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RE: st: RE: ordered probit panel data model with fixed effects

From   "Nick Cox" <>
To   <>
Subject   RE: st: RE: ordered probit panel data model with fixed effects
Date   Thu, 20 Aug 2009 20:30:02 +0100

What kind of answer do you expect to this kind of question? 

You have a clear signal from Stata that what you asked for makes limited
-- perhaps little or no -- statistical sense. 

Don't ignore it. 

Think what it means. In particular, are you trying to fit a model that
is far too complicated? 

I don't have specific advice for you -- just general advice that only
rarely is it a good idea to ignore Stata warning messages. 


J. Li

Thanks so much for your reference to the webpage. I looked into the
page you mentioned. It talks about two different cases which may cause
this problem 1) this happens when a continuous variable (or a
combination of a continuous variable with dummy variables) is a great
predictor; and 2) hidden collinearity-- this happens when all the
regressors are dummy variables. Since my regressor list includes both
continuous variables and dummy variables (a lot of individual dummies),
can I simply ignore this warning message of "4,305 observations
completely determined. s.e. questionable" after my regression? Thanks!

On Fri, 14 Aug 2009 20:56:59 +0200
 "Martin Weiss" <> wrote:

J. Li
> I have a question about running ordered probit panel data model with
> fixed effects. I know the discussion on the incidental parameters
> problem with using fixed effects nonlinear panel data model with
> large
> N and small T. However, my work involves estimating the basic ordered
> probit panel data model with individual fixed effects before applying
> adjustment to the estimates so that the bias could be corrected with
> respect to the parameters of interests. My problem now is with the
> simple estimation with ordered probit fixed effects model. The
> estimation line can be simplied as this: 
> xi: oprobit health education income age gender i.ID, robust
> cluster(individual)
> where i.ID are all the individual dummies (there are 3,733 dummies in
> my case)
> After the estimation, I got the warning message as: 4,305
> observations
> completely determined. s.e. questionable. (note that this panel is
> with
> N=3,733 and T=6). Should I be concerned with this warning message?
> What
> does this mean? And what should I do to solve this problem? Thank you
> so much!

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