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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 * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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