st: Re: F test gives me a missing value

["R.E. De Hoyos" <redeho@hotmail.com>]

Sara,

It might be the case that the variance-covariance matrix is singular, i.e. 
some of the vectors (variables) defining it are not linearly independent 
(multicollinearity?). If two variables were perfectly collinear --e.g. 
introducing two variables describing a mutually exclusive binary outcome 
whilst leaving the constant-- Stata would report the error and drop one of 
them; in your case it might be a problem of "degree".

I hope this helps,
Rafa

----- Original Message ----- 
From: "Sara Pinoli" <pin_sara@hotmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Thursday, September 15, 2005 11:26 AM
Subject: st: F test gives me a missing value



> I'm running a series if simple linear regressions (with FE) on different 
> subsamples. Sometimes I obtain the usual table of results, but sometimes 
> the value displayed for the test statistic F is: .
> What does it mean?
>
>
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