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Re: AW: st: Re: estout and xtlogit
"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: [email protected]
[mailto:[email protected]] Im Auftrag von Ben Jann
Gesendet: Mittwoch, 11. Februar 2009 10:55
An: [email protected]
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 <[email protected]> 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" <[email protected]>
To: <[email protected]>
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
*
* For searches and help try:
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* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
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* 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/