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st: RE: missing std. errors
Have you excluded a reference category? If not, your dummy variables
will be perfectly collinear with the constant.
Richard A. Forshee, Ph.D.
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Nishant Dass
Sent: Wednesday, August 20, 2008 4:21 PM
To: STATA Help
Subject: st: missing std. errors
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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