Other than something is wrong with your model. I was running a series of variables today with income at close as the dependent variable and a series of predictors some interval, but most categorical. There are thousands of cases (about 400 of which are missing). I got the t values and the f values listed in the SAS output as infinite (the R square was 1). When I logged the dv (which I planned to anyway) and rerun it I got values for the t and f. I have no idea what causes this....

Seriously I did not notice that until a few moments ago. But I still don't know what is causing it or why logging the DV gets rid of the problem. Many of the variables in the model have tolerances beyond .97 - I have never read this can make the SE zero.

The r square is 1 so I assume I am getting perfect predictions. But I can't figure our how. I have thousands of cases and maybe 30 predictors. None looks problematic I can see.