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st: -regress- vs -logit- problem


From   Enrica Croda <croda@nicco.sscnet.ucla.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: -regress- vs -logit- problem
Date   Thu, 17 Apr 2003 14:42:57 -0700 (PDT)

Hello stata-listers:


I am puzzled by some regression results I obtained running -logit-,
and -regress- on the same data set with Stata7-special edition. I wonder if
someone out there has an explanation.

I have an unbalanced panel data set with 3033 observations on 605 elderly
households over 9 years (from 1990 to 1998), indexed by the variable UNITID.
In case it matters, I am studying the probability of independent living.


The dependent variable (HHindependent) is a binary indicator taking values 0
and 1. I have about 81%  1s and 18%   0s.

As preliminary analysis I just wanted to run some regression on the pooled
data set without taking full advantage of the panel nature of the data.

So I run
1) ordinary least square(linear probability model) regression using
-regress-

2) logit regression, using -logit-

on the same data, with the same list of explanatory variables: demographic
characteristics, income quartiles, year dummies, leaving out 1 year (91), s
tate dummies (I am using East German data-I am leaving out one state).


The puzzle I have comes from the fact that while the -regress- regressions
seem to run fine, while the -logit- regressions seem to have
"identification" problems (some coefficients are not estimated).


Does anybody have an idea of what may be going on?


I am reporting below the regression output for :
I  - regress
II - regress with cluster (UNITID)
III- logit
IV - logit with cluster (UNITID)


______________________REGRESS

. regress HHindependent `regvarsi3e' `yrdummies91all' `Estatesreg';

      Source |       SS       df       MS              Number of obs =    3033
-------------+------------------------------           F( 35,  2997) =   13.39
       Model |  64.2635048    35  1.83610014           Prob > F      =  0.0000
    Residual |  410.965641  2997  .137125673           R-squared     =  0.1352
-------------+------------------------------           Adj R-squared =  0.1251
       Total |  475.229146  3032  .156737845           Root MSE      =   .3703

------------------------------------------------------------------------------
HHindepend~t |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
       age10 |    1.72529   .2094201     8.24   0.000     1.314668    2.135911
     age10sq |  -12.10316   1.368259    -8.85   0.000    -14.78598   -9.420341
     unmarrf |  -.1571164    .023347    -6.73   0.000    -.2028941   -.1113386
     unmarrm |   .1998399   .0614865     3.25   0.001       .07928    .3203999
    REschool |    .006765   .0037162     1.82   0.069    -.0005216    .0140516
     working |   .0592516   .0267578     2.21   0.027     .0067862     .111717
    inc2ndqe |  -.0080573   .0199643    -0.40   0.687    -.0472024    .0310879
    inc3rdqe |   .0089798   .0228005     0.39   0.694    -.0357265    .0536861
    inc4thqe |   .0323398   .0277629     1.16   0.244    -.0220964    .0867761
    ihaskids |   -.274894   .0556804    -4.94   0.000    -.3840698   -.1657183
      inkids |  -.0052976   .0067411    -0.79   0.432    -.0185152    .0079201
  iageystkid |   .0717329    .011233     6.39   0.000     .0497077    .0937582
      inhosp |  -.0085191   .0254949    -0.33   0.738    -.0585084    .0414701
      hosday |   .0004757   .0006303     0.75   0.450    -.0007602    .0017115
         doc |  -.0000974   .0011585    -0.08   0.933     -.002369    .0021742
      HHsret |   .0228024   .0067669     3.37   0.001     .0095342    .0360705
    sincewid |   .0189887   .0075886     2.50   0.012     .0041093    .0338682
     Mtotinc |  -.0207275   .0269881    -0.77   0.443    -.0736446    .0321896
     Minhosp |   .1661974   .1676117     0.99   0.321    -.1624482    .4948429
     Mhosday |  -.3761677   .3756514    -1.00   0.317    -1.112728    .3603928
        Mdoc |  -.6482065   .3733892    -1.74   0.083    -1.380332    .0839185
       Mswid |   .1085138   .0241345     4.50   0.000      .061192    .1558355
        yr90 |   1.057486   .5310866     1.99   0.047     .0161551    2.098817
        yr92 |   .1504509   .1692793     0.89   0.374    -.1814646    .4823664
        yr93 |   1.004045   .5334925     1.88   0.060    -.0420033    2.050094
        yr94 |   .1325063   .1716881     0.77   0.440    -.2041322    .4691448
        yr95 |   .1200957   .1725592     0.70   0.487    -.2182508    .4584421
        yr96 |   .1203629   .1735264     0.69   0.488      -.21988    .4606059
        yr97 |   .1056407   .1746709     0.60   0.545    -.2368463    .4481278
        yr98 |   .0743477   .1750938     0.42   0.671    -.2689686    .4176639
EMeckenbur~a |   .0125316   .0359104     0.35   0.727    -.0578799    .0829431
EBrandenburg |  -.0470541   .0326402    -1.44   0.150    -.1110536    .0169454
ESaxonyAnh~t |  -.0184585   .0311472    -0.59   0.553    -.0795305    .0426135
  EThuringia |   -.058571   .0320749    -1.83   0.068     -.121462    .0043201
     ESaxony |  -.0343495   .0298691    -1.15   0.250    -.0929155    .0242165
       _cons |  -5.509123   .8089009    -6.81   0.000     -7.09518   -3.923066
------------------------------------------------------------------------------


______________________REGRESS WITH CLUSTER

. *w/ cluster;
. regress HHindependent `regvarsi3e' `yrdummies91all' `Estatesreg', cluster (UN
> ITID);

Regression with robust standard errors                 Number of obs =    3033
                                                       F( 34,   604) =       .
                                                       Prob > F      =       .
                                                       R-squared     =  0.1352
Number of clusters (UNITID) = 605                      Root MSE      =   .3703

------------------------------------------------------------------------------
             |               Robust
HHindepend~t |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
       age10 |    1.72529   .3918699     4.40   0.000     .9556968    2.494883
     age10sq |  -12.10316   2.584262    -4.68   0.000    -17.17839   -7.027933
     unmarrf |  -.1571164    .047807    -3.29   0.001    -.2510046   -.0632282
     unmarrm |   .1998399   .1246804     1.60   0.109    -.0450198    .4446996
    REschool |    .006765   .0069224     0.98   0.329      -.00683      .02036
     working |   .0592516   .0338047     1.75   0.080    -.0071374    .1256406
    inc2ndqe |  -.0080573   .0338754    -0.24   0.812    -.0745851    .0584706
    inc3rdqe |   .0089798   .0421138     0.21   0.831    -.0737275    .0916871
    inc4thqe |   .0323398   .0459495     0.70   0.482    -.0579003      .12258
    ihaskids |   -.274894   .1175637    -2.34   0.020    -.5057773   -.0440107
      inkids |  -.0052976   .0157426    -0.34   0.737    -.0362145    .0256194
  iageystkid |   .0717329   .0237222     3.02   0.003     .0251448     .118321
      inhosp |  -.0085191    .024372    -0.35   0.727    -.0563832    .0393449
      hosday |   .0004757   .0005144     0.92   0.355    -.0005345    .0014859
         doc |  -.0000974   .0012903    -0.08   0.940    -.0026315    .0024366
      HHsret |   .0228024   .0121241     1.88   0.060    -.0010081    .0466128
    sincewid |   .0189887   .0138289     1.37   0.170    -.0081699    .0461474
     Mtotinc |  -.0207275   .0361028    -0.57   0.566    -.0916297    .0501747
     Minhosp |   .1661974    .074863     2.22   0.027      .019174    .3132207
     Mhosday |  -.3761677   .1257164    -2.99   0.003     -.623062   -.1292734
        Mdoc |  -.6482065   .0929942    -6.97   0.000    -.8308378   -.4655752
       Mswid |   .1085138   .0582869     1.86   0.063    -.0059558    .2229833
        yr90 |   1.057486   .1727173     6.12   0.000     .7182869    1.396686
        yr93 |   1.004045   .1964445     5.11   0.000      .618248    1.389842
        yr94 |   .1325063   .0865059     1.53   0.126    -.0373826    .3023952
        yr95 |   .1200957   .0926225     1.30   0.195    -.0618056     .301997
        yr96 |   .1203629   .0993759     1.21   0.226    -.0748014    .3155272
        yr97 |   .1056407   .1061331     1.00   0.320    -.1027939    .3140754
        yr98 |   .0743477   .1137448     0.65   0.514    -.1490356    .2977309
EMeckenbur~a |   .0125316   .0722889     0.17   0.862    -.1294366    .1544998
EBrandenburg |  -.0470541   .0672328    -0.70   0.484    -.1790926    .0849844
ESaxonyAnh~t |  -.0184585   .0601576    -0.31   0.759     -.136602    .0996849
  EThuringia |   -.058571   .0668219    -0.88   0.381    -.1898025    .0726606
     ESaxony |  -.0343495   .0594099    -0.58   0.563    -.1510246    .0823256
       _cons |  -5.509123   1.464978    -3.76   0.000    -8.386191   -2.632054
------------------------------------------------------------------------------



______________________LOGIT

. logit HHindependent `regvarsi3e' `yrdummies91all' `Estatesreg';

Iteration 0:   log likelihood = -1494.4222
Iteration 1:   log likelihood = -1310.8318
Iteration 2:   log likelihood = -1295.8374
Iteration 3:   log likelihood = -1295.5631
Iteration 4:   log likelihood = -1295.5231
Iteration 5:   log likelihood = -1295.5088
Iteration 6:   log likelihood = -1295.5035
Iteration 7:   log likelihood = -1295.5016
Iteration 8:   log likelihood = -1295.5009
Iteration 9:   log likelihood = -1295.5007
Iteration 10:  log likelihood = -1295.5006
Iteration 11:  log likelihood = -1295.5005
Iteration 12:  log likelihood = -1295.5005
Iteration 13:  log likelihood = -1295.5005
Iteration 14:  log likelihood = -1295.5005
Iteration 15:  log likelihood = -1295.5005

Logit estimates                                   Number of obs   =       3033
                                                  LR chi2(35)     =     397.84
                                                  Prob > chi2     =     0.0000
Log likelihood = -1295.5005                       Pseudo R2       =     0.1331

------------------------------------------------------------------------------
HHindepend~t |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
       age10 |   9.825098   1.474932     6.66   0.000     6.934284    12.71591
     age10sq |   -68.8575   9.606791    -7.17   0.000    -87.68646   -50.02853
     unmarrf |  -1.103388   .1788826    -6.17   0.000    -1.453991   -.7527847
     unmarrm |   1.657784   .4979874     3.33   0.001     .6817468    2.633822
    REschool |   .0724962   .0353953     2.05   0.041     .0031227    .1418696
     working |   .4411615   .2267498     1.95   0.052      -.00326    .8855829
    inc2ndqe |  -.0919223   .1320087    -0.70   0.486    -.3506547    .1668101
    inc3rdqe |   .0288757   .1568815     0.18   0.854    -.2786063    .3363578
    inc4thqe |   .2958868   .2199417     1.35   0.179    -.1351911    .7269647
    ihaskids |  -2.227045   .4500639    -4.95   0.000    -3.109154   -1.344935
      inkids |  -.0282717   .0496574    -0.57   0.569    -.1255985     .069055
  iageystkid |   .5495892   .0880904     6.24   0.000     .3769352    .7222432
      inhosp |  -.0906316   .2093995    -0.43   0.665     -.501047    .3197839
      hosday |   .0052262   .0061117     0.86   0.392    -.0067524    .0172048
         doc |   .0018684   .0101601     0.18   0.854    -.0180451    .0217819
      HHsret |   .1578774   .0469897     3.36   0.001     .0657793    .2499756
    sincewid |   .1343867    .063823     2.11   0.035      .009296    .2594775
     Mtotinc |  -.1558351   .1971134    -0.79   0.429    -.5421703    .2305001
     Minhosp |   15.10439   5.617058     2.69   0.007     4.095156    26.11362
     Mhosday |  -15.80332   3078.857    -0.01   0.996    -6050.253    6018.646
        Mdoc |   -17.5004   3078.857    -0.01   0.995     -6051.95    6016.949
       Mswid |   .6820572   .1757825     3.88   0.000     .3375299    1.026584
        yr90 |   33.53294   .2442489   137.29   0.000     33.05423    34.01166
        yr92 |   14.94642   5.605924     2.67   0.008     3.959011    25.93383
        yr93 |   33.14143          .        .       .            .           .
        yr94 |   14.82122   5.594651     2.65   0.008     3.855907    25.78653
        yr95 |   14.74335   5.589532     2.64   0.008     3.788069    25.69863
        yr96 |   14.76784   5.580191     2.65   0.008     3.830867    25.70481
        yr97 |   14.68051   5.577395     2.63   0.008     3.749016      25.612
        yr98 |   14.46161    5.56966     2.60   0.009     3.545275    25.37794
EMeckenbur~a |   .0067768   .3069741     0.02   0.982    -.5948814    .6084349
EBrandenburg |  -.3790279   .2695437    -1.41   0.160    -.9073238    .1492679
ESaxonyAnh~t |  -.1671577    .266444    -0.63   0.530    -.6893783     .355063
  EThuringia |  -.5327646   .2672993    -1.99   0.046    -1.056662   -.0088677
     ESaxony |  -.3208551   .2549864    -1.26   0.208    -.8206193     .178909
       _cons |  -48.69204          .        .       .            .           .
------------------------------------------------------------------------------


______________________LOGIT WITH CLUSTER

. logit HHindependent `regvarsi3e' `yrdummies91all' `Estatesreg', cluster (UNIT
> ID);

Iteration 0:   log likelihood = -1494.4222
Iteration 1:   log likelihood = -1310.8318
Iteration 2:   log likelihood = -1295.8374
Iteration 3:   log likelihood = -1295.5631
Iteration 4:   log likelihood = -1295.5231
Iteration 5:   log likelihood = -1295.5088
Iteration 6:   log likelihood = -1295.5035
Iteration 7:   log likelihood = -1295.5016
Iteration 8:   log likelihood = -1295.5009
Iteration 9:   log likelihood = -1295.5007
Iteration 10:  log likelihood = -1295.5006
Iteration 11:  log likelihood = -1295.5005
Iteration 12:  log likelihood = -1295.5005
Iteration 13:  log likelihood = -1295.5005
Iteration 14:  log likelihood = -1295.5005
Iteration 15:  log likelihood = -1295.5005

Logit estimates                                   Number of obs   =       3033
                                                  Wald chi2(32)   =          .
                                                  Prob > chi2     =          .
Log likelihood = -1295.5005                       Pseudo R2       =     0.1331

                           (standard errors adjusted for clustering on UNITID)
------------------------------------------------------------------------------
             |               Robust
HHindepend~t |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
       age10 |   9.825098   2.572489     3.82   0.000     4.783112    14.86708
     age10sq |   -68.8575   16.77575    -4.10   0.000    -101.7374   -35.97763
     unmarrf |  -1.103388   .3637325    -3.03   0.002    -1.816291   -.3904855
     unmarrm |   1.657784   1.076365     1.54   0.124     -.451852     3.76742
    REschool |   .0724962   .0813161     0.89   0.373    -.0868805    .2318728
     working |   .4411615   .3172762     1.39   0.164    -.1806884    1.063011
    inc2ndqe |  -.0919223   .2001677    -0.46   0.646    -.4842437    .3003991
    inc3rdqe |   .0288757   .2644937     0.11   0.913    -.4895224    .5472739
    inc4thqe |   .2958868   .3632515     0.81   0.415     -.416073    1.007847
    ihaskids |  -2.227045   .9968293    -2.23   0.025    -4.180794   -.2732949
      inkids |  -.0282717    .113625    -0.25   0.804    -.2509726    .1944292
  iageystkid |   .5495892   .1870421     2.94   0.003     .1829935    .9161849
      inhosp |  -.0906316   .2123915    -0.43   0.670    -.5069112     .325648
      hosday |   .0052262   .0062152     0.84   0.400    -.0069554    .0174078
         doc |   .0018684   .0133519     0.14   0.889    -.0243009    .0280377
      HHsret |   .1578774   .0775546     2.04   0.042     .0058733    .3098816
    sincewid |   .1343867   .1248643     1.08   0.282    -.1103429    .3791164
     Mtotinc |  -.1558351   .2569348    -0.61   0.544    -.6594181    .3477479
     Minhosp |   15.10439   9.753298     1.55   0.121    -4.011726     34.2205
     Mhosday |  -15.80332          .        .       .            .           .
        Mdoc |   -17.5004   .4866639   -35.96   0.000    -18.45424   -16.54656
       Mswid |   .6820572   .4135305     1.65   0.099    -.1284478    1.492562
        yr90 |   33.53294   .2590115   129.47   0.000     33.02529     34.0406
        yr92 |   14.94642   9.745674     1.53   0.125    -4.154751    34.04759
        yr93 |   33.14143          .        .       .            .           .
        yr94 |   14.82122   9.732182     1.52   0.128    -4.253505    33.89595
        yr95 |   14.74335   9.717325     1.52   0.129    -4.302257    33.78896
        yr96 |   14.76784   9.700585     1.52   0.128    -4.244956    33.78064
        yr97 |   14.68051   9.707253     1.51   0.130    -4.345357    33.70638
        yr98 |   14.46161   9.689107     1.49   0.136    -4.528694    33.45191
EMeckenbur~a |   .0067768   .7102018     0.01   0.992    -1.385193    1.398747
EBrandenburg |  -.3790279   .6026149    -0.63   0.529    -1.560131    .8020756
ESaxonyAnh~t |  -.1671577   .5941251    -0.28   0.778    -1.331622    .9973062
  EThuringia |  -.5327646   .6107117    -0.87   0.383    -1.729738    .6642083
     ESaxony |  -.3208551   .5773546    -0.56   0.578    -1.452449    .8107391
       _cons |  -48.69204          .        .       .            .           .
------------------------------------------------------------------------------




----------------------------------------------------------------------

Thank you very much in advance for any help you can give me,

Enrica Croda


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