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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 22:14:22 +0100 (BST)

Scott Merryman replied:

> Change the -ml model- statement to:
>
> ml model lf mlbeta_ll (`lhs'=`rhs', `nocons')  (`dispersion') `if'
> `in', `robust' `svy'
>
>
> Example:
>
> . sysuse auto, clear
> (1978 Automobile Data)
>
> . qui sum mpg
>
> . gen m2 = mpg/(r(max)+1)
>
> . mlbeta m2 trunk gear, nocons
>
>                                                   Number of obs
> =         74
>                                                   Wald chi2(2)
> =      44.06
> Log likelihood =  54.205681                       Prob > chi2
> =     0.0000
>
> -----------------------------------------------------------------------
> -------
>           m2 |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
> Interval]
> -------------+---------------------------------------------------------
> -------
> eq1          |
>        trunk |  -.0662481   .0104036    -6.37   0.000    -.0866388   -
> .0458574
>   gear_ratio |   .3262698   .0493823     6.61
> 0.000     .2294823    .4230573
> -------------+---------------------------------------------------------
> -------
> eq2          |
>        _cons |    2.81053   .1598448    17.58   0.000      2.49724
> 3.12382
> -----------------------------------------------------------------------
> -------
>
> Mean squared error:.01030075

That didn't work, either. Same result:

. mlbeta sqgovote conadmin labadmin sqgpchg sqbeldm weakgovt, robust nocons
note: labadmin dropped due to collinearity
initial:       log pseudolikelihood =  58.897248

...etc

I also took care to run this solution _without_ the two dummy variables in
my model. Guess what:

. mlbeta sqgovote sqgpchg sqbeldm weakgovt, robust nocons
initial:       log pseudolikelihood =  58.897248

[...]

Iteration 5:   log pseudolikelihood =  218.01871

                                                Number of obs   =        118
                                                Wald chi2(3)    =      59.26
Log pseudolikelihood =  218.01871               Prob > chi2     =     0.0000
----------------------------------------------------------------------------
           |               Robust
  sqgovote |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-----------+----------------------------------------------------------------
eq1        |
   sqgpchg |   .8262949   .1342193     6.16   0.000       .56323     1.08936
   sqbeldm |  -.9181762   .1760294    -5.22   0.000    -1.263188   -.5731649
  weakgovt |   .1279025   .1039549     1.23   0.219    -.0758455    .3316504
     _cons |   -2.52928   .2697912    -9.37   0.000    -3.058061   -2.000499
-----------+----------------------------------------------------------------
eq2        |
     _cons |   3.066009   .3706643     8.27   0.000     2.339521    3.792498
----------------------------------------------------------------------------
Mean squared error: .00640215

Sorry, Scott!

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

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