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Re: st: can I use -parmest- with -mlogit-?


From   Jamie Fagg <j.fagg@qmul.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: can I use -parmest- with -mlogit-?
Date   Mon, 14 Jun 2010 17:21:27 +0100

Thanks to Roger and Maarten, your replies were very helpful.

I meant to reply this morning, but the message was returned by the Major.

So, Maarten said that "it seems to me that the problem is that you are
using an old version of -parmest-. This is why it is crucial to
specify where you found a user written program: there are often
multiple version floating around in cyber space. Often the one on SSC
is the most recent."

Thanks for this advice Maarten. I'll try to do that in future when
posting about user-written commands.

and Roger added that "parmest (without any options) should fail after
ANY estimation command, because  -parmest- requires at least 1 of the
output-destination options -list()-,
  > -saving()-, -norestore- and/or -fast-."

Interestingly, the command didn't fail when I ran it with no options
with logit, but seemed to do what I required (albeit writing over the
dataset in memory when it did so), but I shall make sure that I use
the options once I've got it up and running.

Thanks also to Roger, for your subsequent follow up with regards to
the 10.1 version which I was just about to flag. I've got the 10.1
version installed and it seems to be working fine - I can now make my
graph!

Best wishes,

Jamie

On 14 June 2010 11:56, Jamie Fagg <j.fagg@qmul.ac.uk> wrote:
> Dear Roger and Maarten,
>
> Thanks for your replies, all of which have been very helpful.
>
> Maarten said:
>
>>
>> So, it seems to me that the problem is that you are using an
>> old version of -parmest-. This is why it is crucial to
>> specify where you found a user written program: there are
>> often multiple version floating around in cyber space. Often
>> the one on SSC is the most recent.
>
> Thanks for this advice Maarten. I'll try to do that in future when posting
> about user-written commands.
>
> Roger said:
>
>> > parmest
>> >
>> > (without any options) should fail after ANY estimation command, because
>> > -parmest- requires at least 1 of the output-destination options
>> > -list()-,
>> > -saving()-, -norestore- and/or -fast-.
>
> Interestingly, the command didn't fail, but seemed to do what I required
> (albeit writing over the dataset in memory when it did so), but I shall make
> sure that I use the options once I've got it up and running.
>
> Thanks also for your subsequent follow up with regards to the 10.1 version
> which I was just about to flag. I've got the 10.1 version installed and it
> seems to be working fine - I can now make my graph!
>
> Best wishes,
>
> Jamie
>
> On 14 June 2010 11:40, Roger Newson <r.newson@imperial.ac.uk> wrote:
>> Yes, you can use -parmest- after -mlogit-, and I do this routinely.
>> However,
>> the command
>>
>> parmest
>>
>> (without any options) should fail after ANY estimation command, because
>> -parmest- requires at least 1 of the output-destination options -list()-,
>> -saving()-, -norestore- and/or -fast-. These output-destination options
>> control whether the output dataset is listed, saved to a disk file, or
>> written to the memory, overwriting the original data. (These options are
>> not
>> mutually exclusive.)
>>
>> I tried to replicate something similar to Jamie's example with -mlogit-,
>> by
>> typing
>>
>> use http://www.stata-press.com/data/lf2/ordwarm2,clear
>> mlogit warm yr89,nolog
>> parmest, list(, sepby(eq))
>>
>> and this worked for me (under Stata 11.1), producing a listing of the
>> parameters, separated by the equation variable -eq-, with P-values and
>> confidence limits formatted more informatively than as provided by
>> -mlogit-.
>> I could equally have used the -saving()-, -norestore- or -fast- options,
>> if
>> I wanted to save the results to disk or to the memory, respectively.
>>
>> I hope this helps.
>>
>> Best wishes
>>
>> Roger
>>
>>
>>
>> Roger B Newson BSc MSc DPhil
>> Lecturer in Medical Statistics
>> Respiratory Epidemiology and Public Health Group
>> National Heart and Lung Institute
>> Imperial College London
>> Royal Brompton Campus
>> Room 33, Emmanuel Kaye Building
>> 1B Manresa Road
>> London SW3 6LR
>> UNITED KINGDOM
>> Tel: +44 (0)20 7352 8121 ext 3381
>> Fax: +44 (0)20 7351 8322
>> Email: r.newson@imperial.ac.uk
>> Web page: http://www.imperial.ac.uk/nhli/r.newson/
>> Departmental Web page:
>>
>> http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/
>>
>> Opinions expressed are those of the author, not of the institution.
>>
>> On 14/06/2010 11:07, Jamie Fagg wrote:
>>>
>>> Dear all,
>>>
>>> I am trying to write estimates from an -mlogit- command using the
>>> -parmest- by Roger Newson. He seems to suggest that this should be
>>> possible (see
>>> http://www.stata.com/statalist/archive/2002-12/msg00025.html)
>>>
>>> Parmest seems to work fine (using Stata 10.1) when I try it with logit
>>> (see below), but returns an error when run with mlogit. This
>>> replicates the error that I find when I try to use it with my own
>>> data. I can't find any specific references to this in the parmest help
>>> file. Do I need to specify further options to use parmest with mlogit?
>>>
>>> Thanks,
>>>
>>> Jamie
>>>
>>> . use http://www.stata-press.com/data/lf2/ordwarm2,clear
>>> (77&  89 General Social Survey)
>>>
>>> . logit white age,nolog
>>>
>>> Logistic regression                               Number of obs   =
>>> 2293
>>>                                                  LR chi2(1)      =
>>> 5.84
>>>                                                  Prob>  chi2     =
>>> 0.0157
>>> Log likelihood = -853.93381                       Pseudo R2       =
>>> 0.0034
>>>
>>>
>>>
>>> ------------------------------------------------------------------------------
>>>       white |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
>>> Interval]
>>>
>>>
>>> -------------+----------------------------------------------------------------
>>>         age |   .0093244    .003902     2.39   0.017     .0016767
>>>  .0169721
>>>       _cons |   1.550548   .1794133     8.64   0.000     1.198904
>>>  1.902191
>>>
>>>
>>> ------------------------------------------------------------------------------
>>>
>>> . parmest
>>>
>>> . use http://www.stata-press.com/data/lf2/ordwarm2,clear
>>> (77&  89 General Social Survey)
>>>
>>> . mlogit warm yr89,nolog
>>>
>>> Multinomial logistic regression                   Number of obs   =
>>> 2293
>>>                                                  LR chi2(3)      =
>>>  76.96
>>>                                                  Prob>  chi2     =
>>> 0.0000
>>> Log likelihood = -2957.2879                       Pseudo R2       =
>>> 0.0128
>>>
>>>
>>>
>>> ------------------------------------------------------------------------------
>>>        warm |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
>>> Interval]
>>>
>>>
>>> -------------+----------------------------------------------------------------
>>> SD           |
>>>        yr89 |  -1.174919   .1591851    -7.38   0.000    -1.486916
>>>  -.862922
>>>       _cons |  -.6803538    .079895    -8.52   0.000    -.8369451
>>> -.5237625
>>>
>>>
>>> -------------+----------------------------------------------------------------
>>> D            |
>>>        yr89 |  -.3810336   .1033743    -3.69   0.000    -.5836435
>>> -.1784237
>>>       _cons |  -.0129591   .0657255    -0.20   0.844    -.1417787
>>>  .1158604
>>>
>>>
>>> -------------+----------------------------------------------------------------
>>> SA           |
>>>        yr89 |   .0964589   .1196593     0.81   0.420     -.138069
>>>  .3309868
>>>       _cons |  -.7642883    .082184    -9.30   0.000    -.9253661
>>> -.6032105
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> (warm==A is the base outcome)
>>>
>>> . parmest
>>> Data will not be replaced
>>> Estimates and SEs could not be extracted
>>> r(498);
>>>
>>> *
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>>
>> *
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>>
>
>
>
> --
> Dept. of Geography, Queen Mary, University of London
> Mile End Rd
> E1 4NS
>
> Tel: 020 7882 5400
>
>
>
>



--
Dept. of Geography, Queen Mary, University of London
Mile End Rd
E1 4NS

Tel: 020 7882 5400

*
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