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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 23:24:16 -0000

Thank you very much for your suggestion. When I try the "noconst"
option, however, there are more variables with missing standard
errors...

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 22:54
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: missing z-values when using dprobit 


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

--- Maarten buis answered 
> The standard error is in the example is very very small 
> (0.0000000000000000000000000000000000000000000000000000000
> 00000000000000286), i.e. de facto zero. So I am not surprized the 
> z-score is missing. Is kid3plus the reference category?

--- "Ohinata, Asako" <A.Ohinata@warwick.ac.uk> replied:
> Yes, it is a reference category. 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.

You can remove the constant with the -noconst- option (notice that now
the interpretation of your coefficients change), otherwise you always
have to leave out the reference category (you can leave it in but than
Stata will throw it out). By leaving out the reference category you can
determine which category is the reference category. In principle it
doesn't matter which category is the reference, but in practice choosing
your reference smartly can greatly improve the interpretability of your
coefficients, especially when you are including interaction effects.

-- 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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