Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: xtlogit


From   "Maria Montez" <montez@bu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: xtlogit
Date   Wed, 9 Mar 2005 13:13:10 -0500

Hi!

I've run a random effects model using xtlogit (attaching output below) and I
have two questions:

1) what does the note at the end of the output "77 completely determined
panels" means?
2) How are sigma_u and rho estimated and what could be the reasons to not
get an estimate?

I can give more details about what I'm trying to do if necessary.

Does anyone can help me?

Thanks, Maria



*** DIABETES SAMPLE - RANDOM EFFECTS MODEL ***
*** y = hgba1c9 ***


Fitting comparison model:

Iteration 0:   log likelihood = -131797.67
Iteration 1:   log likelihood = -123002.37
Iteration 2:   log likelihood = -121656.66
Iteration 3:   log likelihood = -121497.99
Iteration 4:   log likelihood = -121487.96
Iteration 5:   log likelihood = -121487.89

Fitting full model:

tau =  0.0     log likelihood = -74262.589
tau =  0.1     log likelihood = -73836.934
tau =  0.2     log likelihood = -73857.655
Iteration 0:   log likelihood = -73836.934
Iteration 1:   log likelihood = -73796.633
Iteration 2:   log likelihood = -73795.417
Iteration 3:   log likelihood =  -73792.73
Iteration 4:   log likelihood =   -73792.3
Iteration 5:   log likelihood = -73792.289
Iteration 6:   log likelihood = -73792.284
Iteration 7:   log likelihood = -73792.283
Iteration 8:   log likelihood = -73792.282
Iteration 9:   log likelihood = -73792.282
Iteration 10:  log likelihood = -73792.282
Iteration 11:  log likelihood = -73792.282
Iteration 12:  log likelihood = -73792.282
Iteration 13:  log likelihood = -73792.282

Random-effects logistic regression              Number of obs      =
311483
Group variable (i): staid                       Number of groups   =
115

Random effects u_i ~ Gaussian                   Obs per group: min =
91
                                                               avg =
2708.5
                                                               max =
9808

                                                Wald chi2(55)      =
2313.64
Log likelihood  = -73792.282                    Prob > chi2        =
0.0000

----------------------------------------------------------------------------
--
     hgba1c9 |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
          x1 |   .4095555   .2647175     1.55   0.122    -.1092812
.9283923
          x2 |   .8575154   .2405756     3.56   0.000     .3859958
1.329035
          x3 |   .9227785    .249242     3.70   0.000      .434273
1.411284
          x4 |   1.850136   .2372968     7.80   0.000     1.385042
2.315229
          x6 |   .1202333   .1749468     0.69   0.492    -.2226561
.4631227
          x7 |   .4944136   .1636488     3.02   0.003     .1736678
.8151594
          x8 |   .9123179   .1643273     5.55   0.000     .5902424
1.234393
          x9 |   1.488383   .1643935     9.05   0.000     1.166178
1.810588
         x10 |   1.801438   .1662771    10.83   0.000     1.475541
2.127336
         x11 |   1.876004    .226228     8.29   0.000     1.432605
2.319402
         rx1 |  -.5251783   .1217281    -4.31
0.000     -.763761   -.2865956
         rx2 |   .1929372   .1426307     1.35   0.176    -.0866139
.4724883
         rx3 |   .3215887   .3714401     0.87   0.387    -.4064206
1.049598
         rx4 |   .2155295   .0412654     5.22   0.000     .1346508
.2964082
         rx5 |   .0012255   .0356784     0.03   0.973    -.0687029
.0711539
         rx6 |   .0614766   .1477673     0.42   0.677    -.2281419
.3510952
         rx7 |  -.1446971   .0343055    -4.22
0.000    -.2119347   -.0774595
         rx8 |    .068277   .0499882     1.37   0.172     -.029698
.166252
         rx9 |  -.1511646   .0331805    -4.56
0.000    -.2161972   -.0861321
        rx10 |  -2.545313   .1208503   -21.06
0.000    -2.782175   -2.308451
        rx11 |   .1691492    .064368     2.63   0.009     .0429901
.2953082
        rx12 |   .0285288   .0296052     0.96   0.335    -.0294963
.0865539
        rx13 |  -.0571482    .054355    -1.05   0.293     -.163682
.0493855
        rx14 |   .4092857    .061093     6.70   0.000     .2895456
.5290257
        rx15 |    .092205    .029328     3.14   0.002     .0347231
.1496868
        rx16 |  -.0152861   .0285844    -0.53   0.593    -.0713104
.0407383
        rx17 |   .1382342   .0317605     4.35   0.000     .0759849
.2004836
        rx18 |   .2646325   .1921235     1.38   0.168    -.1119227
.6411877
        rx19 |   .0665179   .1145922     0.58   0.562    -.1580786
.2911144
        rx20 |   .0296266   .1027942     0.29   0.773    -.1718463
.2310994
        rx21 |  -.0302635   .0329081    -0.92   0.358    -.0947622
.0342352
        rx22 |   .1005101   .0298979     3.36   0.001     .0419112
.159109
        rx23 |   .2278936   .1408835     1.62   0.106     -.048233
.5040202
        rx24 |  -.0456085   .0606942    -0.75   0.452    -.1645669
.07335
        rx25 |  -.0879215   .1501958    -0.59   0.558    -.3822998
.2064567
        rx26 |  -.0006371   .0693361    -0.01   0.993    -.1365334
.1352593
        rx27 |   .0527215     .05436     0.97   0.332    -.0538222
.1592651
        rx28 |   .6377151   .2416082     2.64   0.008     .1641717
1.111259
        rx29 |    .385037   .3142417     1.23   0.220    -.2308653
1.000939
        rx30 |  -.0506109   .2923023    -0.17   0.863    -.6235129
.5222911
        rx31 |  -.0631594   .1790045    -0.35   0.724    -.4140018
.2876829
        rx32 |  -.2353477   .1133175    -2.08
0.038     -.457446   -.0132494
        rx33 |  -.1748339   .1467742    -1.19   0.234     -.462506
.1128382
        rx34 |    .028737   .1449877     0.20   0.843    -.2554337
.3129077
        rx35 |  -.0856954   .1072664    -0.80   0.424    -.2959337
.1245429
        rx36 |  -.1454762   .1151164    -1.26   0.206    -.3711001
.0801478
        rx37 |   .9837945   .4758569     2.07   0.039     .0511321
1.916457
        rx38 |  -.0018089   .1557161    -0.01   0.991    -.3070068
.3033891
        rx39 |   .2824577   .0375618     7.52   0.000      .208838
.3560774
        rx40 |   .0757041   .0897952     0.84   0.399    -.1002912
.2516994
        rx41 |  -.4201644   .0426451    -9.85
0.000    -.5037472   -.3365816
        rx42 |  -.0232888   .0332755    -0.70   0.484    -.0885075
.0419299
        rx43 |   .0358268   .0606471     0.59   0.555    -.0830394
.1546929
        rx44 |   .3013726   .1822789     1.65   0.098    -.0558874
.6586327
        rx45 |    .209898   .0391102     5.37   0.000     .1332433
.2865526
       _cons |   3.178485   .2061934    15.42   0.000     2.774354
3.582617
-------------+--------------------------------------------------------------
--
    /lnsig2u |  -2.197225          .                             .
.
-------------+--------------------------------------------------------------
--
     sigma_u |   .3333333          .                             .
.
         rho |   .0326703          .                             .
.
----------------------------------------------------------------------------
--
Likelihood-ratio test of rho=0: chibar2(01) =  9.5e+04 Prob >= chibar2 =
0.000

Note: 77 completely determined panels


****************************************************************************
**
Maria E Montez
Senior Programmer
Center for Health Quality, Outcomes, and Economic Research
Phone : (781) 687-2857
Fax: (781) 687-3106
Email: montez@bu.edu


*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index