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From |
Pamela Campa <pamela.campa@iies.su.se> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: intreg with fixed effects and clustered standard errors |

Date |
Wed, 29 Feb 2012 20:21:45 +0100 |

Thanks for your reply

note: industry_id35 omitted because of collinearity note: industry_id36 omitted because of collinearity note: industry_id38 omitted because of collinearity note: industry_id39 omitted because of collinearity note: industry_id41 omitted because of collinearity note: industry_id42 omitted because of collinearity note: industry_id46 omitted because of collinearity note: industry_id49 omitted because of collinearity note: industry_id54 omitted because of collinearity note: industry_id55 omitted because of collinearity note: industry_id56 omitted because of collinearity note: industry_id61 omitted because of collinearity note: _Icountyid_1232 omitted because of collinearity note: _Icountyid_1373 omitted because of collinearity Fitting constant-only model: Iteration 0: log pseudolikelihood = -421061.15 Iteration 1: log pseudolikelihood = -420990.91 Iteration 2: log pseudolikelihood = -420990.91 Fitting full model: Iteration 0: log pseudolikelihood = -407783.52 Iteration 1: log pseudolikelihood = -407606.27 Iteration 2: log pseudolikelihood = -407606.26 Interval regression Number of obs = 134769 Wald chi2(1574) = 0.00 Log pseudolikelihood = -407606.26 Prob > chi2 = 1.0000

------------------------------------------------------------------------------ | Robust

-------------+----------------------------------------------------------------

Thanks Pamela On 2/29/2012 6:36 PM, Nick Cox wrote:

-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? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: RE: intreg with fixed effects and clustered standard errors***From:*Stas Kolenikov <skolenik@gmail.com>

**Re: st: RE: intreg with fixed effects and clustered standard errors***From:*Nick Cox <njcoxstata@gmail.com>

**References**:**st: intreg with fixed effects and clustered standard errors***From:*Pamela Campa <pamela.campa@iies.su.se>

**st: RE: intreg with fixed effects and clustered standard errors***From:*Nick Cox <n.j.cox@durham.ac.uk>

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