Monday, February 27, 2006

Re: st: behavior of -areg-

Did you tsset your data? robert

On 2/27/06, Radu Ban <raduban@gmail.com> wrote: > Dear Listers, > > I've encountered this puzzling behavior of -areg-: > > egen total_hh_nr = sum(hh_nr), by(keyid) > ... > > areg y x1 x2 total_hh_nr, absorb(keyid) > > [by mistake I included total_hh_nr in the regression]. The puzzle is > that when I run the regression "total_hh_nr" doesn't drop out (as I > would expect, due to invariance within "keyid"). The standard error on > "total_hh_nr" comes out very large, of the order 10^8, so there is > something weird going on, but I cannot figure out what. Furthermore, > the coefficient on "total_hh_nr" changes at every run of the program. > So, what is going on in here? > > Thanks so much, > Radu Ban > > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ >

* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/


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