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Re: st: Xtpoisson, fe bug?


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
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