[em17]

Are any standard errors missing?

    If any standard errors are reported as dots, something is wrong with your model:  one or more coefficients could not be estimated in the normal statistical sense.  You need to address that problem and ignore the rest of this discussion.


Are you using bootstrap or jackknife?

    The VCE you have just estimated is not of sufficient rank to perform the model test.  This is most likely due to not having enough replications.

    The bootstrap command has a reps(#) option, and if # is less than the number of coefficients in the model, the VCE will have insufficient rank.  The solution is to rerun bootstrap with a much larger number of replications.

    The jackknife command estimates the VCE by refitting the model for each observation in the dataset, leaving the associated observation out of the estimation sample each time.  As with the conventional variance estimator, the VCE will be singular if
    the number of observations is less than the number of parameters.  See the following discussion if you supplied the cluster() option to jackknife.


Are you using a svy estimator or did you specify the vce(cluster clustvar) option?

    The VCE you have just estimated is not of sufficient rank to perform the model test.  As discussed in [R] test, the model test with clustered or survey data is distributed as F(k,d-k+1) or chi2(k), where k is the number of constraints and d=number
    of clusters or d=number of PSUs minus the number of strata.  Because the rank of the VCE is at most d and the model test reserves 1 degree of freedom for the constant, at most d-1 constraints can be tested, so k must be less than d.  The model that
    you just fit does not meet this requirement.

    To simplify the remaining discussion, let's consider the case of clustered data.  This discussion applies to survey estimation in general by substituting, "PSUs - strata" for "clusters".

    There is no mechanical problem with your model, but you need to consider carefully whether any of the reported standard errors mean anything.  The theory that justifies the standard error calculation is asymptotic in the number of clusters, and we
    have just established that you are estimating at least as many parameters as you have clusters.

    That concern aside, the model test statistic issue is that you cannot simultaneously test that all coefficients are zero because there is not enough information.  You could test a subset, but not all, and so Stata refuses to report the overall model
    test statistic.

    Here note the degrees of freedom reported for the chi2 or F.  You might see chi2(6) or F(6, 5).  If you were to count the number of coefficients that would be constrained to 0 in a model test in this case, you would find that number to be greater
    than 6.  You could find out what that number is by reestimating the model parameters without the vce(robust) and vce(cluster clustvar) options (or, for the survey commands, using the corresponding non-svy estimator).  In any case, the 6 reported is
    the maximum number of coefficients that could be simultaneously tested.


Is there a regressor that is nonzero for only 1 observation or for one cluster?

    The VCE you have just estimated is not of sufficient rank to perform the model test.  This can happen if there is a variable in your model that is nonzero for only 1 observation in the estimation sample.  Likewise, it can happen if a variable is
    nonzero for only one cluster when using the cluster-robust VCE.  In such cases the derivative of the sum-of-squares or likelihood function with respect to that variable's parameter is zero for all observations.  That implies that the
    outer-product-of-gradients (OPG) variance matrix is singular.  Because the OPG variance matrix is used in computing the robust variance matrix, the latter is therefore singular as well.

再补充一点，也有可能是自由度不够，即聚类组数量必须大于方程自变量数量。

感谢！

那请问ｆ值缺失的模型回归结果可以用吗。如果两个主检验方程，可以一个cluster，一个不cluster吗

我也想问这个问题 您知道了吗 F为蓝色，缺失的回归结果可以用在论文里吗？