Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Re: adjust problem (solution)


From   Joseph Coveney <jcoveney@bigplanet.com>
To   Statalist <statalist@hsphsun2.harvard.edu>
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


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index