Hi everyone,
Sorry about the email I sent earlier as it didn't include enough information.
First of all, I am using Stata/SE 10.0 on Windows.
My question is about missing standard errors. I am implementing a simple linear regression model with roughly 50 indicator/dummy variables on the right-hand side (besides a dozen other independent variables), and in the results generated, standard errors for the coefficients of all the dummy variables are not reported. In addition, the standard error for the constant term is also not reported.
I thought it might be due to the skewed distribution of my observations across the 50 categories (represented by the 50 indicator/dummy variables), i.e., it might be that there are too many 1's or 0's in some of the categories. So I tried reducing the number of indicator/dummy variables by using much more coarsely-defined categories. This coarse categorization brings down the number of indicator/dummy variables to 10, but I still get the same problem! (Attached below is part of the output generated.)
Any help would be much appreciated.
Thanks,
Nishant
P.S. Here's a sample of what I see (using 10 indicator variables) in the output generated by Stata:
Linear regression Number of obs = 226223
F( 58, 454) = .
Prob > F = .
R-squared = 0.0750
Root MSE = .02272
(Std. Err. adjusted for 455 clusters in familyid)
------------------------------------------------------------------------------
| Robust
familyport~1 | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
indvar1 | .0002341 .0001428 1.64 0.102 -.0000465 .0005147
...
indvar14 | .0002029 .0005647 0.36 0.720 -.0009069 .0013127
dummy1 | -.0041449 . . . . .
dummy2 | -.0039503 . . . . .
dummy3 | -.0038193 . . . . .
dummy4 | -.003429 . . . . .
dummy5 | -.0034715 . . . . .
dummy6 | -.003175 . . . . .
dummy7 | -.0033819 . . . . .
dummy8 | -.002303 . . . . .
dummy9 | -.0022382 . . . . .
dummy10 | (dropped)
_cons | .0790628 . . . . .
------------------------------------------------------------------------------
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