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Re: st: -mfx-: can I just keep the interaction variable?


From   Scott Cunningham <scunning@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: -mfx-: can I just keep the interaction variable?
Date   Sun, 10 Sep 2006 20:33:58 -0400

Richard,

The dataset is the NLSY97, selection just on males, blacks and whites only, and balanced for the 1997-2002. Here's the entire code, plus output. I'm going to snip the fixed effects, though.

. xi:xtpoisson rp i.race age age2 hgc hhd1 i.year i.fip, vce(boot);
i.race _Irace_1-2 (naturally coded; _Irace_1 omitted)
i.year _Iyear_1997-2002 (naturally coded; _Iyear_1997 omitted)
i.fip _Ifip_1-56 (naturally coded; _Ifip_1 omitted)
(running xtpoisson on estimation sample)

Bootstrap replications (50)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
.............x..x..x....x.x.....x..............x.. 50

Random-effects Poisson regression Number of obs = 27591
Group variable (i): id Number of groups = 4637

Random effects u_i ~ Gamma Obs per group: min = 1
avg = 6.0
max = 6

Wald chi2(42) = .
Log likelihood = -38560.683 Prob > chi2 = .

------------------------------------------------------------------------ ------
| Observed Bootstrap Normal- based
rp | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------------- +----------------------------------------------------------------
_Irace_2 | .3327858 .0475309 7.00 0.000 . 239627 .4259445
age | 2.558144 .1699299 15.05 0.000 2.225088 2.891201
age2 | -.0644527 .0045961 -14.02 0.000 -.0734609 -.0554444
hgc | .0806298 .0302402 2.67 0.008 . 02136 .1398996
hhd1 | -.1316166 .0890242 -1.48 0.139 -. 3061008 .0428676

-- SNIP --

_Ifip_56 | -.5006855 2.752276 -0.18 0.856 -5.895047 4.893675
_cons | -25.3175 1.456052 -17.39 0.000 -28.17131 -22.46369
------------- +----------------------------------------------------------------
/lnalpha | .3708587 .0435552 . 2854922 .4562253
------------- +----------------------------------------------------------------
alpha | 1.448978 .0631105 1.330417 1.578106
------------------------------------------------------------------------ ------
Likelihood-ratio test of alpha=0: chibar2(01) = 3.3e+04 Prob>=chibar2 = 0.000
Note: One or more parameters could not be estimated in 7 bootstrap replicates; standard error
estimates include only complete replications.

. mfx, dydx varlist(_Irace_2 age age2 hgc hhd1);
no observations
r(2000);

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