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

Re: st: Adding -nocons- to -mlbeta-


From   "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Adding -nocons- to -mlbeta-
Date   Tue, 24 May 2005 21:27:16 +0100 (BST)

Richard Williams replied:

> I haven't tested it, but I think you have the noconstant in the wrong
> place.  Instead of
>
>
>>ml model lf mlbeta_ll (`lhs'=`rhs') (`dispersion') `if' `in', `robust'
>>`svy' `nocons'
>
> Try
>
>>ml model lf mlbeta_ll (`lhs'=`rhs', noconstant) (`dispersion') `if' `in',
>>`robust'
>>`svy'
>
> If it works, then you can change it to `nocons'; but I'd suggest getting
> it
> to work first before you worry too much about making it more generalizable
> and flexible.  I'm not sure what the routine is doing, so I don't know if
> you would also want or need to add noconstant to the dispersion equation.

Thanks for getting back quickly, Rich! I willed this to work, but
unfortunately, -mlbeta- simply ignored nocons again and promptly dropped
the same dummy variable due to multicollinearity. Your other idea is
admissible, as I might want to model the effect of the dummy variables
through the dispersion (although not normally), so I also tried:

. ml model lf mlbeta_ll (`lhs'=`rhs', noconstant) (`dispersion',
  noconstant) `if' `in', `robust' `svy'

That produced the same result. Now, I really am clean out of ideas.

CLIVE NICHOLAS        |t: 0(044)7903 397793
Politics              |e: clive.nicholas@ncl.ac.uk
Newcastle University  |http://www.ncl.ac.uk/geps

*
*   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