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st: AW: No Std. Err, t, P>|t| or Conf. Interval in Regression Result
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From |
"Martin Weiss" <[email protected]> |
|
To |
<[email protected]> |
|
Subject |
st: AW: No Std. Err, t, P>|t| or Conf. Interval in Regression Result |
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Date |
Tue, 4 Aug 2009 13:10:18 +0200 |
<>
What happens if you omit the - id_*- vars? Some of them are automatically
dropped, persumably due to multicollinearity...
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Bianca Claassen
Gesendet: Dienstag, 4. August 2009 12:13
An: [email protected]
Betreff: st: No Std. Err, t, P>|t| or Conf. Interval in Regression Result
Hello,
I am trying to run regressions with my data but somehow it does give
me the coefficient but no result for Std. Err, t, P>|t| or Conf.
Interval.
See example below where:
delta_sic6 = between 0 and 1 (it's a percentage)
delta age, delta_quality and delta_rba are hedonic characteristics
(values between -100 and 100) which are multiplied by dummy variables
id_*
What am I doing wrong that is causing this problem and how do I solve it?
Thank you in advance.
Bianca
----------------------------------------------------------
reg delta_sic6 delta_age delta_quality delta_rba id_*, robust
Linear regression Number of obs =
798
F( 0, 0) =
.
Prob > F =
.
R-squared =
1.0000
Root MSE =
0
----------------------------------------------------------------------------
--
| Robust
delta_sic6 | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
delta_age | -.0000587 . . . .
.
delta_qual~y | -.0186775 . . . .
.
delta_rba | .0142273 . . . .
.
id_109 | -.0749682 . . . .
.
id_110 | -.0081043 . . . .
.
id_111 | -.0358519 . . . .
.
id_112 | .300693 . . . .
.
id_113 | -.0222221 . . . .
.
id_114 | -.0213012 . . . .
.
id_116 | .079335 . . . .
.
id_117 | .0213555 . . . .
.
id_118 | (dropped)
id_119 | -.0012657 . . . .
.
id_120 | -.0064438 . . . .
.
id_121 | -.000078 . . . .
.
id_122 | (dropped)
id_123 | (dropped)
id_124 | -.043714 . . . .
.
id_125 | .0054831 . . . .
.
id_126 | .0061213 . . . .
.
id_127 | -.0099928 . . . .
.
id_128 | (dropped)
id_130 | .0058896 . . . .
.
id_131 | .0341311 . . . .
.
id_132 | (dropped)
id_133 | -.1664293 . . . .
.
id_134 | -.1653741 . . . .
.
id_135 | -.1742016 . . . .
.
id_136 | .0058644 . . . .
.
id_137 | -.0024823 . . . .
.
id_138 | -.0077241 . . . .
.
id_139 | -.0080733 . . . .
.
id_140 | .0030768 . . . .
.
id_141 | .0066013 . . . .
.
*
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*
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/