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st: clogit and fitstat - estimates not found error


From   Alexander Cavallo <ACavallo@NavigantConsulting.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: clogit and fitstat - estimates not found error
Date   Tue, 7 Nov 2006 17:04:47 -0600

Dear Statalist,
For some reason, when I run -fitstat- after -clogit-, the fit statistics are calculated, but -fitstat- gives an error that the last estimates are not found. I am running Stata 9.2 for Unix fully updated.

I think the problem has to do with -fitstat- calling -clogit- at the end, but I do not understand what goes wrong.  See below.

Thanks!
--Alex Cavallo
Managing Consultant
Navigant Consulting, Inc.

. clogit
Conditional (fixed-effects) logistic regression Number of obs = 569600
LR chi2(72) = 109239.11
Prob > chi2 = 0.0000
Log likelihood = -76535.692 Pseudo R2 = 0.4164
------------------------------------------------------------------------------
chosen | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
inter_2 | -2.266428 .0715774 -31.66 0.000 -2.406717 -2.126139
inter_3 | -1.576744 .0781393 -20.18 0.000 -1.729894 -1.423594
inter_4 | -3.345032 .0812914 -41.15 0.000 -3.50436 -3.185704
inter_5 | -2.067434 .0642094 -32.20 0.000 -2.193282 -1.941586
[output deleted]
fieldprob | .0258431 .0024827 10.41 0.000 .0209771 .0307091
male_inite~n | -.3817806 .199818 -1.91 0.056 -.7734166 .0098554
male_linear | .5492926 .0678761 8.09 0.000 .4162579 .6823273
male_quadr~c | 22.07578 2.516595 8.77 0.000 17.14335 27.00822
male_iqrlife | 3.511347 1.376028 2.55 0.011 .8143821 6.208313
female_ini~n | .1238352 .1443332 0.86 0.391 -.1590527 .4067232
female_lin~r | .2243673 .0491851 4.56 0.000 .1279661 .3207684
female_qua~c | 9.211617 1.799535 5.12 0.000 5.684594 12.73864
female_iqr~e | .6047346 .9870871 0.61 0.540 -1.329921 2.53939
------------------------------------------------------------------------------
. fitstat
Measures of Fit for clogit of chosen
Log-Lik Intercept Only: -131155.247 Log-Lik Full Model: -76535.692
D(56888): 153071.384 LR(72): 109239.110
Prob > LR: 0.000
McFadden's R2: 0.416 McFadden's Adj R2: 0.416
Maximum Likelihood R2: 0.853 Cragg & Uhler's R2: 0.862
Count R2: 0.639
AIC: 2.690 AIC*n: 153215.384
BIC: -469858.164 BIC': -108450.703
last estimates not found
r(301);
. set trace on
. fitstat


--------------------------------------------------------------------------------------------------------------------------------------------------------------- begin fitstat ---
- version 6.0
[output deleted]
- local cnames "`cnames' n_parm n_rhs"
= local cnames "N ll_0 ll dev dev_df lrx2 lrx2_df lrx2_p r2_mf r2_mfadj r2_ml r2_cu r2_mz r2_ef v_ystar v_error r2_ct r2_ctadj r2 r2_adj aic aic_n bic bic_p n_parm n_rhs"
- mat rownames `results' = `e(cmd)'
= mat rownames __00001U = clogit
- mat colnames `results' = `cnames'
= mat colnames __00001U = N ll_0 ll dev dev_df lrx2 lrx2_df lrx2_p r2_mf r2_mfadj r2_ml r2_cu r2_mz r2_ef v_ystar v_error r2_ct r2_ctadj r2 r2_adj aic aic_n bic bic_p n_parm n_r
> hs
- if "`saving'" != "" {
= if "" != "" {
capture mat drop fs_`saving'
mat fs_`saving' = `results'
di _newline in blu "(Indices saved in matrix fs_`saving')"
}
- quietly `cmd'
= quietly clogit
-------------------------------------------------------------------------------------------------------------------------------------------------------------- begin clogit ---
- version 8.2, missing
- if _by() {
local by "by `_byvars'`_byrc0':"
}
- if _caller() < 8.2 {
- `by' _clogit `0'
= _clogit
last estimates not found
exit
}
---------------------------------------------------------------------------------------------------------------------------------------------------------------- end clogit ---
----------------------------------------------------------------------------------------------------------------------------------------------------------------- end fitstat ---
r(301);

. which fitstat
/home/acavallo/ado/plus/f/fitstat.ado
*! version 1.6.4 2/22/01 add warning messages
. which clogit
/usr/local/stata/ado/updates/c/clogit.ado
*! version 1.3.14 18aug2006
. update query
(contacting http://www.stata.com)
Stata executable
folder: /usr/local/stata/
name of file: stata
currently installed: 06 Oct 2006
latest available: 06 Oct 2006
Ado-file updates
folder: /usr/local/stata/ado/updates/
names of files: (various)
currently installed: 27 Oct 2006
latest available: 27 Oct 2006
Recommendation
Do nothing; all files up to date.




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