I tried to suppress the constant in a regression, the coefficient is correct but the standard error appears to be way off. Here is an example:


Code:
reg mpg g1
mpg Coef. Std. Err. t P>t [95% Conf. Interval]
g1 -.2985075 4.240777 -0.07 0.944 -8.763134 8.166119
_cons 21.29851 .7219978 29.50 0.000 19.85739 22.73962

Code:
reg mpg g1, nocon
mpg Coef. Std. Err. t P>t [95% Conf. Interval]
g1 21 15.51399 1.35 0.180 -9.957681 51.95768

Why causes the difference in SE? And how to get a correct SE while suppressing the constant?

Thanks!