Dear Mark,
Thank you very much for your kind and detailed reply. It really helps, and I can go ahead now!
Thi Minh
------------------------------
Date: Mon, 23 Aug 2004 12:10:53 +0100
From: "Mark Schaffer" <[email protected]>
Subject: Re: st: F-statistics missing from simple OLS regression with robust s.e.
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
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
