Hello,
I am attempting to run a difference-in-difference regression, however, once I add more than 3 variables to the command, the Stata output comes out blank with dots.
However, when I only have three controls, Stata gives me a complete output:
Does anyone know why this may be? It is not only with the control variable FemaleHouseholds. I have about six controls variables, and whatever combination I use of them, Stata will not give me a complete output if I use more than three.
Furthermore, it sometimes omits Treated due to collinearity, as shown below with a different outcome variable.
If it is helpful to answer, here is my data summarized: (Treated=1 if State=0, Treated=0 if State=1; Time=0 if Year= 2016&2017, Time=1 if Year= 2018&2019)
Thank you for your help in advance,
Sabrina
I am attempting to run a difference-in-difference regression, however, once I add more than 3 variables to the command, the Stata output comes out blank with dots.
Code:
reg FemaleHousePoverty Treated Time DiD CrimeRate UninsuredRate MinWage FemaleHouseholds
Source | SS df MS Number of obs = 8
-------------+---------------------------------- F(7, 0) = .
Model | 322.86875 7 46.1241071 Prob > F = .
Residual | 0 0 . R-squared = 1.0000
-------------+---------------------------------- Adj R-squared = .
Total | 322.86875 7 46.1241071 Root MSE = 0
-------------------------------------------------------------------------------
FemaleHouse~y | Coefficient Std. err. t P>|t| [95% conf. interval]
--------------+----------------------------------------------------------------
Treated | 19.1934 . . . . .
Time | -.8727765 . . . . .
DiD | -2.757518 . . . . .
CrimeRate | .0018898 . . . . .
UninsuredRate | 4.377351 . . . . .
MinWage | -.4465446 . . . . .
FemaleHouse~s | .4179356 . . . . .
_cons | -15.02389 . . . . .
-------------------------------------------------------------------------------
Code:
reg FemaleHousePoverty Treated Time DiD CrimeRate UninsuredRate MinWage
Source | SS df MS Number of obs = 8
-------------+---------------------------------- F(6, 1) = 2610.53
Model | 322.848138 6 53.808023 Prob > F = 0.0150
Residual | .020611954 1 .020611954 R-squared = 0.9999
-------------+---------------------------------- Adj R-squared = 0.9996
Total | 322.86875 7 46.1241071 Root MSE = .14357
-------------------------------------------------------------------------------
FemaleHouse~y | Coefficient Std. err. t P>|t| [95% conf. interval]
--------------+----------------------------------------------------------------
Treated | 23.20011 .8911143 26.03 0.024 11.87743 34.52279
Time | -.6343996 .2285763 -2.78 0.220 -3.538737 2.269938
DiD | -3.11115 .2292377 -13.57 0.047 -6.023891 -.1984093
CrimeRate | .0045527 .0010012 4.55 0.138 -.0081682 .0172736
UninsuredRate | 4.162944 .3877846 10.74 0.059 -.7643268 9.090215
MinWage | -.771734 .1254689 -6.15 0.103 -2.365967 .8224993
_cons | -3.240574 3.376672 -0.96 0.513 -46.14526 39.66411
-------------------------------------------------------------------------------
Furthermore, it sometimes omits Treated due to collinearity, as shown below with a different outcome variable.
Code:
reg DeepPovertyRate Time Treated DiD CrimeRate FemaleHouseholds FemaleWelfareF
> am UninsuredRate UnemploymentRate
note: Treated omitted because of collinearity.
Source | SS df MS Number of obs = 8
-------------+---------------------------------- F(7, 0) = .
Model | 28.2740857 7 4.0391551 Prob > F = .
Residual | 0 0 . R-squared = 1.0000
-------------+---------------------------------- Adj R-squared = .
Total | 28.2740857 7 4.0391551 Root MSE = 0
-------------------------------------------------------------------------------
DeepPoverty~e | Coefficient Std. err. t P>|t| [95% conf. interval]
--------------+----------------------------------------------------------------
Time | -.3837457 . . . . .
Treated | 0 (omitted)
DiD | .2797787 . . . . .
CrimeRate | -.0010357 . . . . .
FemaleHouse~s | .5253158 . . . . .
FemaleWelfa~m | .0646355 . . . . .
UninsuredRate | .8741832 . . . . .
Unemploymen~e | -.6889338 . . . . .
_cons | -12.19267 . . . . .
-------------------------------------------------------------------------------
Code:
sum
Variable | Obs Mean Std. dev. Min Max
-------------+---------------------------------------------------------
State | 8 .5 .5345225 0 1
Year | 8 2017.5 1.195229 2016 2019
CashAssis~nt | 8 30.4475 9.58168 21.23 44.79
DeepPovert~e | 8 4.46875 2.009765 2.68 7.62
CashAssis~mt | 8 1.19e+08 1.99e+07 9.96e+07 1.65e+08
-------------+---------------------------------------------------------
FamDeepPov~t | 8 23845.75 17436.09 5908 41659
Unemployme~e | 8 4.9125 1.027393 3.4 6.1
CrimeRate | 8 769.875 319.7532 454 1204
DivorceRate | 8 2.55 .1309307 2.4 2.7
MinWage | 8 11.33125 2.20615 8.75 15.2
-------------+---------------------------------------------------------
FemaleHous~s | 8 26.59125 6.168518 20.5 34.5
Time | 8 .5 .5345225 0 1
UninsuredR~e | 8 4.9875 1.285565 3.5 6.5
Treated | 8 .5 .5345225 0 1
DiD | 8 .25 .46291 0 1
-------------+---------------------------------------------------------
BlackPover~e | 8 15.3875 6.162893 9.3 23.7
MarriedPov~e | 8 2.5125 .5792544 1.3 3.4
FemaleHous~y | 8 22.7875 6.791473 15.4 32.8
WhitePover~e | 8 2.65 1.376331 .8 4.2
BlackFemale | 8 23.95 7.035421 15.4 33.5
-------------+---------------------------------------------------------
WelfareFam~e | 8 30.9375 12.4492 18.8 47.8
FemaleWelf~m | 8 40.7875 11.32424 30.6 57.7
MeanIncome~t | 8 11198 905.4095 10044 12568
MeanIncome~e | 8 11876.38 1047.027 10282 13734
HispanicPo~y | 8 10.3375 3.566887 5.7 17.6
-------------+---------------------------------------------------------
fivekids | 8 42.8 23.84521 15.2 80.4
female5kids | 8 61.3375 23.30732 29.3 97.4
female3or4~s | 8 49.55 6.082763 43.6 61.8
female1or2~s | 8 27.1625 7.751485 18.8 38.1
.
Sabrina

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