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RE: st: quasi-complete separation


From   Sabrina Helmut <vitamint@hotmail.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: quasi-complete separation
Date   Sun, 28 Aug 2011 18:01:46 +0200

Nick,
thanks! You are right, logit works but the coefficient for the concerned variable is extremely high (48.5..) I will need an explanation for this. So, do you think my example shows quasi-complete separation which could be an explanation for the high coefficient?

----------------------------------------
> Date: Sun, 28 Aug 2011 16:43:36 +0100
> Subject: Re: st: quasi-complete separation
> From: njcoxstata@gmail.com
> To: statalist@hsphsun2.harvard.edu
>
> Sabrina, and indeed anybody else: Please do not send, or attempt to
> send, attachments to Statalist.
> See http://www.stata.com/support/faqs/res/statalist.html#toask where
> this is explained, twice over.
>
> Sabrina: -logit y x- will work with this dataset, but there is only a
> weak relationship.
>
> Nick
>
> On Sun, Aug 28, 2011 at 4:24 PM, Sabrina Helmut <vitamint@hotmail.de> wrote:
> > I am sorry, the scatter has not been send. Thus, an example for you:
> >
> > binary dependent variable y
> > continuous variable x
> >
> > y   x
> > 0   1
> > 0   2
> > 0   3
> > 0   4
> > 1   1
> > 1   2
> > 1   3
> > 1   4
> > 1   5
> > 1   6
> > 1   7
> >
> > Thus, values of the independent variable being higher than 4 are only captured by y=1.
> > So, is this a problem of quasi-complete separation? Thank you very much.
> >
> >
> > ----------------------------------------
> >> From: vitamint@hotmail.de
> >>
> >> I provided a scatter for you. Am I right with the assumption that it shows the problem of quasi-complete separation? Thanks.
>
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