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RE: st: missing z-values when using dprobit


From   "Ohinata, Asako" <A.Ohinata@warwick.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: missing z-values when using dprobit
Date   Mon, 26 Nov 2007 22:43:35 -0000

Dear Maarten

Thank you for your reply. Yes, it is a reference category. After sending
the e-mail, I realised that standard error is missing from the same
variable when I run probit instead of dprobit. I think the main problem
is that the model contains too many dummy variables as when I drop some
of them, all the standard errors are estimated. I am wondering, however,
if there are any solutions other than dropping variables.

Best Wishes,
Asako



-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten buis
Sent: 26 November 2007 22:23
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: missing z-values when using dprobit 

--- "Ohinata, Asako" <A.Ohinata@warwick.ac.uk> wrote:

> Dear All
> 
> I am currently running dprobit with many dummy variables as well as 
> some continuous variables (i.e. age etc). When I run the regression, 
> some of the z-values are missing although standard errors are 
> estimated.
> 
>    Y	   |      dF/dx   Std. Err.      z  
> kid3plus*|          1   2.86e-71        .  <snip>

> Could you please let me know when STATA compute standard errors but 
> not z-values?

The standard error is in the example is very very small (0.0000000000000
00000000000000000000000000000000000000000000000000000000286), i.e. de
facto zero. So I am not surprized the z-score is missing. Is kid3plus
the reference category?

-- Maarten

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

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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


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