Problems with Wald test in Random Effects model

[Sarika Kale]

Hi,

Where is there a dot for the Wald chi2 test? What does that mean?

This happened after I added the dummy variable Brexit (= 1 or 0) in the model. I was getting a value for this test before.

Please help me out! Thanks

[Mike Murphy]

I believe the problem is that you need to have fewer parameters than clusters in your model. Since you now have the same number, Stata cannot test the hypothesis that they are jointly equal to zero.

[Carlo Lazzaro]

Sarika:
see also:

help j_robustsingular