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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 > > -------------------- > > This email message is for the sole use of the > intended recipient(s) and > may contain privileged information. Any unauthorized > review, use, > disclosure or distribution is prohibited. If you are > not the intended > recipient, please contact the sender by reply email > and destroy all copies > of the original message. > > > > * > * 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/ > _______________________________ Do you Yahoo!? Declare Yourself - Register online to vote today! http://vote.yahoo.com * * 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/

**References**:**st: FE model***From:*"Do, Phoenix" <phoenix@rand.org>

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