Dear Statalist,

I am having an balanced panel data set (banks profitability determinants factors) and using Fixed Effects with time dummy (after using testparm command). I run the multiple regression using streg command as follows,

.xtreg ROAA SIZE CCAR LATA DPTA CRCO COIN REVD i.Year, fe

Outcome is ok with F(13,47) = 49.77, and Prob > F = 0.0000. However, I added robust after fe to control heteroscedasticity.

.xtreg ROAA SIZE CCAR LATA DPTA CRCO COIN REVD i.Year, fe

The outcome does not indicate the F-Statistics and and Prob value. Refer the outcome as follows,

Fixed-effects (within) regression Number of obs = 70
Group variable: ComCode Number of groups = 10

R-sq: within = 0.9323 Obs per group: min = 7
between = 0.5450 avg = 7.0
overall = 0.5168 max = 7

F(9,9) = .
corr(u_i, Xb) = -0.8828 Prob > F = .

(Std. Err. adjusted for 10 clusters in ComCode)
------------------------------------------------------------------------------
| Robust
ROAA | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
SIZE | .9354233 .1792884 5.22 0.001 .5298448 1.341002
CCAR | .0338517 .0135996 2.49 0.034 .0030872 .0646162
LATA | .0101302 .0117428 0.86 0.411 -.0164338 .0366942
DPTA | .0046298 .0092143 0.50 0.627 -.0162145 .025474
CRCO | -.5315502 .0427412 -12.44 0.000 -.6282376 -.4348629
COIN | -.0661699 .0093161 -7.10 0.000 -.0872443 -.0450955
REVD | .5407771 .0805341 6.71 0.000 .3585963 .7229578
|
Year |
2012 | -.2612143 .0972922 -2.68 0.025 -.4813045 -.0411242
2013 | -.4931095 .1163411 -4.24 0.002 -.7562913 -.2299277
2014 | -.8438651 .1134289 -7.44 0.000 -1.100459 -.5872712
2015 | -.971674 .1276638 -7.61 0.000 -1.26047 -.6828784
2016 | -1.201661 .1439492 -8.35 0.000 -1.527296 -.8760251
2017 | -1.502331 .2238174 -6.71 0.000 -2.008641 -.9960207
|
_cons | -14.11403 4.528691 -3.12 0.012 -24.35864 -3.86942
-------------+----------------------------------------------------------------
sigma_u | 1.0880954
sigma_e | .17499072
rho | .97478806 (fraction of variance due to u_i)
------------------------------------------------------------------------------

Why I am not getting F-Statistics and and Prob value after using robust command ?