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Re: st: Re: adjust problem (solution)

From   Joseph Coveney <>
To   Statalist <>
Subject   Re: st: Re: adjust problem (solution)
Date   Wed, 30 Aug 2006 16:53:55 +0900

I wrote:

Using [Dmitry's code], I get missing values when one of
the x's predicts failure perfectly.

[snip listing]

Do you want this?  It happens because the observations are dropped at the
execution of -probit-:
note: x2 != 1 predicts failure perfectly
      x2 dropped and 63 obs not used

You can omit the -if e(sample)- if you want to avoid this.  If you
need to keep the -if e(sample)- in the -adjust- command for [some other]
reason, then you can fix-up the predictor list up-front, prior to -probit-.


That's muddled.  There were two things going:  a candidate predictor was
dropped and the perfectly predicted outcomes were omitted from the
regression on the remaining predictors.  The latter is intended to avoid
biasing the remaining coefficients.  My "fix-up" has the effect of
circumventing this, and could lead to bias in the remaining coefficients in
the context of a model that considers the dropped predictor.

Joseph Coveney

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