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Re: st: Problem while running a simple OLS regression
From
Austin Nichols <[email protected]>
To
[email protected]
Subject
Re: st: Problem while running a simple OLS regression
Date
Fri, 24 Feb 2012 14:07:24 -0500
Louison CF <[email protected]>:
Do you have 6 observations? If so, you can't run a regression with 7
coefs. With 6 coefs, residuals are zero and you will not get SEs.
On Fri, Feb 24, 2012 at 1:37 PM, Louison CF
<[email protected]> wrote:
> Hello everyone,
>
>
> Despite my researches I have found nothing helpful yet to solve my problem, so I take the liberty to send an email to statalist. Please excuse me in advance for this question which is probably not the most interesting for advanced stata users.
>
> Here is my problem: I want to run a simple ols regression with 6 variables (dependant variable + 5), and for an unknown reason, Stata does not run the regression when I include all the explanatory variables, but only when I remove at least one of them. I have tried many times with removing alternatively one of my explanatory variables, and it does work no matter which one I remove. As soon as I include all the 5 explanatory variables, it doesn't work anymore and produces such an output:
>
> . reg logco2 emrightaus popaus gdpcapaus enuseaus co2intensaus
>
> Source | SS df MS Number of obs = 6
> -------------+------------------------------ F( 5, 0) = .
> Model | .021963775 5 .004392755 Prob > F = .
> Residual | 0 0 . R-squared = 1.0000
> -------------+------------------------------ Adj R-squared = .
> Total | .021963775 5 .004392755 Root MSE = 0
>
> ------------------------------------------------------------------------------
> logco2aus | Coef. Std. Err. t P>|t| [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> emrightaus | -.0002742 . . . . .
> popaus | 4.07e-07 . . . . .
> gdpcapaus | .0000328 . . . . .
> enuseaus | .009534 . . . . .
> co2intensaus | 2.281203 . . . . .
> _cons | 2.930911 . . . . .
> ------------------------------------------------------------------------------
>
> Only the coefficient column is filled in. I do not understand where this comes from, I have checked my datas and they seem to be perfectly ok. I work with Stata 10.1 for Mac and just did an update-check, it is up-to-date.
>
> I am really blocked here, and any help would be helpful.
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