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RE: st: mfx after svy: probit - "invalid e(rules) matrix" error


From   "Scott Merryman" <[email protected]>
To   <[email protected]>
Subject   RE: st: mfx after svy: probit - "invalid e(rules) matrix" error
Date   Sat, 4 Feb 2006 16:07:31 -0600

The e(rules) matrix is listed as one of the returned matrices after -erturn
list- thought it listed in the manual.

I believe it has to with marking collinear variables, though this is only a
guess.  The problem can be replicated using the auto dataset and one
solution appears to be using only non-collinear variables.

For example:


. sysuse auto, clear
(1978 Automobile Data)

. svyset  [pw = weight], strata(fore)

      pweight: weight
          VCE: linearized
     Strata 1: foreign
         SU 1: <observations>
        FPC 1: <zero>

. mark low if price < 5000

. xi: svy, subpop(fore): probit low mpg i.rep
i.rep78           _Irep78_1-5         (naturally coded; _Irep78_1 omitted)
(running probit on estimation sample)

note: _Irep78_2 dropped due to collinearity
note: _Irep78_4 dropped due to collinearity

Survey: Probit regression
<snip>

. matrix list e(rules)

e(rules)[2,4]
           c1  c2  c3  c4
_Irep78_2   4   0   0   0
_Irep78_4   4   0   0   0

. mfx
invalid e(rules) matrix
r(322);

. qui xi i.rep

// Using only rep78_3 and rep78_5 since rep78_1 is initially dropped
// and rep78_2 and rep78_4 are collinear

. qui svy, subpop(fore): probit low mpg _Irep78_3 _Irep78_5

. matrix list e(rules)

e(rules)[1,4]
    c1  c2  c3  c4
r1   0   0   0   0

. mfx

Marginal effects after svy:probit
      y  = Pr(low) (predict)
         =  .22207314
---------------------------------------------------------------------------
variable |   dy/dx    Std. Err.     z    P>|z|  [    95% C.I.   ]      X
---------+------------------------------------------------------------------
     mpg | .0436511      .01827    2.39   0.017   .007841  .079461   20.0721
_Irep7~3*| .3748922      .33032    1.13   0.256  -.272516   1.0223   .473065
_Irep7~5*|-.1324062      .14408   -0.92   0.358  -.414794  .149981   .122126
----------------------------------------------------------------------------
(*) dy/dx is for discrete change of dummy variable from 0 to 1


Hope this helps,
Scott


> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Richard Williams
> Sent: Saturday, February 04, 2006 3:34 PM
> To: [email protected]
> Subject: Re: st: mfx after svy: probit - "invalid e(rules) matrix" error
> 
> At 03:48 PM 2/4/2006, Erin Strumpf wrote:
> 
> >That may have to suffice for now, until I can figure out what an
> >e(rules) matrix is....
> 
> Good question.  I can't find it in either the manuals or the online help.
> 
> Do make sure that you not only have Stata 9.1, but the latest and
> greatest version of 9.1, i.e. type
> 
> -update all-
> 
> You might also try it without the -subpop- option.  The similar
> examples I have tried all work fine, which makes me suspect that
> either (a) you aren't 100% up to date or (b) maybe there is something
> odd about your variables or your subpop variable.
> 
> One other thing you might try: If your data were svyset in Stata 8,
> then the svyprobit command should work with them.  It would be something
> like
> 
> xi: svyprobit rfullret tx2 i.ragey_e rfemale i.rraceeth i.raedcat,
> subpop(temp)
> mfx
> 
> If it was svyset in Stata 9, you may be able to first do something like
> 
> version 8.2: svyset...
> 
> 
> 
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> FAX:    (574)288-4373
> HOME:   (574)289-5227
> EMAIL:  [email protected]
> WWW (personal):    http://www.nd.edu/~rwilliam
> WWW (department):    http://www.nd.edu/~soc
> 
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