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st: Ologit: 1 Observation completely determined


From   "Rachna Prakash" <Rachna_Prakash@bus.emory.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Ologit: 1 Observation completely determined
Date   Mon, 12 Apr 2004 14:55:49 -0400

I am running Ordered Logit. The dataset has 63 observations and 15
indepedent variables (both continuous and discrete).  The dependent
variable can have upto 11 different categories. The regression output
gives me all the coefficients and standard errors. However, at the bottom
it also has the message: "1 observation completely determined. Standard
errors questionable." I am wondering what the problem is and what do I do
about it.
The stata output is given below:

Iteration 0:   log likelihood = -92.641813
Iteration 1:   log likelihood = -66.736876
Iteration 2:   log likelihood = -64.209856
Iteration 3:   log likelihood = -63.453725
Iteration 4:   log likelihood = -63.443017
Iteration 5:   log likelihood = -63.443005

Ordered logit estimates                           Number of obs   =
 63
                                                	  LR chi2(16)     =
58.40
                                                  	Prob > chi2     =
0.0000
Log likelihood = -63.443005                       Pseudo R2       =
0.3152

------------------------------------------------------------------------------
     rankrtg |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------------
      saffac |   .0350928   .0178187     1.97   0.049     .0001688
.0700167
        sale |   1.119154   .6425062     1.74   0.082    -.1401352
2.378443
         sec |  -.1102068   .3889417    -0.28   0.777    -.8725186
.652105
        cr21 |   .0305279   .0475921     0.64   0.521    -.0627509
.1238067
      fato21 |  -.0360065   .1269887    -0.28   0.777    -.2848999
.2128869
       ato21 |  -.1417399   .7478067    -0.19   0.850    -1.607414
1.323934
      rote21 |  -.0506792   .0762365    -0.66   0.506    -.2001001
.0987417
       roa21 |    .508321   .1503139     3.38   0.001     .2137112
.8029309
     invto21 |  -.0418474   .0748019    -0.56   0.576    -.1884564
.1047615
      arto21 |   .0129681   .0048992     2.65   0.008     .0033658
.0225704
   alyrperre |   .0122951   .0190002     0.65   0.518    -.0249447
.0495349
    allyrdiv |   .0000415   .0000156     2.66   0.008     .0000109
.000072
     oplev21 |   .8905895   2.286121     0.39   0.697    -3.590126
5.371305
       lev21 |   3.680201   1.675826     2.20   0.028     .3956416
6.96476
       ros21 |  -.0837651   .0386418    -2.17   0.030    -.1595017
-.0080285
          ex |  -.1628938   .3919536    -0.42   0.678    -.9311087
.605321
-------------+----------------------------------------------------------------
       _cut1 |   6.110627   2.889368          (Ancillary parameters)
       _cut2 |   9.053814   2.991929
       _cut3 |    11.5265   3.180239
       _cut4 |   13.89932   3.407926
------------------------------------------------------------------------------
note: 1 observation completely determined.  Standard errors questionable.

Any help would be greatly appreciated.

Thanks,
Rachna




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