st: clogit missing results

 From watt@fas.harvard.edu To statalist@hsphsun2.harvard.edu Subject st: clogit missing results Date Mon, 2 May 2005 14:06:02 -0400

```Hi,

I'm sorry to bother you, but I was wondering whether anyone had ever run into
this problem. This is a problem for me both on Stata 7 and Stata 8.

I am running a clogit regression where the dependent variable can be 1 multiple
times for observations within the same group.

When I run a clogit regression against an independent variable which is a
characteristic of the choice (and which is the same across different groups), I
get the following results:

. clogit indicator rgdpch, group(id_number)

note: multiple positive outcomes within groups encountered.
Iteration 0:   log likelihood = -41843.543
Iteration 1:   log likelihood = -38224.759
Iteration 2:   log likelihood = -37944.648
Iteration 3:   log likelihood = -37831.499

Conditional (fixed-effects) logistic regression   Number of obs   =     264383
LR chi2(1)      =          .
Log likelihood =          .                       Prob > chi2     =          .

------------------------------------------------------------------------------
indicator |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
rgdpch |   .0000689          .        .       .            .           .
------------------------------------------------------------------------------

I also run the clogit regression on the same dataset but with different
explanatory variables. These explanatory variables are characteristics not of
the choice but of the individual (group). However, I seperate all choices into
two groups and interact this individual level variable with dummies for each of
these two groups. In addition to getting empty results, now, when I run this
regression I get different numbers for the coefficient each time.

. clogit indicator s_prod2 w_prod2, group(id_number)

note: multiple positive outcomes within groups encountered.
Iteration 0:   log likelihood = -33021.493
Iteration 1:   log likelihood = -31149.417
Iteration 2:   log likelihood = -31010.648
Iteration 3:   log likelihood = -30996.459
Iteration 4:   log likelihood = -30994.814
Iteration 5:   log likelihood = -30993.758
Iteration 6:   log likelihood = -30993.396

Conditional (fixed-effects) logistic regression   Number of obs   =     208025
LR chi2(2)      =          .
Log likelihood =          .                       Prob > chi2     =          .

------------------------------------------------------------------------------
indicator |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
s_prod2 |   .0985613          .        .       .            .           .
w_prod2 |   .0066312          .        .       .            .           .
------------------------------------------------------------------------------

Any help would be greatly appreciated.

Stanley Watt

Department of Economics
Harvard University
watt@fas.harvard.edu

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