Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: reoprob output


From   "jcaunedo" <jcaunedo@utdt.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: reoprob output
Date   Mon, 21 Apr 2008 15:36:40 -0300

Hello,
 
I'm having problems running an panel ordered probit with the dependent variable taking 7 different values. When I run reoprob as follows,
 
reoprob defacto moneyvol reservesvol cpivol dreer domcredgdp capflowgdp mmrate, i(idn)
 
Then the output includes only three cuts (as if the dependent variable were to take only 4 different values) and the information under the dependent variable "defacto" in the database is actually changed to show this 4 different values instead of the previous 7.
 
 
Fitting constant-only model:
Iteration 0:   log likelihood = -406.39502  (not concave)
Iteration 1:   log likelihood = -320.79331  (not concave)
Iteration 2:   log likelihood = -310.40243 
Iteration 3:   log likelihood = -307.83239 
Iteration 4:   log likelihood = -307.56176 
Iteration 5:   log likelihood = -307.56101 
Iteration 6:   log likelihood = -307.56101 
Fitting full model:
Iteration 0:   log likelihood = -255.70342  (not concave)
Iteration 1:   log likelihood = -253.64088 
rho >= 1, set to rho = 0.99
Iteration 2:   log likelihood = -242.49376 
Iteration 3:   log likelihood =  -238.7427 
Iteration 4:   log likelihood = -238.69746 
Iteration 5:   log likelihood = -238.69739 
Iteration 6:   log likelihood = -238.69739 
Random Effects Ordered Probit                     Number of obs   =        572
                                                  LR chi2(7)      =     137.73
Log likelihood = -238.69739                       Prob > chi2     =     0.0000
------------------------------------------------------------------------------
     defacto |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
eq1          |
    moneyvol |   .0057089   .0007771     7.35   0.000     .0041858    .0072319
 reservesvol |  -.0000425   6.02e-06    -7.05   0.000    -.0000543   -.0000307
      cpivol |  -.2543342   .0350169    -7.26   0.000    -.3229661   -.1857023
       dreer |  -.0024292   .0279572    -0.09   0.931    -.0572243    .0523658
  domcredgdp |   3.953637   1.615001     2.45   0.014      .788294    7.118981
  capflowgdp |    .027498   .0159789     1.72   0.085      -.00382     .058816
      mmrate |   .1334976   .0285318     4.68   0.000     .0775762    .1894189
-------------+----------------------------------------------------------------
_cut1        |
       _cons |  -3.627771   .3071293   -11.81   0.000    -4.229733   -3.025809
-------------+----------------------------------------------------------------
_cut2        |
       _cons |  -.6032875   .2261254    -2.67   0.008    -1.046485   -.1600899
-------------+----------------------------------------------------------------
_cut3        |
       _cons |   .7434219   .2288611     3.25   0.001     .2948624    1.191981
-------------+----------------------------------------------------------------
rho          |
       _cons |   .7767968   .0432926    17.94   0.000     .6919448    .8616487
------------------------------------------------------------------------------
Any idea of what might be going on?
 
THANKS
julieta



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index