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st: regress w/ robust


From   "Danielle H. Ferry" <dferry@nber.org>
To   StataList <statalist@hsphsun2.harvard.edu>
Subject   st: regress w/ robust
Date   Fri, 21 Feb 2003 12:35:25 -0500

This is possibly too specific of a question, but here goes:

I am running a regression of log of abortions on selected dependent
variables which include a series of 2-way & 3-way interactions. Afterwards,
I test linear combinations using lincom. When including the last 2 3-way
interactions & specifying the robust option only, lincom spits out the
following error: MATRIX NOT POSITIVE DEFINATE. I can see no reason why this
should occur. I can manually compute the lincom estimate that should result
using SE's & the variance/covariance matrix. This problem does not occur if
I use both robust & cluster as options or if I use neither robust nor
cluster. Does anyone have ideas?

LINCOM FAILS:
xi3: reg abrtLn i.parity*waiver i.parity*tanf ueRate_cur ueRate_lag1 maxAfdc
    i.state*ttrend1 i.state*ttrend2 popnLn*ttrend1 popnLn*ttrend2
    i.parity*popnLn i.state*popnLn*ttrend1 i.state*popnLn*ttrend2
    [aw=abrtTot] if cell==1, robust

LINCOM WORKS:
xi3: reg abrtLn i.parity*waiver i.parity*tanf ueRate_cur ueRate_lag1 maxAfdc
    i.state*ttrend1 i.state*ttrend2 popnLn*ttrend1 popnLn*ttrend2
    i.parity*popnLn
    [aw=abrtTot] if cell==1, robust;

-- 
Danielle H. Ferry



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