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


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: intreg with fixed effects and clustered standard errors
Date   Wed, 29 Feb 2012 17:36:48 +0000

-intreg2- qualifies as user-written; you are asked to specify this. 

However, in this particular case hasn't the functionality been folded into -intreg-? 

That aside, you are asking for guidance on a key issue without telling us anything precise about the data or showing any output. 

Nick 
n.j.cox@durham.ac.uk 

Pamela Campa

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?


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