Quantcast
Channel: Statalist
Viewing all articles
Browse latest Browse all 73256

regress: missing F and Prob>F value

$
0
0
Hi all,

I am working on my thesis (part of the analysis is to find whether having a Chief Innovation Officer (CINO) affects Sales growth performance, especially under certain contingencies). When I run a simple model, without adding interaction between CINO and contingencies, everything works fine:

:
 regress avsg cino avten pcoo avtmt pdc avri avhhi poc0 avlemp avtd, vce(robust)

Linear regression                                      Number of obs =      94
                                                       F( 10,    83) =    3.71
                                                       Prob > F      =  0.0004
                                                       R-squared     =  0.2258
                                                       Root MSE      =  .11445

------------------------------------------------------------------------------
             |               Robust
        avsg |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        cino |   .0521228   .0295207     1.77   0.081    -.0065927    .1108383
       avten |   .0038515   .0026968     1.43   0.157    -.0015123    .0092154
        pcoo |  -.0199879   .0409653    -0.49   0.627    -.1014662    .0614904
       avtmt |  -.0021819    .003144    -0.69   0.490    -.0084352    .0040713
         pdc |  -.0176846   .0287924    -0.61   0.541    -.0749514    .0395823
        avri |   .0392595     .08647     0.45   0.651    -.1327258    .2112448
       avhhi |   .0000196   .0000236     0.83   0.409    -.0000273    .0000665
        poc0 |  -.0182638   .0313006    -0.58   0.561    -.0805194    .0439918
      avlemp |  -.0257163   .0112342    -2.29   0.025    -.0480607   -.0033718
        avtd |   -.028726   .0265449    -1.08   0.282    -.0815228    .0240708
       _cons |   .0944653   .0427932     2.21   0.030     .0093514    .1795793
------------------------------------------------------------------------------
However, when I try to add an interaction between CINO and a contingency variable (which in this case is the proportion of years in which the firm had an outsider CEO), things go haywire:

:
regress avsg i.cino##c.poc0 avten pcoo avtmt pdc avri avhhi avlemp avtd, vce(robust)

Linear regression                                      Number of obs =      94
                                                       F( 10,    82) =       .
                                                       Prob > F      =       .
                                                       R-squared     =  0.2264
                                                       Root MSE      =   .1151

------------------------------------------------------------------------------
             |               Robust
        avsg |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      1.cino |   .0462768   .0342008     1.35   0.180    -.0217593     .114313
        poc0 |  -.0182985   .0314439    -0.58   0.562    -.0808503    .0442534
             |
 cino#c.poc0 |
          1  |   .1641756   .2237474     0.73   0.465    -.2809293    .6092805
             |
       avten |   .0039453    .002788     1.42   0.161    -.0016009    .0094916
        pcoo |   -.020044   .0413273    -0.49   0.629    -.1022572    .0621691
       avtmt |  -.0020835   .0032113    -0.65   0.518    -.0084718    .0043049
         pdc |  -.0178229   .0290359    -0.61   0.541    -.0755844    .0399387
        avri |   .0341651    .090117     0.38   0.706    -.1451063    .2134365
       avhhi |     .00002   .0000237     0.84   0.402    -.0000272    .0000672
      avlemp |  -.0256099   .0113393    -2.26   0.027    -.0481673   -.0030525
        avtd |  -.0292053   .0268835    -1.09   0.281    -.0826851    .0242746
       _cons |   .0925489   .0446197     2.07   0.041     .0037862    .1813116
------------------------------------------------------------------------------
As you can see, the F value and Prov>F is missing. I tried mean centering poc0, but that produced similar results. Can someone please help me out with this? Thank you!

Best,
Mohsin




Viewing all articles
Browse latest Browse all 73256

Trending Articles



<script src="https://jsc.adskeeper.com/r/s/rssing.com.1596347.js" async> </script>