Hello,
I am using a dataset of workplace injuries per month for a panel of
different facilities over time, trying to estimate the effect of
certain characteristics of the facility on the monthly count of
injuries. The characteristic I am focusing on is a certain policy
change at the company, and I use a dummy variable, new_policy, which
is 1 for facilities where the new policy has been implemented and 0
otherwise. I also am using period (i.e. month) dummies.
I am using a negative binomial model of the form:
nbreg injuries new_policy ln_hours_worked _I_period*, cluster(facility)
And I get the following message:
Warning: variance matrix is nonsymmetric or highly singular
And though coefficient estimates are returned, there are no standard
errors (they're all "."). I try doing unclustered, robust standard
errors and get the same message. Only when using non-robust standard
errors are the standard errors displayed.