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From | Alex MacKay <mackay@uchicago.edu> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Randomness in -areg-: Re-running the command produces different results |
Date | Thu, 5 Sep 2013 08:34:05 -0500 |
Dear statalist, I have discovered that by simply re-running the areg command, I get the results below. In these three examples, the the model degrees of freedom goes from 48 to 0 to 49. In the second run, there is the additional warning that the variance matrix is nonsymmetric or singular. I've also observed as low as 45 and as high as 51 with some additional runs. Fixing the random seed does not seem to have any impact. The model is: areg ln_price treatment postperiod treatmentXpostperiod ln_unemployment ln_population ln_income price_index /// i.week i.retailer_id i.state, absorb(product) vce(cluster clusterID) The levels are: 141 (week), 73 (retailer_id), 24 (state_id), 25 (product), and 46 (clusterID), for a total of 309. Can anyone identify why this is happening, or confirm that it is a bug? Alex (This is a branch off of a different thread) - - - 1. 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 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( 48, 45) = . Prob > F = . R-squared = 0.9256 Adj R-squared = 0.8695 Root MSE = 0.3082 (Std. Err. adjusted for 46 clusters in clusterID) --------------------------------------------------------------------------------- | Robust ln_price | Coef. Std. Err. t P>|t| [95% Conf. Interval] ----------------+---------------------------------------------------------------- treatment | -4.044072 3.152507 -1.28 0.206 -10.39355 2.305404 postperiod | -.5653387 .3338128 -1.69 0.097 -1.237672 .1069948 treatmentXpostperiod | -.0178175 .1210774 -0.15 0.884 -.2616798 .2260448 2. 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] ----------------+---------------------------------------------------------------- treatment | -4.044072 . . . . . postperiod | -.5653387 . . . . . treatmentXpostperiod | -.0178175 . . . . . 3. 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 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] ----------------+---------------------------------------------------------------- treatment | -4.044072 3.152507 -1.28 0.206 -10.39355 2.305404 postperiod | -.5653387 .3338128 -1.69 0.097 -1.237672 .1069948 treatmentXpostperiod | -.0178175 .1210774 -0.15 0.884 -.2616798 .2260448 * * 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/