[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
gjhxmu@sina.com |

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

Subject |
Re: AW: st: AW: programming help---adjust standard error with -cluster- option by two dimensions |

Date |
Thu, 24 Sep 2009 16:04:49 +0800 |

Dear Martin and other statalists, After my strive, I found a way to get the F-value for probit2 and logit2 programms. In fact, the F-value is equal to that of regression by one cluster named group which is got from "egen group=group(firmid year)". And all R-squareds are the same, no matter cluster by one dimensions or two dimensions or not. Am I right? PS: I just want to get the statistics for regression to report in my paper, not to let the programme show results properly in the window of stata, which I think it is much more difficult. Thank you very much for any help! Best regards, Rose. ----- Original Message ----- From: Martin Weiss <martin.weiss1@gmx.de> To: <statalist@hsphsun2.harvard.edu> Subject: AW: st: AW: programming help---adjust standard error with -cluster- option by two dimensions Date: 2009-9-18 05:29:43 <> " And I even do not know whether it is difficult or not to correct the two programmings." It is hard to say w/o significant investment of time and sweat, but I would imagine it to be rather difficult to get them to behave the way you want them to. HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von gjhxmu@sina.com Gesendet: Donnerstag, 17. September 2009 17:19 An: statalist Betreff: Re: st: AW: programming help---adjust standard error with -cluster- option by two dimensions Martin, thank you very much for your quick reply and help. I knew Baum's high quality book previously and I am learning programming now. However, it is difficult for a novice to correct the programming error. And I even do not know whether it is difficult or not to correct the two programmings. If difficult, I feel embarrassed to trouble you. If not, could you point out the concrete errors and corrections to me? thank you for any help. Best regards, Rose. ----- Original Message ----- From: Martin Weiss <martin.weiss1@gmx.de> To: <statalist@hsphsun2.harvard.edu> Subject: st: AW: programming help---adjust standard error with -cluster- option by two dimensions Date: 2009-9-17 17:31:55 <> Both -program-s try to obtain the F-statistic, for instance, from the last -internal- call to -probit- or -logit-, respectively, even though neither command saves them, so they become blanks in the final output... A -version- statement does not seem to be in place, either, which probably causes problems for users. If you are serious about programming, I highly recommend Baum (2009), http://www.stata-press.com/books/isp.html HTH Martin -----Urspr黱gliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von gjhxmu@sina.com Gesendet: Donnerstag, 17. September 2009 11:19 An: statalist Betreff: st: programming help---adjust standard error with -cluster- option by two dimensions I posted "how to adjust standard error with -cluster- option by two dimensions" about two months ago. And I got some help and valuable websites, one of which is http://www.kellogg.northwestern.edu/faculty/petersen/htm/papers/se/se_progra mming.htm. In this website, professor Petersen gives logit2 and probit2 programmes for adjusting standard error with -cluster- option by two dimensions for logit model and probit model. Using the data test_data in the website, I can run the following commands and the results are . u test_data,clear . su y Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- y | 5000 .0352381 2.252704 -7.843253 8.63729 . g y2=(y> r(mean)) . logit2 y2 x, fcluster( firmid) tcluster( year) Logit with 2D clustered SEs Number of obs = 5000 Number of clusters (firmid) = 500 Wald chi2( 1) = 567.60 Number of clusters (year) = 10 Prob > chi2 = 0.0000 Log pseudolikelihood = -3.128e+03 Pseudo R2 = 0.0975 ---------------------------------------------------------------------------- -- | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+-------------------------------------------------------------- -- x | .8208494 .0482432 17.01 0.000 .7262944 .9154043 _cons | .0111906 .0590119 0.19 0.850 -.1044706 .1268518 ---------------------------------------------------------------------------- -- SE clustered by firmid and year . probit2 y2 x, fcluster( firmid) tcluster( year) Probit with 2D clustered SEs Number of obs = 5000 F( 1, .) = . Prob > F = . Number of clusters (firmid) = 500 R-squared = . Number of clusters (year) = 10 Root MSE = . ---------------------------------------------------------------------------- -- | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+-------------------------------------------------------------- -- x | .5015938 .0281373 17.83 0.000 .4464458 .5567419 _cons | .0071914 .0356859 0.20 0.840 -.0627516 .0771345 ---------------------------------------------------------------------------- -- SE clustered by firmid and year I am confused by the equation statistic, which is Wald chi2 for logit2 but missing F vaule for probit2. And then I type -eret li- , no matter logit2 or probit2, the related equation staistics are missing. I have emailed professor Petersen before and he told me he was not a good programmer though he sincerely wanted to help me. Could anyone help me correct the programme if you know how to do it? Best regards, Rose. * * 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/ * * 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/

- Prev by Date:
**Re: st: svyset problem 2: using svy with partially complete surveys** - Next by Date:
**st: RE: using xtile and qreg to find the median income for individuals between certain income percentiles** - Previous by thread:
**Re: AW: st: AW: programming help---adjust standard error with -cluster- option by two dimensions** - Next by thread:
**st: Re: Ramsey test interpretation** - Index(es):

© Copyright 1996–2015 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |