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Interaction terms on robust standard errors result in no F-stat and p-value
Interaction terms on robust standard errors result in no F-stat and p-value

Hi all,
I am currently experiencing some difficulties with my model, and I hope you will be able to help me.

When I'm running my regression I get no F-stat and p-value output. The problem is occurring when I'm including dummy variables (in order to treat missing values, MIM), robust SE (to fulfill MLR. 5, Homoscedasticity), and several interaction terms (included in order to achieve linearity in parameters, RESET test) to my regression. (actually also only when running my regression with interaction terms and the robust SE).

Do you have any apparent explanation for why I do not get any F-stat and p-value output?

Thanks in advance.

Best regards,
Marcus Frellsen.

BJ Data Tech Solution

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