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.habel@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.
>
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>



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