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Re: st: Problems with standard errors using xi3, svy and ologit


From   jpitblado@stata.com (Jeff Pitblado, StataCorp LP)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Problems with standard errors using xi3, svy and ologit
Date   Thu, 14 Feb 2008 15:44:54 -0600

Iain Lang <iain.lang@pms.ac.uk> four that -svy: ologit- is yielding different
standard error values when prefixed with -xi3- than with-xi-:

> I'm running models in Stata 9 using xi3, svy and ologit. This combination
> seems to produce very large standard errors, and these don't occur when I
> use xi instead of xi3. An example is pasted below (using a binary outcome as
> an example). Has anyone else encountered similar problems? Any help or
> comments appreciated!

Iain also reported Stata output showing the differences, which Richard
Williams confirmed.  Michael Blasnik noticed that version control has
something to do with it.

Michael pointed out that

	. xi3: version 9: svy: ologit ...

produces the same results as

	. xi: svy: ologit ...

The problem is that -predict- is computing incorrect score values when
-ologit- was called under version control less than 9.  The -svy- prefix fits
the model by calling -ologit- using the same version number it was called
under, then calls -predict, score- to get the equation-level scores in order
to compute the linearized variance estimates.

To clarify, -svy: ologit- (and -svy: oprobit-) only produced incorrect
standard errors when called under version control less than 9.

We just finished fixing this version control problem with -predict- after
-ologit- (and -oprobit-).  It should be in the next ado-file update.

--Jeff
jpitblado@stata.com
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