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Re: st: Xtpoisson, fe bug?
"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
[email protected]
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