression, absorbing indicators Number of obs = 597 > F( 0, 45) = . > Prob > F = . > R-squared = 0.9256 > Adj R-squared = 0.8695 > Root MSE = 0.2950 > > (Std. Err. adjusted for 46 clusters in clusterID) > ------------------------------------------------------------------------------ > | Robust > ln_price | Coef. Std. Err. t P>|t| [95% Conf. Interval] > -------------+---------------------------------------------------------------- > dummy | -4.044072 . . > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Matsize Increase Leads to Zero Model Degrees of Freedom***From:*Alex MacKay <mackay@uchicago.edu>

- Prev by Date:
**Re: st: controlling tempfile names, avoiding conflict between concurrent Stata instances** - Next by Date:
**st: about residuals and coefficients** - Previous by thread:
**st: Matsize Increase Leads to Zero Model Degrees of Freedom** - Next by thread:
**Re: st: Matsize Increase Leads to Zero Model Degrees of Freedom** - Index(es):