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Re: st: RE: ivprob and collinearity


From   Patricia Sourdin <patricia.sourdin@adelaide.edu.au>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: ivprob and collinearity
Date   Tue, 14 Sep 2004 15:23:05 +0930

Thanks Mark, I am working on that now but it's proving to be quite a
large task.

Mark Schaffer wrote:
> 
> Patricia,
> 
> There is a -collinear- option for -ml- that would stop collinear
> variables from being dropped, but I can't see how to get -probit- to
> take it.
> 
> The alternative is either to remove collinear variables by hand
> before you estimate, or add a line early on in -ivprob- that removed
> the collinear variables from `exog'.  Something like
> 
> _rmcoll `exog' if `touse'
> local `exog' `r(varlist)'
> 
> might work.
> 
> Hope this helps.
> 
> --Mark
> 
> Date sent:              Thu,  9 Sep 2004 19:38:48 +0930
> From:                   Patricia Sourdin <patricia.sourdin@adelaide.edu.au>
> To:                     statalist@hsphsun2.harvard.edu
> Subject:                Re: st: RE: ivprob and collinearity
> Send reply to:          statalist@hsphsun2.harvard.edu
> 
> > Thanks Nick - you are quite right.  However, there seemed to be no outcome.  I
> > have emailed Joe Harkness and will wait for his reply. If you can help in the
> > meantime...
> > thanks
> > Patricia
> >
> > Quoting Nick Cox <n.j.cox@durham.ac.uk>:
> >
> > > I think this has been discussed previously on Statalist.
> > > I can't recall the outcome but you could try searching
> > > the archives.
> > >
> > > Nick
> > > n.j.cox@durham.ac.uk
> > >
> > > Patricia Sourdin
> > >
> > > > I have a query on the ivprob command.
> > > > After having set trace on I discovered where I got the
> > > > conformability error
> > > > message - it is after the last line of this bit of program
> > > >
> > > >
> > > > /* get lee model estimates */
> > > > cap estimates drop lastpbt
> > > > probit `depvar' `fitted' `exog'  if `touse'
> > > > matrix tmp = get(_b)
> > > > matrix beta=tmp[1,1..`nendog']
> > > > matrix means=get(mns)
> > > > matrix colnames means = `endog' `exog' _cons
> > > >
> > > > The probit part of the command automatically excludes
> > > > collinear variables and
> > > > therefore the 'exog' list and the list of regressors are
> > > > different so that
> > > > when stata tries to assign column names - there are less
> > > > columns than names in
> > > > the varlist.
> > > >
> > > > Presumably this problem will reoccur at later stages of the program.
> > > > Can anyone suggest a simple way of amending this program to
> > > > deal with this
> > > > problem? My programming skills are not so great.
> > >
> > > *
> > > *   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/
> > >
> >
> >
> > *
> > *   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 E. Schaffer
> Director
> Centre for Economic Reform and Transformation
> Department of Economics
> School of Management & Languages
> Heriot-Watt University, Edinburgh EH14 4AS  UK
> 44-131-451-3494 direct
> 44-131-451-3008 fax
> 44-131-451-3485 CERT administrator
> http://www.som.hw.ac.uk/cert
> 
> *
> *   For searches and help try:
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> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/

-- 
Patricia Sourdin
School of Economics
Adelaide University, AUSTRALIA 5005
Ph    : +61 8 8303 6006
Fax   : +61 8 8223 1460
e-mail: patricia.sourdin@adelaide.edu.au
CRICOS Provider Code: 00123M

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