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Re: st: FE model


From   Bayou Demeke <bayou_demeke@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: FE model
Date   Fri, 15 Oct 2004 11:56:19 -0700 (PDT)

If your these variables don't change over time the
within transformation will make those variables 0
through out your observations. I think that is what I
suspect.

Another possible explanation is the level of variation
in these variables over time. Examine the data.

Good luck

> 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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