Monday, February 27, 2006

RE: st: behavior of -areg-

Maybe try egening your total_hh_nr variable as a double? If areg uses doubles and you generate a float, it might not be perfectly collinear.

--Mark

> -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Radu Ban > Sent: 27 February 2006 22:46 > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: behavior of -areg- > > I didn't but also didn't think it was necessary. There is no > time element to the data. I was just puzzled as to why -areg- > didn't notice the colinearity. > > -radu > > 2006/2/27, Robert Duval <rduval@gmail.com>: > > 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/ > > > > * > * 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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