Dear Listers:
I am running a simple regression with lots of dummies and interaction terms
between dummies and one another dummy.
(For example, I add around 125 dummies(X1-X125), and also the interaction
terms these 125 dummies and DV1 (DV1*X1...DV1*X125)
Of course, in this simple regression, I also put other control variables.
However, for those dummies(X1-X125) and interaction terms(DV1*X1-DV1*X125),
the estimated standard error for their coefficient are "identically high"
Is there any statistic explanation?
Thank you very much
JT
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