st: Reg w Clustered Std Errors and no F stat

["David replies soon" <eurasian29@hotmail.com>]

Hi Statalisters,

I've run into the situation of not getting an overall F stat when running a 
regression with clustered standard errors. Previous postings and Stata help 
say that:
1) the number of estimated coefficients must be lower than the number of 
clusters
2) each variable cannot have a non-zero value for just one observation

My final sample fulfils the above two.

I think the problem lies in having some of the dummy variables
corresponding to only one cluster. My data is clustered by 'case 
investigation' (with several observations for each case) and each case falls 
into a particular industry. I have industry dummy variables.

Some of these industry dummies have only one corresponding 'case 
investigation'. When I get rid of these 'one case' industry dummies, I get 
an F stat.

Can anybody explain what's going on?

Thanks,
David

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