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Re: st: unexplainable probit results


From   "Michael I. Lichter" <Lichter@UCLAlumni.net>
To   statalist@hsphsun2.harvard.edu, kbarroga@yahoo.com
Subject   Re: st: unexplainable probit results
Date   Fri, 11 Jul 2008 00:42:02 -0400

Karen,

The immediate problem is stated at the bottom: "Note: 6 failures and 34 
successes completely determined." Some set of combinations of your 30 
variables always result in failures (a_w_wt == 0) and another set always 
results in success (a_w_wt == 1). Logit/probit models will produce 
meaningful results under these circumstances.

The real problem is that you are doing kitchen-sink modeling, throwing 
in a huge number of variables relative to the number of cases you have 
-- 43 cases (assuming that you're right about not having any missing 
data) and 30 variables just isn't going to work. The usual rule of  
thumb in OLS regression is that you should have 10 observations for 
every independent variable, and while that may not exactly apply in 
probit, you just don't have enough degrees of freedom. You either need 
to reduce your independent variables down to the range of 4-6 either by 
winnowing them down to the most theoretically important or by doing some 
drastic data reduction by constructing additive indexes or using factor 
analysis (which is probably not going to work with 43 cases) or 
something else.

Michael

Karen Barroga wrote:
> Hi,
>
> I run my variable using probit and got the results below. How come there are no/missing results (dots) for some variables and yet when I run these variables with no results, I get results?
>
> ---------
>
> . probit a_w_wt age schyr ricefyr axsta axsc frel8d erel8d owner_dum sumwsdsyield_t sumincome fsizesum Rizal_dum member_dum cx1wwt cx2wwt co1wwt co2wwt cbwwt obwwt ru1wwt ru2wwt pr1wwt pr2wwt tr1e_wwt tr2c_wwt tr3a_wwt tr4y_wwt
>
> Iteration 0:   log likelihood =  -20.65889
> Iteration 1:   log likelihood = -7.8035532
> Iteration 2:   log likelihood = -3.6455341
> Iteration 3:   log likelihood = -.95822287
> Iteration 4:   log likelihood = -.25576662
> Iteration 5:   log likelihood = -.07527036
> Iteration 6:   log likelihood = -.02337521
> Iteration 7:   log likelihood = -.00750029
> Iteration 8:   log likelihood = -.00245924
> Iteration 9:   log likelihood = -.00081897
> Iteration 10:  log likelihood =   -.000276
> Iteration 11:  log likelihood = -.00009389
> Iteration 12:  log likelihood = -.00003219
> Iteration 13:  log likelihood =  -.0000111
> Iteration 14:  log likelihood = -3.850e-06
> Iteration 15:  log likelihood = -1.341e-06
> Iteration 16:  log likelihood = -4.689e-07
> Iteration 17:  log likelihood = -1.638e-07
> Iteration 18:  log likelihood = -5.265e-08
> Iteration 19:  log likelihood = -4.800e-08
> Iteration 20:  log likelihood = -7.592e-09
> Iteration 21:  log likelihood = -6.152e-09
> Iteration 22:  log likelihood = -5.077e-09
> Iteration 23:  log likelihood = -5.074e-09  (backed up)
> Iteration 24:  log likelihood = -5.073e-09  (backed up)
>
> Probit regression                                 Number of obs   =         43
>                                                   LR chi2(27)     =      41.32
>                                                   Prob > chi2     =     0.0384
> Log likelihood = -5.073e-09                       Pseudo R2       =     1.0000
>
> ------------------------------------------------------------------------------
>       a_w_wt |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
> -------------+----------------------------------------------------------------
>          age |  -.3867675          .        .       .            .           .
>        schyr |   1.086169          .        .       .            .           .
>      ricefyr |   .3800124          .        .       .            .           .
>        axsta |  -5.547729          .        .       .            .           .
>         axsc |   12.72164          .        .       .            .           .
>       frel8d |  -9.253356          .        .       .            .           .
>       erel8d |     12.346          .        .       .            .           .
>    owner_dum |  -3.629787          .        .       .            .           .
> sumwsdsyie~t |    1.31215          .        .       .            .           .
>    sumincome |  -.0534748   76.72575    -0.00   0.999    -150.4332    150.3262
>     fsizesum |   1.128914          .        .       .            .           .
>    Rizal_dum |    2.55781          .        .       .            .           .
>   member_dum |   3.753627          .        .       .            .           .
>       cx1wwt |  -1.092271          .        .       .            .           .
>       cx2wwt |   1.702984          .        .       .            .           .
>       co1wwt |  -1.846226          .        .       .            .           .
>       co2wwt |  -.0006998          .        .       .            .           .
>        cbwwt |   2.786398          .        .       .            .           .
>        obwwt |   -2.59865          .        .       .            .           .
>       ru1wwt |  -3.898595          .        .       .            .           .
>       ru2wwt |  -3.928283          .        .       .            .           .
>       pr1wwt |  -9.655389          .        .       .            .           .
>       pr2wwt |    .829331          .        .       .            .           .
>     tr1e_wwt |    2.00484          .        .       .            .           .
>     tr2c_wwt |    .010138   90.12691     0.00   1.000    -176.6354    176.6556
>     tr3a_wwt |   .0006733   10.95916     0.00   1.000    -21.47889    21.48023
>     tr4y_wwt |   1.028878          .        .       .            .           .
>        _cons |  -9.091063          .        .       .            .           .
> ------------------------------------------------------------------------------
> Note: 6 failures and 34 successes completely determined.
>
>
>
>       
> *
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>   

-- 
Michael I. Lichter, Ph.D.
Adjunct Research Fellow, Primary Care Research Institute
UB Clinical Center, 462 Grider Street, Buffalo, NY 14215
Office: CC 125 / Phone: 716-898-4751 / E-Mail: mlichter@buffalo.edu


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