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From |
Mark Schaffer <M.E.Schaffer@hw.ac.uk> |

To |
statalist@hsphsun2.harvard.edu, Tobias Hofmann <thofmann@uni-hd.de> |

Subject |
RE: st: Fixed-effects and the ordered logit/probit model |

Date |
Mon, 06 Sep 2004 15:51:50 +0100 (BST) |

Tobias, Quoting Tobias Hofmann <thofmann@uni-hd.de>: > Dear all, > > This is a small "update" to the problem I posted before. > > Using a different ordered categorical dependent variable, Stata 8.2 > doesn't > tell me that the "outcome does not vary" this time. However, the > output is > as mysterious as before. Besides, -search r(2000)- is not > particularly > instructive. > > . rfprobit y2 x1 x2, i(country) -rfprobit- is a user-written random-effects probit, so it isn't making use of the ordering. Is this what you intended? If so, you might want to try -xtprobit-, which is the official Stata random-effect probit routine. --Mark > > Constant-only model > rho = 0.0 Log Likelihood = -115.33963 > rho = 0.1 Log Likelihood ~ -71.47475 > rho = 0.2 Log Likelihood ~ -53.679395 > rho = 0.3 Log Likelihood ~ -43.642044 > rho = 0.4 Log Likelihood ~ -37.060202 > rho = 0.5 Log Likelihood ~ -31.396172 > rho = 0.6 Log Likelihood ~ -25.898749 > rho = 0.7 Log Likelihood ~ -21.31849 > rho = 0.8 Log Likelihood ~ -18.051591 > rho = 0.9 Log Likelihood ~ -15.209674 > Iteration 0: Log Likelihood = -15.209674 > (nonconcave function encountered) > rho >= 1, set to rho = 0.99 > rho >= 1, set to rho = 0.99 > rho >= 1, set to rho = 0.99 > Iteration 1: Log Likelihood = -10.397214 > (nonconcave function encountered) > no observations > r(2000); > > Does anyone have an idea? > > Yours, > Tobias > > PS: If this question (or the last one) is utterly stupid, please > tell me! > ;-] > > -----Original Message----- > From: Tobias Hofmann > Sent: Monday, September 06, 2004 4:53 PM > To: 'statalist@hsphsun2.harvard.edu' > Subject: RE: st: Fixed-effects and the ordered logit/probit model > > Dear Statalisters, > > Having read Marc's quick response to Eric's question, I just wanted > to give > those two commands (-reoprob- and -gllamm-) a try. However, the > (non-existent) results were rather disappointing. Running -reoprob- > Stata > 8.2 told me "outcome does not vary" and running -gllamm- Stata has > not even > bother to tell me anything within the last 25 minutes. What could be > the > reasons for these strange results? > > Thanks for your help, > Tobias > > PS: The model consists of one dependent variable with 3 different > values (1, > 2 and 3), two continuous independent variables, 15 countries and 20 > years. > > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > Sent: Monday, September 06, 2004 3:33 PM > To: statalist@hsphsun2.harvard.edu; Eric Neumayer > Subject: Re: st: Fixed-effects and the ordered logit/probit model > > Eric, > > Quoting Eric Neumayer <e.neumayer@lse.ac.uk>: > > > Hi, > > > > the statistic for computing an ordered logit/probit model with > fixed > > effects is extremely complex, which is why Stata has no routine > such > > as xtoprobit or xtologit, right? So, how would one interpret the > > > results if someone were to introduce country dummies in an oprobit > > > model to estimate the following? > > > > xi: oprobit y x i.country > > > > This came up on Statalist about a year ago, and generated a thread > which > included a very informative response from Bill Gould, Vince Wiggins > and > David Drukker: > > http://www.stata.com/statalist/archive/2003-09/msg00103.html > > The bottom line is that the estimator isn't consistent, and if you > use it > you'll probably get "awful" results. As others in the thread > pointed out, > the most appealing alternative is probably random effects ordered > probit > using -reoprob- or -gllamm-. > > Cheers, > Mark > > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > Prof. Mark Schaffer Director, CERT Department of Economics School of Management & Languages Heriot-Watt University, Edinburgh EH14 4AS tel +44-131-451-3494 / fax +44-131-451-3008 email: m.e.schaffer@hw.ac.uk web: http://www.sml.hw.ac.uk/ecomes ________________________________________________________________ DISCLAIMER: This e-mail and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom it is addressed. If you are not the intended recipient you are prohibited from using any of the information contained in this e-mail. In such a case, please destroy all copies in your possession and notify the sender by reply e-mail. Heriot Watt University does not accept liability or responsibility for changes made to this e-mail after it was sent, or for viruses transmitted through this e-mail. Opinions, comments, conclusions and other information in this e-mail that do not relate to the official business of Heriot Watt University are not endorsed by it. ________________________________________________________________ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: Fixed-effects and the ordered logit/probit model***From:*"Tobias Hofmann" <thofmann@uni-hd.de>

**References**:**RE: st: Fixed-effects and the ordered logit/probit model***From:*"Tobias Hofmann" <thofmann@uni-hd.de>

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