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Re: AW: st: Re: estout and xtlogit


From   Hilde Karlsen <Hilde.Karlsen@hio.no>
To   statalist@hsphsun2.harvard.edu
Subject   Re: AW: st: Re: estout and xtlogit
Date   Wed, 11 Feb 2009 13:57:58 +0100



"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..."


When I type: xtlogit movedout male, i(LPNR) quad(30)
...StataSE10.1 xtlogit output returns SE for all Coef., including sigma_u and rho. However, typing: ereturn list, it seems that standard errors are not saved at all (?). Storing the estimates typing: eststo... and then using the command estout/esttab then returns SE, but only for B-coeff, not for sigma_u and rho. I find it difficult understanding why these commands return SEs at all, when SEs did not appear to be saved for any of the coefficients in the ereturn list. I guess I've missed out on something.


Thank you for helping me; it is invaluable. I'm new to Stata and to the Statalist, but both the program and the list are great.


Regards,
Hilde


On 11.02.2009 11:01, Martin Weiss wrote:
<>
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))
*
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--

Hilde Karlsen
Høgskolen i Oslo
sg29/SG500
22 45 27 47


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*   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/



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