Thi Minh,
You're estiming using -robust- and a specification with a lot of
dummies that get dropped, so your problem might be, or be related to
the "singleton dummy" problem that arises with the robust var-cov
matrix when there is only a single observation that has a dummy=1.
See Vince Wiggins' very clear discussion on Statalist from last June:
http://www.stata.com/statalist/archive/2003-06/msg00646.html
Hope this helps.
--Mark
Subject: st: F-statistics missing from simple OLS regression with robust s.e.
Date sent: Mon, 23 Aug 2004 11:41:45 +0100
From: "Ngo,PT (pgr)" <[email protected]>
To: <[email protected]>
Send reply to: [email protected]
> Dear Statalisters,
>
> This is a very basic question and may be the answer is blindingly
> obvious!
>
> I am running simple OLS regression with dummies for communes, to
> control for unobserved characteristics that may make some of my
> variables endogenous.
>
> xi: reg riyielA2 primary counting ianulandsha2 anugood2 anubad2
> i.fsize extenworker2 marketdis2 roadimpassmonth2 electmost2
> i.comm92, rob
>
> However, the F statistics is missing. There are 2832 observation and
> 120 communes.
>
> Would someone have an idea as to why this is the case? I paste the
> output below.
>
> Thanks a lot in advance,
>
> I wish you all a very nice (and productive) summer.
>
> Thi Minh
>
> . xi: reg riyielA2 primary counting ianulandsha2 anugood2 anubad2
> i.fsize extenworker2 marketdis2 roadimpa > ssmonth2 electmost2
> i.comm92 if north==0, rob i.fsize _Ifsize_1-7
> (naturally coded; _Ifsize_1 omitted) i.comm92 _Icomm92a1-150
> (naturally coded; _Icomm92a1 omitted)
>
> Regression with robust standard errors Number of obs =
> 1060
> F( 59, 999) = .
> Prob > F = .
> R-squared = 0.3650
> Root MSE = 1.1907
>
> ----------------------------------------------------------------------
> --------
> | Robust
> riyielA2 | Coef. Std. Err. t P>|t| [95% Conf.
> Interval]
> -------------+--------------------------------------------------------
> --------
> primary2 | .238943 .0814221 2.93 0.003 .079165
> .3987211
> counting8 | .1574271 .0824014 1.91 0.056 -.0042727
> .3191268
> ianulandsha2 | -.1169965 .1206858 -0.97 0.333 -.3538232
> .1198302
> anugood2 | .517437 .1500027 3.45 0.001 .2230805
> .8117935
> anubad2 | -.2888542 .1266844 -2.28 0.023 -.5374523
> -.0402562
> _Ifsize_2 | .0892729 .1100055 0.81 0.417 -.1265954
> .3051413 _Ifsize_3 | .0219927 .1371509 0.16 0.873
> -.2471441 .2911295 _Ifsize_5 | .1902934 .1482042 1.28
> 0.199 -.1005338 .4811207 _Ifsize_6 | .1390849 .179857
> 0.77 0.440 -.2138559 .4920258 _Ifsize_7 | .1529401
> .2521221 0.61 0.544 -.3418095 .6476897
> extenworker2 | -1.281163 .2489915 -5.15 0.000 -1.769769
> -.7925564
> marketdis2 | -.0484737 .0278609 -1.74 0.082 -.1031463
> .0061989
> roadimpass~2 | -.0644231 .0211566 -3.05 0.002 -.1059395
> -.0229066
> electmost2 | -.8403821 .2567902 -3.27 0.001 -1.344292
> -.3364721 _Icomm92a2 | (dropped) _Icomm92a3 | (dropped) _Icomm92a4
> | (dropped) _Icomm92a5 | (dropped) _Icomm92a6 | (dropped)
> _Icomm92a7 | (dropped) _Icomm92a8 | (dropped) _Icomm92a9 |
> (dropped)
> _Icomm92a10 | (dropped)
> _Icomm92a11 | (dropped)
> _Icomm92a12 | (dropped)
> _Icomm92a13 | (dropped)
> _Icomm92a14 | (dropped)
> _Icomm92a15 | (dropped)
> _Icomm92a16 | (dropped)
> _Icomm92a17 | (dropped)
> _Icomm92a18 | (dropped)
> _Icomm92a19 | (dropped)
> _Icomm92a20 | (dropped)
> _Icomm92a21 | (dropped)
> _Icomm92a22 | (dropped)
> _Icomm92a23 | (dropped)
> _Icomm92a24 | (dropped)
> _Icomm92a25 | (dropped)
> _Icomm92a26 | (dropped)
> _Icomm92a27 | (dropped)
> _Icomm92a28 | (dropped)
> _Icomm92a29 | (dropped)
> _Icomm92a30 | (dropped)
> _Icomm92a31 | (dropped)
> _Icomm92a32 | (dropped)
> _Icomm92a33 | (dropped)
> _Icomm92a34 | (dropped)
> _Icomm92a35 | (dropped)
> _Icomm92a36 | (dropped)
> _Icomm92a37 | (dropped)
> _Icomm92a38 | (dropped)
> _Icomm92a39 | (dropped)
> _Icomm92a40 | (dropped)
> _Icomm92a41 | (dropped)
> _Icomm92a42 | (dropped)
> _Icomm92a43 | (dropped)
> _Icomm92a44 | (dropped)
> _Icomm92a45 | (dropped)
> _Icomm92a46 | (dropped)
> _Icomm92a47 | (dropped)
> _Icomm92a48 | (dropped)
> _Icomm92a49 | (dropped)
> _Icomm92a50 | (dropped)
> _Icomm92a51 | (dropped)
> _Icomm92a52 | (dropped)
> _Icomm92a53 | (dropped)
> _Icomm92a54 | (dropped)
> _Icomm92a55 | (dropped)
> _Icomm92a56 | (dropped)
> _Icomm92a57 | (dropped)
> _Icomm92a58 | (dropped)
> _Icomm92a59 | (dropped)
> _Icomm92a60 | (dropped)
> _Icomm92a61 | (dropped)
> _Icomm92a62 | (dropped)
> _Icomm92a63 | (dropped)
> _Icomm92a64 | (dropped)
> _Icomm92a65 | (dropped)
> _Icomm92a66 | (dropped)
> _Icomm92a67 | (dropped)
> _Icomm92a68 | (dropped)
> _Icomm92a69 | (dropped)
> _Icomm92a70 | -1.460631 .3615067 -4.04 0.000 -2.170031
> -.7512314 _Icomm92a71 | -.484527 .3498048 -1.39 0.166
> -1.170963 .2019093 _Icomm92a72 | -2.007965 .3601075 -5.58
> 0.000 -2.714619 -1.301312 _Icomm92a73 | -1.497574 .3387886
> -4.42 0.000 -2.162393 -.8327549 _Icomm92a74 | -1.298576
> .4921146 -2.64 0.008 -2.264273 -.3328793 _Icomm92a75 |
> -.6078374 .3354461 -1.81 0.070 -1.266097 .0504223
> _Icomm92a76 | -1.328069 .297436 -4.47 0.000 -1.91174
> -.7443978 _Icomm92a77 | -2.324027 .3811031 -6.10 0.000
> -3.071882 -1.576173 _Icomm92a78 | .6342039 .3523299 1.80
> 0.072 -.0571876 1.325596 _Icomm92a79 | .122647 .3098287
> 0.40 0.692 -.4853426 .7306366 _Icomm92a80 | -1.826955
> .502033 -3.64 0.000 -2.812115 -.8417947 _Icomm92a81 |
> 2.24553 .6112722 3.67 0.000 1.046006 3.445055
> _Icomm92a82 | -.3124623 .32691 -0.96 0.339 -.9539714
> .3290468 _Icomm92a83 | (dropped) _Icomm92a84 | -3.001611 .3966383
> -7.57 0.000 -3.779951 -2.223272 _Icomm92a85 | .6530298
> .3644332 1.79 0.073 -.0621126 1.368172 _Icomm92a86 |
> .9237367 1.173775 0.79 0.431 -1.37961 3.227084
> _Icomm92a87 | -2.307616 .3622094 -6.37 0.000 -3.018395
> -1.596838 _Icomm92a88 | -2.315165 .4097308 -5.65 0.000
> -3.119197 -1.511134 _Icomm92a89 | -.6401403 .5937521 -1.08
> 0.281 -1.805285 .525004 _Icomm92a90 | -1.120234 .216255
> -5.18 0.000 -1.5446 -.6958677 _Icomm92a91 | 1.148787
> .3368922 3.41 0.001 .4876894 1.809884 _Icomm92a92 |
> -2.681174 .3758231 -7.13 0.000 -3.418667 -1.943681
> _Icomm92a93 | -1.213704 .2861376 -4.24 0.000 -1.775204
> -.6522045 _Icomm92a94 | (dropped) _Icomm92a95 | -.402001
> .4638297 -0.87 0.386 -1.312193 .5081912 _Icomm92a96 |
> -1.396075 .3154201 -4.43 0.000 -2.015037 -.7771133
> _Icomm92a97 | -1.831305 .5208524 -3.52 0.000 -2.853396
> -.809215 _Icomm92a98 | -.8859774 .3371676 -2.63 0.009
> -1.547615 -.2243394 _Icomm92a99 | .0226 .3492935 0.06
> 0.948 -.6628331 .708033
> _Icomm92a100 | -1.727526 .3907112 -4.42 0.000 -2.494235
> -.9608175 _Icomm92a101 | -2.867931 .4041884 -7.10 0.000
> -3.661086 -2.074775 _Icomm92a102 | 1.014971 .1786803 5.68
> 0.000 .6643393 1.365603 _Icomm92a103 | -.9122642 .3705058
> -2.46 0.014 -1.639323 -.1852055 _Icomm92a104 | -.6095209
> .3285144 -1.86 0.064 -1.254178 .0351366 _Icomm92a105 |
> (dropped) _Icomm92a106 | -1.981655 .916783 -2.16 0.031
> -3.780696 -.1826133 _Icomm92a107 | -.8182702 .4652834 -1.76
> 0.079 -1.731315 .0947746 _Icomm92a108 | .2701954 .2620661
> 1.03 0.303 -.2440678 .7844586 _Icomm92a109 | (dropped)
> _Icomm92a110 | -2.315845 .368142 -6.29 0.000 -3.038265
> -1.593424 _Icomm92a111 | -1.08883 .4851615 -2.24 0.025
> -2.040883 -.1367774 _Icomm92a112 | -.4807054 .2603527 -1.85
> 0.065 -.9916062 .0301954 _Icomm92a113 | .2966488 .2331108
> 1.27 0.203 -.1607941 .7540918 _Icomm92a114 | -.668567
> .3286473 -2.03 0.042 -1.313485 -.0236489 _Icomm92a115 |
> -1.695834 .3529889 -4.80 0.000 -2.388518 -1.003149
> _Icomm92a116 | .0644237 .2550064 0.25 0.801 -.435986
> .5648333 _Icomm92a117 | -1.23573 .2507658 -4.93 0.000
> -1.727818 -.7436422 _Icomm92a118 | (dropped) _Icomm92a119 |
> -.9733886 .4326162 -2.25 0.025 -1.822329 -.1244478
> _Icomm92a120 | -2.048157 .271183 -7.55 0.000 -2.580311
> -1.516004 _Icomm92a121 | (dropped) _Icomm92a122 | (dropped)
> _Icomm92a123 | (dropped) _Icomm92a124 | (dropped) _Icomm92a125 |
> (dropped) _Icomm92a126 | (dropped) _Icomm92a127 | (dropped)
> _Icomm92a128 | (dropped) _Icomm92a129 | (dropped) _Icomm92a130 |
> (dropped) _Icomm92a131 | (dropped) _Icomm92a132 | (dropped)
> _Icomm92a133 | (dropped) _Icomm92a134 | (dropped) _Icomm92a135 |
> (dropped) _Icomm92a136 | (dropped) _Icomm92a137 | (dropped)
> _Icomm92a138 | (dropped) _Icomm92a139 | (dropped) _Icomm92a140 |
> (dropped) _Icomm92a141 | (dropped) _Icomm92a142 | (dropped)
> _Icomm92a143 | (dropped) _Icomm92a144 | (dropped) _Icomm92a145 |
> (dropped) _Icomm92a146 | (dropped) _Icomm92a147 | (dropped)
> _Icomm92a148 | (dropped) _Icomm92a149 | (dropped) _Icomm92a150 |
> (dropped)
> _cons | 5.834788 .5632886 10.36 0.000 4.729423
> 6.940152
> ----------------------------------------------------------------------
> -----
>
>
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
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> * http://www.ats.ucla.edu/stat/stata/
Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert
*
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