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From |
jlinhart@stata.com (Jean Marie Linhart, StataCorp LP) |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Xtpoisson, fe bug? |

Date |
Tue, 22 Apr 2008 13:55:06 -0500 |

"Mark Bryan" <markb at essex dot ac dot uk> found a bug in xtpoisson, fe: > . xtpoisson norgm age agesq cohort female married /// > > further degree emp pt preschkid schkid, fe > note: 3326 groups (3326 obs) dropped because of only one obs per group > note: 2473 groups (12215 obs) dropped because of all zero outcomes > note: cohort omitted because it is constant within group > note: female omitted because it is constant within group > > <output omitted> > > Conditional fixed-effects Poisson regression Number of obs = > 64987 > Group variable: pid Number of groups = > 9681 > > Obs per group: min = > 2 > avg = > 6.7 > max = > 9 > > Wald chi2(9) = > 179.56 > Log likelihood = -53509.648 Prob > chi2 = > 0.0000 > > ---------------------------------------------------------------------------- > -- > norgm | Coef. Std. Err. z P>|z| [95% Conf. > Interval] > -------------+-------------------------------------------------------------- > -- > age | .0281423 .0036906 7.63 0.000 .0209089 > .0353758 > agesq | -.0003175 .0000361 -8.78 0.000 -.0003883 > -.0002467 > cohort | .0257127 .0185708 1.38 0.166 -.0106854 > .0621108 > female | -.0117726 .0237682 -0.50 0.620 -.0583574 > .0348123 > married | -.0664054 .039699 -1.67 0.094 -.144214 > .0114032 > further | .0539167 .0150458 3.58 0.000 .0244275 > .0834059 > degree | -.002381 .0171409 -0.14 0.890 -.0359765 > .0312145 > emp | -.0557617 .0167727 -3.32 0.001 -.0886355 > -.0228878 > pt | .0634887 .0141329 4.49 0.000 .0357888 > .0911886 > ---------------------------------------------------------------------------- > -- > > Stata correctly identifies that cohort and female are time-invariant and > drops them. However, they appear in the output, while preschkid and schkid > are left out. Mark reruns the model omitting cohort and female and gets the same results with correct labels. Mark has found a labeling bug in -xtpoisson, fe- when variables are dropped from the beginning or middle of the varlist. This bug will be fixed in the next ado file update. --Jean Marie jlinhart@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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