Thanks Mark, but I'm not using cluster. Any other ideas?
Vivian
> 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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