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From |
Yuval Arbel <yuval.arbel@gmail.com> |

To |
statalist <statalist@hsphsun2.harvard.edu> |

Subject |
st: Interpretation of the estimates obtained by the -xtprobit- command |

Date |
Thu, 29 Mar 2012 09:56:52 +0200 |

Dear Statalisters, I'm attaching below the outcomes obtained for a sample of 8,909 pregnant women who gave birth to 25,052 infants I have several questions: 1. Is there something equivalent to -dprobit- which permits direct interpretation of the coefficients? 2. What is the reason -xtprobit- does not permit the fixed-effect option? 3. How can I test statistically the validity of the random-effect between the constant term of each pregnant women and the variables? 4. I also ran the command -xtlogit- with the -fe- option (attached below). The algorithm omitted many panels and I got the following message: note: multiple positive outcomes within groups encountered. note: 7307 groups (18043 obs) dropped because of all positive or all negative outcomes. I wonder what is the problem caused the algorithm to omit so many panels I appreciate your assistance Yuval . xtprobit private2 hospitalization_num birth_by_operation mother_usa mother_canada mother_england mother_ethiopia > mother_switzerland mother_france mother_russia1 former_children1 muslim christian tourist1 immigrant pupil_in_yes > hiva teacher Fitting comparison model: Iteration 0: log likelihood = -8506.5487 Iteration 1: log likelihood = -7708.4231 Iteration 2: log likelihood = -7697.5432 Iteration 3: log likelihood = -7697.5295 Iteration 4: log likelihood = -7697.5295 Fitting full model: rho = 0.0 log likelihood = -7697.5295 rho = 0.1 log likelihood = -7628.272 rho = 0.2 log likelihood = -7632.6183 Iteration 0: log likelihood = -7628.272 Iteration 1: log likelihood = -7624.7393 Iteration 2: log likelihood = -7558.7882 Iteration 3: log likelihood = -7558.4689 Iteration 4: log likelihood = -7558.4685 Random-effects probit regression Number of obs = 25052 Group variable: index Number of groups = 8908 Random effects u_i ~ Gaussian Obs per group: min = 1 avg = 2.8 max = 17 Wald chi2(16) = 1315.66 Log likelihood = -7558.4685 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ private2 | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- hospitaliz~m | .0129728 .0075312 1.72 0.085 -.0017881 .0277336 birth_by_o~n | 1.077024 .0383647 28.07 0.000 1.00183 1.152217 mother_usa | .8338842 .0495205 16.84 0.000 .7368257 .9309426 mother_can~a | .8395324 .1346013 6.24 0.000 .5757187 1.103346 mother_eng~d | .5693104 .0833725 6.83 0.000 .4059033 .7327175 mother_eth~a | -.6634257 .2664923 -2.49 0.013 -1.185741 -.1411104 mother_swi~d | .9164751 .1478142 6.20 0.000 .6267646 1.206186 mother_fra~e | -.2771848 .1316733 -2.11 0.035 -.5352597 -.0191098 mother_rus~1 | -.2880794 .1155616 -2.49 0.013 -.514576 -.0615828 former_chi~1 | .0101862 .0046692 2.18 0.029 .0010346 .0193377 muslim | -.1308288 .0715678 -1.83 0.068 -.2710991 .0094414 christian | -1.073336 .5447206 -1.97 0.049 -2.140969 -.0057035 tourist1 | .444191 .0793486 5.60 0.000 .2886705 .5997114 immigrant | .1317313 .0493153 2.67 0.008 .0350752 .2283874 pupil_in_y~a | -.0354636 .0331773 -1.07 0.285 -.1004899 .0295627 teacher | -.0135476 .0809299 -0.17 0.867 -.1721673 .1450721 _cons | -1.801318 .0438827 -41.05 0.000 -1.887327 -1.715309 -------------+---------------------------------------------------------------- /lnsig2u | -.9331074 .0921739 -1.113765 -.7524499 -------------+---------------------------------------------------------------- sigma_u | .6271599 .0289039 .5729926 .6864479 rho | .2822947 .0186748 .2471697 .3202877 ------------------------------------------------------------------------------ Likelihood-ratio test of rho=0: chibar2(01) = 278.12 Prob >= chibar2 = 0.000 . xtlogit private2 hospitalization_num birth_by_operation mother_usa mother_canada mother_england mother_ethiopia m > other_switzerland mother_france mother_russia1 former_children1 muslim christian tourist1 immigrant pupil_in_yesh > iva teacher,fe note: multiple positive outcomes within groups encountered. note: 7307 groups (18043 obs) dropped because of all positive or all negative outcomes. Iteration 0: log likelihood = -2159.1289 Iteration 1: log likelihood = -2120.0164 Iteration 2: log likelihood = -2119.4414 Iteration 3: log likelihood = -2119.3205 Iteration 4: log likelihood = -2119.296 Iteration 5: log likelihood = -2119.2909 Iteration 6: log likelihood = -2119.2898 Iteration 7: log likelihood = -2119.2895 Iteration 8: log likelihood = -2119.2894 Iteration 9: log likelihood = -2119.2894 Conditional fixed-effects logistic regression Number of obs = 7009 Group variable: index Number of groups = 1601 Obs per group: min = 2 avg = 4.4 max = 17 LR chi2(16) = 702.85 Log likelihood = -2119.2894 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ private2 | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- hospitaliz~m | .0390685 .0175739 2.22 0.026 .0046242 .0735128 birth_by_o~n | 1.686039 .0937217 17.99 0.000 1.502348 1.86973 mother_usa | 1.468732 .1319606 11.13 0.000 1.210094 1.72737 mother_can~a | 1.5773 .3641062 4.33 0.000 .8636647 2.290935 mother_eng~d | 1.090552 .2185774 4.99 0.000 .6621478 1.518955 mother_eth~a | -1.215727 .7218827 -1.68 0.092 -2.630591 .1991374 mother_swi~d | 1.432616 .3794459 3.78 0.000 .6889158 2.176317 mother_fra~e | -.502122 .3312722 -1.52 0.130 -1.151404 .1471596 mother_rus~1 | -.3725172 .2961963 -1.26 0.209 -.9530514 .2080169 former_chi~1 | .0169162 .0124888 1.35 0.176 -.0075614 .0413938 muslim | -.4356984 .1897871 -2.30 0.022 -.8076743 -.0637226 christian | -13.76266 558.0707 -0.02 0.980 -1107.561 1080.036 tourist1 | .6817092 .2114854 3.22 0.001 .2672056 1.096213 immigrant | .2331337 .1294273 1.80 0.072 -.0205391 .4868065 pupil_in_y~a | -.1166618 .083074 -1.40 0.160 -.2794838 .0461603 teacher | .0254976 .1960549 0.13 0.897 -.3587629 .4097582 ------------------------------------------------------------------------------ -- Dr. Yuval Arbel School of Business Carmel Academic Center 4 Shaar Palmer Street, Haifa 33031, Israel e-mail1: yuval.arbel@carmel.ac.il e-mail2: yuval.arbel@gmail.com * * 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: Interpretation of the estimates obtained by the -xtprobit- command***From:*brendan.halpin@ul.ie (Brendan Halpin)

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