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  • Understand the "zero coefficient, zero standard error" estimation result

    I have a hard time to understand the exact meaning of the estimation with "zero coefficient, zero standard error".
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    It's likely indicates that the point estimation failed at this point, but no further information is given why it failed. Is the variable's value is missing? (easy to check) or another possible reasons? I' m very curios in which case we will get a "zero standard error". In some case, after controlling some additional covariates, the estimation will switch to this "unpleasant" situation
    Last edited by Zhang_Lu; 15 May 2016, 06:19.

  • #2
    Zhang_Lu:
    guesswork aside, Stata applies listwise deletion to to observations (not variables) with missing values in any of the variables included in the regression (both right and left hands); hence, this cannot the reason for "zero coefficient, zero standard error".
    As usual, your chances of getting helpful replies is conditional on posting what you typed and what Stata gave you back (as per FAQ); besides, in your case posting an excerpt/example of your data via -dataex- can be a wise choice.
    Kind regards,
    Carlo
    (Stata 19.0)

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    • #3
      My guess would be that the variable was dropped from your model due to multicolinearity. But guessing is all we can do, unless you give us the necessary details.
      ---------------------------------
      Maarten L. Buis
      University of Konstanz
      Department of history and sociology
      box 40
      78457 Konstanz
      Germany
      http://www.maartenbuis.nl
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