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Re: st: intreg with fixed effects and clustered standard errors
From
Paul Norris <[email protected]>
To
[email protected]
Subject
Re: st: intreg with fixed effects and clustered standard errors
Date
Wed, 29 Feb 2012 17:29:11 +0000
Pamela Campa <[email protected]> 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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