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st: FE model


From   "Do, Phoenix" <phoenix@rand.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: FE model
Date   Fri, 15 Oct 2004 10:24:20 -0700

I am running a fixed effect survival model and am having a couple of unexpected results. 

1. STATA drops several of the FE variables, indicating collinearity. I'm not sure how this is the case, given that the fixed effect variables, vsa2, are area dummies generated from the xi command. The minimum number of observation in an area is 130 and there are 1000 "areas".
2. Quite a few of the FE dummies have "missing" upper bounds for the confidence interval. Should I be worried about this?


Below is an excerpt from the log file. I appreciate any suggestions and insights you can give.



. xi: streg frmrsmokr crrntsmokr drink12peryr_90  lttlstress1yr medstress1yr alotstress1yr exercise $racegroup $indiv_contrl i.vsa2, dis(gompertz) fr(gamma)

	note: _Ivsa2_58 dropped due to collinearity
	note: _Ivsa2_197 dropped due to collinearity 
	note: _Ivsa2_348 dropped due to collinearity 
	note: _Ivsa2_426 dropped due to collinearity 
	note: _Ivsa2_469 dropped due to collinearity
	note: _Ivsa2_510 dropped due to collinearity


	No. of subjects =         5537                     Number of obs   =      5537
	No. of failures =          150
	Time at risk    =       487048
	                                                   LR chi2(1018)   =    815.22
	Log likelihood  =   -392.14229                     Prob > chi2     =    1.0000

	------------------------------------------------------------------------------
	          _t | Haz. Ratio   Std. Err.      z    P>|z|     [95% Conf. Interval]
	-------------+----------------------------------------------------------------
	   frmrsmokr |   1.877704     .56903     2.08   0.038      1.03675    3.400792
	  crrntsmokr |   3.235288   .9527995     3.99   0.000     1.816486    5.762271
	drink12pe~90 |    1.72386   .5578645     1.68   0.092     .9142004    3.250591

	********
	  _Ivsa2_984 |   2.27e+10   3.87e+10    13.96   0.000     7.97e+08    6.44e+11
	  _Ivsa2_985 |   .0001834   1353.748    -0.00   1.000            0           .
	  _Ivsa2_986 |   1.03e+09   1.78e+09    12.06   0.000     3.54e+07    3.02e+10
	  _Ivsa2_998 |   .0001937   1403.955    -0.00   1.000            0           .
	  _Ivsa2_999 |   .0021168   12262.63    -0.00   1.000            0           .
	 _Ivsa2_1000 |   .0004532   2977.283    -0.00   1.000            0           .
	-------------+----------------------------------------------------------------
	       gamma |   .0189637   .0034703     5.46   0.000      .012162    .0257654
	     /ln_the |   -14.6198    426.525    -0.03   0.973    -850.5934    821.3538
	-------------+----------------------------------------------------------------
	       theta |   4.47e-07   .0001908                             0           .
	------------------------------------------------------------------------------
Likelihood-ratio test of theta=0: chibar2(01) =     0.00 Prob>=chibar2 = 1.000



Thanks, 

Phoenix

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