Vivian,
Quoting Vivian Hoffmann <[email protected]>:
> Hi all -
>
> I'm trying to estimate an OLS model using robust standard errors:
>
> reg Y x1 x2...xk, robust
>
> I have 796 observations and 35 variables including the constant
> The output I get does not report an F-statistic. I get an error message
> that the VCE is not of sufficient rank to calculate the F-stat, and that
> the reported standard errors may not be valid.
>
> I've seen in a previous exchange on this list that a possible cause for
> this problem a dummy variable which is one for only a single observation,
> but I do not have any dummy variables with fewer than 14% or more than 70%
> ones. Can anyone suggest another reason why my regression might be going
> wrong?
-cluster- can also do this, when there are fewer clusters than regressors.
It's a longshot because you say you use -robust-, not -cluster-, but I
thought it worth mentioning just in case.
--Mark
>
> Thanks very much!
> Vivian
>
> Vivian Hoffmann
> 214 Warren Hall
> Department of Applied Economics and Management
> Cornell University
> (607) 316-7291
>
>
>
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>
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3294
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
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