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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
AW: AW: st: Re: estout and xtlogit |

Date |
Wed, 11 Feb 2009 14:03:40 +0100 |

<> " it seems that standard errors are not saved at all (?)". Not so! The SEs are there for the coefficients, stored in the matrix e(V). e(V) is a varcov, so to compare to the -xtlogit- output, take the square root of the elements on the main diagonal... ************* webuse union, clear xtlogit union age grade not_smsa south southXt matrix list e(V) ************* HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Hilde Karlsen Gesendet: Mittwoch, 11. Februar 2009 13:58 An: statalist@hsphsun2.harvard.edu Betreff: 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: 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/ -- 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/

**References**:**st: estout and xtlogit***From:*Hilde Karlsen <Hilde.Karlsen@hio.no>

**st: Re: estout and xtlogit***From:*"Martin Weiss" <martin.weiss1@gmx.de>

**Re: st: Re: estout and xtlogit***From:*Hilde Karlsen <Hilde.Karlsen@hio.no>

**Re: st: Re: estout and xtlogit***From:*Ben Jann <ben.jann@gmail.com>

**AW: st: Re: estout and xtlogit***From:*"Martin Weiss" <martin.weiss1@gmx.de>

**Re: AW: st: Re: estout and xtlogit***From:*Hilde Karlsen <Hilde.Karlsen@hio.no>

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