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st: xtlogit dropping all variables


From   "Jenny Xin Liu" <jxl@berkeley.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtlogit dropping all variables
Date   Mon, 01 Aug 2005 15:56:38 -0700

Any comments or advice you may have are highly appreciated.

We cannot figure out what is going on with the logit model that we are running. We have panel data on all physicians in California and are estimating the probability that they leave California. When running linear and probit models using the same dataset and variables, we are able to obtain estimates, which are similar to each other. However, when running the xtlogit command using fixed effects and grouping on county, stata gives us the following output (in addition to it taking a very long time to run).

Does anyone have any ideas why all the variables are being dropped out? Thank you.
Jenny Liu

xtlogit leave age sex CAborn foreign CAres loclos y1998 y1999 y2000 y2001 y2002 mcalpct hospdum medpsydum surgobdum hospratio medpsyratio surgobratio bedsratio oldpct bdiscord hdiscord adiscord bdisxlos hdisxlos adisxlos hmoratio incratio, fe i(cnty)

note: multiple positive outcomes within groups encountered.
note: 7 groups (39 obs) dropped due to all positive or
all negative outcomes.
Iteration 0: log likelihood = -8.988e+307

Conditional fixed-effects logit Number of obs = 11467
Group variable (i) : cnty Number of groups = 43

Obs per group: min = 2
avg = 266.7
max = 3681

LR chi2(28) = .
Log likelihood = . Prob > chi2 = .

------------------------------------------------------------------------------
leave | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
age | (dropped)
sex | (dropped)
CAborn | (dropped)
foreign | (dropped)
CAres | (dropped)
loclos | (dropped)
y1998 | (dropped)
y1999 | (dropped)
y2000 | (dropped)
y2001 | (dropped)
y2002 | (dropped)
mcalpct | (dropped)
hospdum | (dropped)
medpsydum | (dropped)
surgobdum | (dropped)
hospratio | (dropped)
medpsyratio | (dropped)
surgobratio | (dropped)
bedsratio | (dropped)
oldpct | (dropped)
bdiscord | (dropped)
hdiscord | (dropped)
adiscord | (dropped)
bdisxlos | (dropped)
hdisxlos | (dropped)
adisxlos | (dropped)
hmoratio | (dropped)
incratio | (dropped)
------------------------------------------------------------------------------
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