Hi Johannes. My guess is that you will get no Std. Error, if you have only 1 observation for that year. Could that be the case ?
On Mon, Mar 2, 2009 at 8:41 PM, Johannes Habel <johannes.ha...@gmx.de>wrote: > > Hello everybody, > > I'm running a panel regression with dummy variables controlling for years. > While this works fine for most of my models, in some cases I get the error > message "In sqrt(diag(object$vcov)) : NaNs wurden erzeugt" and missing > results for some or all of my year dummies: > > Estimate Std. Error z-value Pr(>|z|) > year2000 -7.48e-02 NA NA NA > year2001 -6.65e-02 NA NA NA > year2002 -6.61e-02 NA NA NA > year2003 -6.49e-02 NA NA NA > year2004 -5.95e-02 NA NA NA > year2005 -6.08e-02 NA NA NA > > Despite this inconsistency, the other variables as well as my R-quared look > alright. > > Can anybody explain me what the reason for this problem is and how it > affects the regression? Are the results still usable in spite of the NaNs? > > Thank you very much! > > Best, > Johannes > > > -- > View this message in context: > http://www.nabble.com/Problem-with-dummy-variables-controlling-for-years-tp22294013p22294013.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- ---------------------------------------------- My contact information: Tal Galili Phone number: 972-50-3373767 FaceBook: Tal Galili My Blogs: www.talgalili.com www.biostatistics.co.il [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
