Re: st: -intgph nbreg- drops interaction variables

[Joerg Luedicke <joerg.luedicke@gmail.com>]

On Mon, Mar 14, 2011 at 1:05 PM, Nick Cox <n.j.cox@durham.ac.uk> wrote:

>
> As many other threads show, Stata often drops (meaning, omits) variables from models. This is deliberate and indeed a feature. The fix is not to try to force them back in. The fix is to find a better model for your data (or, for some purposes, better data for your model).
>
> Nick
> n.j.cox@durham.ac.uk
>

Nick, I think OP does not have a problem with the model itself but
with the user written command -intgph-.

I had a look at the respective ado-file and I believe that this could
be some bug in the program. Unlike the other allowed models for that
program, nbreg provides 2 variables in the e(b) matrix as "_cons", one
is the constant and the other is the overdispersion parameter. I have
the feeling that -intgph- is not accounting for the fact that there
are these 2 extra columns instead of only 1, like it is in case of the
other models. Look at this code from line 210 of -intgph- (it says
Version 1.0.2, I downloaded it today):

capture `cmd' `varlist' `if' `in' `weight' , `cmdopts'
if _rc == 0 {
  // regenerate the varlist in case not all vars are used in model
  tempname cmat
  matrix `cmat' = e(b)
  local evlist : colnames `cmat'
  local evlist " `evlist' "
  local varlist : subinstr local evlist " _cons " ""  // drop _cons
  local varlist `e(depvar)' `varlist'
  local depvar `e(depvar)'

This part of the program is producing a varlist from the model
specified under `cmd'. The line that is commented on (" // drop
_cons") is dropping "_cons" but I guess this should be done twice. The
part that produces OPs error message comes from lines 241 and 243
further down because the interaction term cannot be found due to the
added "_cons". However, if I exchange the above code with the
following (only 2 lines added):

capture `cmd' `varlist' `if' `in' `weight' , `cmdopts'
if _rc == 0 {
  // regenerate the varlist in case not all vars are used in model
  tempname cmat
  matrix `cmat' = e(b)
  local evlist : colnames `cmat'
  local evlist " `evlist' "
  local varlist : subinstr local evlist " _cons " ""  // drop _cons
  local varlist " `varlist' "
                         <---------- line added
  local varlist : subinstr local varlist "_cons " ""  // drop _cons
         <---------- line added
  local varlist `e(depvar)' `varlist'
  local depvar `e(depvar)'

the program seems to work fine. At least, it runs without error
message, spits out the correct results from the regression model, and
produces this graph. However, additional checks may be needed and I
guess the best would be if somebody contacted the authors about this.

J.

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