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From |
tmb@stata.com |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Stata11 cannot estimate xthtaylor with bootstrap SE |

Date |
Mon, 24 Aug 2009 12:41:35 -0500 |

In my previous response to Mike's question, I forgot to answer two questions. > 1. What does "xx...x..xx" mean in Stata10? By default, -bootstrap- displays dots as a means of showing its progress throught the replications. Occasionally you'll run into an "x" in the list of dots. The "x" means that the prefixed command (-xthtaylor- in Mike's case) failed for some reason. Results from failed replications are not used in variance estimation. We suspect that the source for Mike's failed regression are due to collinearity, -xthtaylor- is omitting different variables in some of the replications compared to the original model fit. Mike can use -bootstrap-'s -noisily- option to see what is causing the failures in these replications. > 3. What is the difference between "dropping" and "omitting" a variable due > to collinearity? Substantively there is no difference. Stata 11 omits collinear variables from the model instead of dropping them from the list of covariates. This is the same as constraining the coefficient to zero. The "o." operator identifies the omitted variables, and the regressiong table reports them as '(omitted)' by default. This change of behavior is largely motivated by the new factor variables features in Stata 11. The base levels of factor variables remain part of the list of covariates. --Theresa Boswell --Jeff Pitblado <tmb@stata.com> jpitblado@stata.com * * 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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