st: robust & F-test nor reported

["Hans J. Baumgartner" <hbaumgartner@diw.de>]

Hi,
When I am using the robust option in reg- Stata does not report the 
F-test. Instead it says:
"The model that you estimated has its F or chi2 model statistic reported 
to be missing. Stata has done that so as not to be misleading, not 
because there is something necessarily wrong with your model."

However, if I use test- over all variables the reported F-test looks 
fine and I would never think that it were misleading.

Running the same regression without the robust option reports the usual 
F-test.

Where is the mistake or what should I do?

Thanks
Hans

. xi: reg lw fem marstat voc uni S i.wbula, robust
i.wbula _Iwbula_1-11 (naturally coded; _Iwbula_1 omitted)

Regression with robust standard errors Number of obs = 287
F( 12, 273) = .
Prob > F = .
R-squared = 0.4583
Root MSE = .36037

------------------------------------------------------------------------------
| Robust
lw | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
fem | -.2873691 .0448247 -6.41 0.000 -.3756151 -.1991231
marstat | .0021655 .0460153 0.05 0.962 -.0884244 .0927554
voc | .3999867 .0615724 6.50 0.000 .2787697 .5212037
uni | .6654734 .0748962 8.89 0.000 .518026 .8129208
S | .0504534 .0151928 3.32 0.001 .0205435 .0803634
_Iwbula_3 | -.0403373 .2475924 -0.16 0.871 -.5277704 .4470957
_Iwbula_4 | -.0179559 .2416388 -0.07 0.941 -.4936682 .4577564
_Iwbula_5 | -.1157077 .2474415 -0.47 0.640 -.6028437 .3714283
_Iwbula_6 | -.1178507 .2552142 -0.46 0.645 -.6202889 .3845874
_Iwbula_7 | -.0876566 .2570857 -0.34 0.733 -.593779 .4184659
_Iwbula_8 | -.0014526 .2462585 -0.01 0.995 -.4862596 .4833543
_Iwbula_9 | -.0432428 .25108 -0.17 0.863 -.5375418 .4510562
_Iwbula_11 | -.0262717 .3228412 -0.08 0.935 -.6618465 .6093032
_cons | 2.05692 .3050468 6.74 0.000 1.456377 2.657463
------------------------------------------------------------------------------

. unab rd: _I*

. test `rd' fem marstat voc uni S

( 1) _Iwbula_3 = 0.0
( 2) _Iwbula_4 = 0.0
( 3) _Iwbula_5 = 0.0
( 4) _Iwbula_6 = 0.0
( 5) _Iwbula_7 = 0.0
( 6) _Iwbula_8 = 0.0
( 7) _Iwbula_9 = 0.0
( 8) _Iwbula_11 = 0.0
( 9) fem = 0.0
(10) marstat = 0.0
(11) voc = 0.0
(12) uni = 0.0
(13) S = 0.0

F( 13, 273) = 18.72
Prob > F = 0.0000


.

.
. xi: reg lw fem marstat voc uni S i.wbula
i.wbula _Iwbula_1-11 (naturally coded; _Iwbula_1 omitted)

Source | SS df MS Number of obs = 287
-------------+------------------------------ F( 13, 273) = 17.76
Model | 29.9889521 13 2.30684247 Prob > F = 0.0000
Residual | 35.4527348 273 .129863497 R-squared = 0.4583
-------------+------------------------------ Adj R-squared = 0.4325
Total | 65.4416869 286 .228817087 Root MSE = .36037

------------------------------------------------------------------------------
lw | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
fem | -.2873691 .0443527 -6.48 0.000 -.3746858 -.2000524
marstat | .0021655 .0473391 0.05 0.964 -.0910307 .0953617
voc | .3999867 .0507707 7.88 0.000 .3000349 .4999385
uni | .6654734 .0875091 7.60 0.000 .4931951 .8377518
S | .0504534 .0170419 2.96 0.003 .0169032 .0840037
_Iwbula_3 | -.0403373 .2188982 -0.18 0.854 -.4712803 .3906056
_Iwbula_4 | -.0179559 .4194995 -0.04 0.966 -.843821 .8079092
_Iwbula_5 | -.1157077 .2128518 -0.54 0.587 -.5347473 .3033319
_Iwbula_6 | -.1178507 .2218624 -0.53 0.596 -.5546295 .318928
_Iwbula_7 | -.0876566 .2294015 -0.38 0.703 -.5392773 .3639642
_Iwbula_8 | -.0014526 .2131285 -0.01 0.995 -.421037 .4181317
_Iwbula_9 | -.0432428 .2189071 -0.20 0.844 -.4742034 .3877178
_Iwbula_11 | -.0262717 .333175 -0.08 0.937 -.6821905 .6296472
_cons | 2.05692 .2746013 7.49 0.000 1.516314 2.597525
------------------------------------------------------------------------------

. unab rd: _I*

. test `rd' fem marstat voc uni S

( 1) _Iwbula_3 = 0.0
( 2) _Iwbula_4 = 0.0
( 3) _Iwbula_5 = 0.0
( 4) _Iwbula_6 = 0.0
( 5) _Iwbula_7 = 0.0
( 6) _Iwbula_8 = 0.0
( 7) _Iwbula_9 = 0.0
( 8) _Iwbula_11 = 0.0
( 9) fem = 0.0
(10) marstat = 0.0
(11) voc = 0.0
(12) uni = 0.0
(13) S = 0.0

F( 13, 273) = 17.76
Prob > F = 0.0000



--
Hans J. Baumgartner 
Deutsches Institut für Wirtschaftsforschung (DIW Berlin)
German Institute for Economic Research
Abt. Staat / Dept. Public Economics
Königin-Luise-Str. 5; 14195 Berlin (Dahlem) 
Tel.: 030/89789-307; Fax.: 030/89789-114
http://www.diw.de


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