RE: st: RE: constraints insufficient for unique estimate

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 09:19 PM 8/10/2005 -0500, Scott Merryman wrote:

> This problem is easy enough to replicate:
>
> . sysuse auto
> (1978 Automobile Data)
>
> . qui tab fore, gen(Df)
>
> . const define 1 mpg = gear
>
> . cnsreg price mpg gear Df*, con(1)
> constraints insufficient for unique estimate
> redundant or inconsistent constraints
> r(412);
Good.  And, if it is not obvious to you where the problem is, instead of 
cnsreg try

. gen mpggear = mpg+gear

. reg price mpggear Df*

      Source |       SS       df       MS              Number of obs =      74
-------------+------------------------------           F(  2,    71) =   14.98
       Model |   188463446     2    94231723           Prob > F      =  0.0000
    Residual |   446601950    71  6290168.31           R-squared     =  0.2968
-------------+------------------------------           Adj R-squared =  0.2770
       Total |   635065396    73  8699525.97           Root MSE      =    2508

------------------------------------------------------------------------------
       price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
     mpggear |  -291.2987   53.43181    -5.45   0.000    -397.8387   -184.7587
         Df1 |  (dropped)
         Df2 |   1957.088   705.6254     2.77   0.007     550.1107    3364.065
       _cons |   12665.52   1258.366    10.07   0.000     10156.41    15174.63
------------------------------------------------------------------------------

Notice that Df1 got dropped.


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
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