Nope, I just checked and the estimation sample doesn't hav any singleton
dummies either.
Thanks though,
Vivian
> Vivian,
>
> Quoting Vivian Hoffmann <[email protected]>:
>
>> Thanks Mark, but I'm not using cluster. Any other ideas?
>>
>> Vivian
>
> Here's another longshot. Your full sample doesn't have any singleton
> dummies. Is this true of the estimation sample as well? It might be a
> subsample of the full dataset.
>
> --Mark
>
>> > 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
>> >>
>> >>
>> >>
>> >> *
>> >> * For searches and help try:
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>> >> * http://www.stata.com/support/statalist/faq
>> >> * http://www.ats.ucla.edu/stat/stata/
>> >>
>> >
>> >
>> >
>> > 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
>> >
>> >
>> -------------------------------------------------------------------
>> > DISCLAIMER
>> >
>> > This message is subject to http://www.hw.ac.uk/disclaim.htm
>> >
>> >
>> -------------------------------------------------------------------
>> >
>> >
>>
>> *
>> * 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/
>>
>
>
>
> 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
>
> -------------------------------------------------------------------
> DISCLAIMER
>
> This message is subject to http://www.hw.ac.uk/disclaim.htm
>
> -------------------------------------------------------------------
>
>
Vivian Hoffmann
PhD Student
214 Warren Hall
Department of Applied Economics and Management
Cornell University
(607) 316-7291
*
* For searches and help try:
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* http://www.ats.ucla.edu/stat/stata/
