Dear all,
I have estimated a fixed effect panel regression model for work performance (dependent variable y) in my data set for about N = 100 workers for T = 15 years.
Since my data suffers from heteroskedasticity i used the , fe robust specification.
All was fine and my overall modell and predictor variable are highly significant.
Recently, i found out i need to include another explaining variable (salary):
If i include it in the model two unpleasent things happen:
1) Stata dont show a p- and F- statistic for the overall model (only a dot)
Suprisingly, the p- and F- values are NOT lost if i dont use the "robust" but only a simple , fe
2) All explanatory variables become insignificant (including salary)
I tried this exercise with salary as well as ln(salary) with the same result.
While for 2) i could imagine that just my model has not a good explanatory power i am completely clueless what made the overall model statistics vanish in the , fe robust case.
Anybody facing a similar problem or has an idea what the problem here is?
Many thanks in advance,
Alexander-Florian
I have estimated a fixed effect panel regression model for work performance (dependent variable y) in my data set for about N = 100 workers for T = 15 years.
Since my data suffers from heteroskedasticity i used the , fe robust specification.
All was fine and my overall modell and predictor variable are highly significant.
Recently, i found out i need to include another explaining variable (salary):
If i include it in the model two unpleasent things happen:
1) Stata dont show a p- and F- statistic for the overall model (only a dot)
Code:
F(20,93) = . corr(u_i, Xb) = -0.9496 Prob > F = .
2) All explanatory variables become insignificant (including salary)
I tried this exercise with salary as well as ln(salary) with the same result.
While for 2) i could imagine that just my model has not a good explanatory power i am completely clueless what made the overall model statistics vanish in the , fe robust case.
Anybody facing a similar problem or has an idea what the problem here is?
Many thanks in advance,
Alexander-Florian
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