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RE: st: Ordered Probit with Panel Data [reoprob]


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Ordered Probit with Panel Data [reoprob]
Date   Tue, 11 Apr 2006 18:56:51 +0200

type:
version 8.2
oprobit denentry  totalpsl inctotpsl ldvolperpsl incldvolperpsl pslperixc
incpslperixc c1


see -whelp version-

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214 

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of ALICE DOBSON
Sent: dinsdag 11 april 2006 18:57
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: Ordered Probit with Panel Data [reoprob]

Thanks Maarten. I tried the former but to no difference. For the second, I
use Stata 9.1, how can I use version 8.2?
.


>From: "Maarten Buis" <M.Buis@fsw.vu.nl>
>Reply-To: statalist@hsphsun2.harvard.edu
>To: <statalist@hsphsun2.harvard.edu>
>Subject: RE: st: Ordered Probit with Panel Data [reoprob]
>Date: Tue, 11 Apr 2006 18:49:04 +0200
>
>One thing you want to do is rescale your explanatory variables, (e.g.
>divide totalpsl by 1,000,000) so you get more meaningful parameters. This
>sometimes also helps with errors like the ones you have. If it doesn't help
>use Richard's suggestion to start with -version 8.2-.
>
>-----------------------------------------
>Maarten L. Buis
>Department of Social Research Methodology
>Vrije Universiteit Amsterdam
>Boelelaan 1081
>1081 HV Amsterdam
>The Netherlands
>
>visiting adress:
>Buitenveldertselaan 3 (Metropolitan), room Z214
>
>+31 20 5986715
>
>http://home.fsw.vu.nl/m.buis/
>-----------------------------------------
>
>-----Original Message-----
>From: owner-statalist@hsphsun2.harvard.edu
>[mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of ALICE DOBSON
>Sent: dinsdag 11 april 2006 18:43
>To: statalist@hsphsun2.harvard.edu
>Subject: Re: st: Ordered Probit with Panel Data [reoprob]
>
>Thanks a lot Richards.
>
>Here is the oprob command line.
>
>reoprob denentry totalpsl inctotpsl ldvolperpsl incldvolperpsl pslperixc
>incpslperixc c1, i(sac)
>where sac is the panel ID variable
>
>
>
>Please find below the oprobit estimates with the same variables.
>
>
>oprobit denentry  totalpsl inctotpsl ldvolperpsl incldvolperpsl pslperixc
>incpslperixc c1
>
>Iteration 0:   log likelihood = -819.32506
>Iteration 1:   log likelihood = -804.45505
>Iteration 2:   log likelihood = -802.44132
>Iteration 3:   log likelihood = -801.99999
>Iteration 4:   log likelihood = -801.98951
>Iteration 5:   log likelihood =  -801.9895
>
>Ordered probit regression                         Number of obs   =
>2185
>                                                   LR chi2(7)      =
>34.67
>                                                   Prob > chi2     =
>0.0000
>Log likelihood =  -801.9895                       Pseudo R2       =
>0.0212
>
>------------------------------------------------------------------------------
>     denentry |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
>Interval]
>-------------+----------------------------------------------------------------
>     totalpsl |  -8.61e-07   2.48e-07    -3.47   0.001    -1.35e-06
>-3.75e-07
>    inctotpsl |   .0000117   4.92e-06     2.39   0.017     2.10e-06
>.0000214
>ldvolperpsl |  -.0663414   .0484572    -1.37   0.171    -.1613158
>.028633
>incldvolpe~l |  -.0190692   .1165205    -0.16   0.870    -.2474451
>.2093067
>    pslperixc |   .0000134   3.16e-06     4.23   0.000     7.19e-06
>.0000196
>incpslperixc |   3.54e-06   4.28e-06     0.83   0.408    -4.85e-06
>.0000119
>           c1 |  -.0090175   .0030619    -2.95   0.003    -.0150187
>-.0030163
>-------------+----------------------------------------------------------------
>        /cut1 |   .5188891   .3154155                     -.0993139
>1.137092
>        /cut2 |   1.050361   .3172624                      .4285386
>1.672184
>        /cut3 |   1.257379   .3195799                      .6310139
>1.883744
>        /cut4 |   1.400535    .321929                      .7695659
>2.031504
>        /cut5 |   1.568453    .325447                      .9305884
>2.206317
>        /cut6 |   1.735414   .3309201                      1.086822
>2.384005
>        /cut7 |   1.811064   .3343915                      1.155669
>2.46646
>        /cut8 |   2.132501   .3601558                      1.426609
>2.838393
>        /cut9 |   2.261056   .3785036                      1.519202
>3.002909
>
>
> >From: Richard Williams <Richard.A.Williams.5@ND.edu>
> >Reply-To: statalist@hsphsun2.harvard.edu
> >To: statalist@hsphsun2.harvard.edu
> >Subject: Re: st: Ordered Probit with Panel Data [reoprob]
> >Date: Tue, 11 Apr 2006 11:00:18 -0500
> >
> >At 09:50 AM 4/11/2006, ALICE DOBSON wrote:
> >>HI all,
> >>I use Stata 9.1. I apologise for repeating this question in case someone
> >>already addressed the same and I missed it. I had earlier posted this
> >>question on Mar 29, 06.
> >>
> >>I ran an oprobit with a panel data and got the estimates. Of course, the
> >>regression model does not consider the panel nature of the data. But,
>when
> >>I am running an reoprob with exactly the same variables I get the
> >>following message.
> >>
> >>conformability error
> >>r(503);
> >
> >Alice, perhaps you could show us the exact command you gave?  My wild
>guess
> >is that either (a) you've got a syntax error, or (b) there is some sort
>of
> >multicollinearity problem.  But, it is hard to say without more details.
> >
> >
> >-------------------------------------------
> >Richard Williams, Notre Dame Dept of Sociology
> >OFFICE: (574)631-6668, (574)631-6463
> >FAX:    (574)288-4373
> >HOME:   (574)289-5227
> >EMAIL:  Richard.A.Williams.5@ND.Edu
> >WWW (personal):    http://www.nd.edu/~rwilliam
> >WWW (department):    http://www.nd.edu/~soc
> >
> >*
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