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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. > > > > > * > * 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/ > -- 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 * * 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/

**Follow-Ups**:**Re: st: unexplainable probit results***From:*"Stas Kolenikov" <skolenik@gmail.com>

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