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st: Re: Why does STATA drop observations with MLE (logit/probit)?


From   "Scott Merryman" <merryman@icehouse.net>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Why does STATA drop observations with MLE (logit/probit)?
Date   Mon, 15 Jul 2002 17:38:47 -0600

Because the model is underidentified.  See [R] logit, model identification,
pages 252 - 257.

Scott Merryman

----- Original Message -----
From: "Benjamin Highton" <bhighton@ucdavis.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, July 15, 2002 2:53 PM
Subject: st: Why does STATA drop observations with MLE (logit/probit)?


> Hi all,
>
> I have a binary outcome variable (y) that I am modeling as a function of
> two independent variables (x1 and x2).  x2 is also binary (0/1).  The
> question I have relates to the fact that for all observations where the
> value of x2=1, the value of y=1.  (When x2=0, y=0 for some observations
> and y=1 for others).  When I attempt to estimate a logit model (logit y x1
x2),
> STATA drops the observations where x2=1 and estimates the model for the
> other observations.  Specifically, the output says the following:
>      note: x2~=0 predicts success perfectly
>            x2 dropped and 36 obs not used
> The same thing happens with a probit model (probit y x1 x2).  If willing
> to violate assumptions, I can use OLS (regress y x1 x2) and keep all the
> observations.  Can someone explain to me why STATA drops the observations
> when I use logit or probit?  Thanks, in advance.  --Ben
>
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