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st: prgen after probit: "compression error"


From   Deepak Hegde <dhegde@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: prgen after probit: "compression error"
Date   Tue, 14 Jun 2011 21:59:30 -0400

Hi,

I'm getting a "conformability error" in response to a prgen command
after a probit.

My probit is of the form:  probit y x1 x2 x3 dummyvar1-dummyvar186
and then prgen x1, gen(prprobs)

The prgen command goes through alright if I estimate a specification
without the dummyvars (binay variables) and just x1,x2,x3 (continuous
variables) on the RHS.  Probit automatically drops some of these dummy
variables due to multicollinearity and because outcomes are predicted
perfectly for certain values of the variables (as expected in my case)
--- I wonder if the "compression error" is somehow related to this. I
get exactly the same error with the "prvalue" command after the probit
with the dummyvars.

I'd greatly appreciate it if any of you are aware of a convenient way
to fix this problem.  I did run prgen with trace on, but remain
unenlightened.

I'm on Stata11 and with what I believe is the correct version of
spost.  Thank you very much.

--- Deepak
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