Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

AW: st: Re: estout and xtlogit


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   AW: st: Re: estout and xtlogit
Date   Wed, 11 Feb 2009 11:01:22 +0100

<> 

The manual is a little terse on this point. I got my info re -nlocm- from
http://www.stata.com/statalist/archive/2008-06/msg00389.html
It seems not many questions have been asked with respect to this issue,
either. 

I do find it weird that the se for rho is not returned, as it is (probably)
a prominent ingredient to the LR test at the bottom of -xtlogit- output...



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Ben Jann
Gesendet: Mittwoch, 11. Februar 2009 10:55
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: Re: estout and xtlogit

To see a list of the returned results type

 . ereturn list

after running xtlogit. I seems xtlogit does not return the SEs of rho
and sigma_u. You'd have to compute them yourself and add them to the
results before being able to tabulate them. For example, the SE of
sigma_u can be computed as follows:

. webuse union, clear
. xtlogit union age grade not_smsa south southXt
. estadd scalar se_sigma_u = [lnsig2u]_se[_cons] *
exp([lnsig2u]_b[_cons]/2)/2
. esttab, sca(rho sigma_u se_sigma_u)

Don't ask me about the SE of rho. Maybe check the manual.

ben

On Wed, Feb 11, 2009 at 9:59 AM, Hilde Karlsen <Hilde.Karlsen@hio.no> wrote:
> Thank you so much; it worked! However, it would be great if also standard
> errors for rho and sigma_u could be presented in this table. I tried this
> command:
>
> esttab, sca(rho sigma_u) se brackets
>
> ...but it leaves me with se only for B's and lnsig2u, - not for rho and
> sigma_u. Any suggestions?
>
> Regards,
> Hilde
>
>
> On 10.02.2009 19:55, Martin Weiss wrote:
>>
>> <>
>>
>> *******
>> webuse union, clear
>> xtlogit union age grade not_smsa south southXt
>> esttab, sca(rho sigma_u)
>> *******
>>
>> HTH
>> Martin
>> _______________________
>> ----- Original Message ----- From: "Hilde Karlsen" <Hilde.Karlsen@hio.no>
>> To: <statalist@hsphsun2.harvard.edu>
>> Sent: Tuesday, February 10, 2009 7:28 PM
>> Subject: st: estout and xtlogit
>>
>>
>>> Hi, all!
>>>
>>> I could need some help regarding the estout command for xtlogit, and I
>>> would really appreciate any suggestions on this issue. I have estimated
a
>>> multilevel model using xtlogit, and as I would like to have the results
more
>>> neatly presented, I used the estout-command. However, for some reason,
>>> estimates and standard errors for sigma_u and rho are not present in the
>>> estout-output (only for the /lnsig2u)
>>>
>>> My question is therefore: how can I include estimates for sigma_u and
rho
>>> in the estout-table?
>>>
>>>
>>> Regards,
>>>
>>>  Hilde Karlsen
>>>
>>>
>>>
>>> I don't know if this is helpful, but here is my estout-syntax:
>>>
>>>  estout using reging2.txt, eqlab("" "/lnsig2u ln of variance sigma_u "
>>> "sigma_u L2 BS-variance" "rho Intraclass corr", none) replace
style(fixed)
>>> prehead("Model I: The probability of leaving nursing")
>>>
posthead("------------------------------------------------------------------
-")
>>> cells("b(fmt(%9.3f) star label(Coef)) se(fmt(%9.3f) label (Std Err))")
label
>>> varwidth(30) varlabels(_cons "Constant")
>>>
prefoot("-------------------------------------------------------------------
-")
>>> stats(N, fmt(%9.0g))
>>> *
>>> *   For searches and help try:
>>> *   http://www.stata.com/help.cgi?search
>>> *   http://www.stata.com/support/statalist/faq
>>> *   http://www.ats.ucla.edu/stat/stata/
>>>
>>
>> *
>> *   For searches and help try:
>> *   http://www.stata.com/help.cgi?search
>> *   http://www.stata.com/support/statalist/faq
>> *   http://www.ats.ucla.edu/stat/stata/
>
> --
>
> Hilde Karlsen
> Høgskolen i Oslo
> sg29/SG500
> 22 45 27 47
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index