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RE: st: behavior of -areg-
Maybe try egening your total_hh_nr variable as a double? If areg uses
doubles and you generate a float, it might not be perfectly collinear.
--Mark
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Radu Ban
> Sent: 27 February 2006 22:46
> To: [email protected]
> Subject: Re: st: behavior of -areg-
>
> I didn't but also didn't think it was necessary. There is no
> time element to the data. I was just puzzled as to why -areg-
> didn't notice the colinearity.
>
> -radu
>
> 2006/2/27, Robert Duval <[email protected]>:
> > Did you tsset your data?
> > robert
> >
> > On 2/27/06, Radu Ban <[email protected]> wrote:
> > > Dear Listers,
> > >
> > > I've encountered this puzzling behavior of -areg-:
> > >
> > > egen total_hh_nr = sum(hh_nr), by(keyid) ...
> > >
> > > areg y x1 x2 total_hh_nr, absorb(keyid)
> > >
> > > [by mistake I included total_hh_nr in the regression].
> The puzzle is
> > > that when I run the regression "total_hh_nr" doesn't drop
> out (as I
> > > would expect, due to invariance within "keyid"). The
> standard error
> > > on "total_hh_nr" comes out very large, of the order 10^8,
> so there
> > > is something weird going on, but I cannot figure out what.
> > > Furthermore, the coefficient on "total_hh_nr" changes at
> every run of the program.
> > > So, what is going on in here?
> > >
> > > Thanks so much,
> > > Radu Ban
> > >
> > > *
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> > >
> >
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>
> *
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>
*
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