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Re: st: intreg with fixed effects and clustered standard errors


From   Paul Norris <p.norris@ed.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: intreg with fixed effects and clustered standard errors
Date   Wed, 29 Feb 2012 17:29:11 +0000

Pamela Campa <pamela.campa@iies.su.se> wrote:

>Hi,
>
>I'm trying to estimate a regression model with an interval-coded 
>dependent variable. I have plant-level data for several years, and I 
>regress an interval coded dependent variable on some continuous  X's,  
>industry and county fixed effects, and state by year shocks.
>
>I cluster the standard errors by plant. I use the command intreg2. The 
>Stata output gives standard errors for all the variables I put in, but 
>it does not show the Wald chi(2) statistic. I did try to remove plants 
>that appear only once in the dataset, counties for which there is only 
>one plant and industries for which there is only one plant, but that 
>does not fix the problem.
>
>Could anyone please suggest a way to deal with this?I'm not necessarily 
>interested in the Wald chi(2) , but I'm afraid that the fact that it is 
>missing signals some misspecification in my model.
>
>Moreover, my pseudo likelihood is as low as -590000. Is that worrisome?
>
>Thanks!
>
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