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From |
"Anat (Manes) Tchetchik" <anatmanes@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: ivpois- received a coefficientfor for var. that wasn't specified |

Date |
Wed, 3 Oct 2012 15:13:10 +0200 |

Austin Hi, I have ran the ivpois and received a coefficient for a var, which wasn't specified: years_abroad. What am I missing here? ivpois met_abroad lnage US italy france brussiarussia other_west_EUUK income obligation FUN ln_ years_ abroad , exog(FR_return FR_native FR_work FR_student FR_immigrant livealone first_deg_family secnd_deg_family third_deg_family forth_deg_family flighttime native_israel have_kids Health male education religious south_reside) endog(facebook email phone skype_msn) ---------------------------------------------------------------------------------------------------------- met_abroad | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+------------------------------------------------------------------------------------------- met_abroad lnage | -1.447381 .719936 -2.01 0.044 -2.85843 -.0363323 US | -.0170843 .3448535 -0.05 0.960 -.6929847 .6588161 italy | -.4411522 .5102456 -0.86 0.387 -1.441215 .5589108 france | .3109442 .4994053 0.62 0.534 -.6678721 1.289761 brussiarussia | 1.473384 .5620763 2.62 0.009 .3717342 2.575033 other_west_euuk | .2303449 .4372421 0.53 0.598 -.6266338 1.087324 income | .0791544 .0827231 0.96 0.339 -.0829799 .2412887 obligation | -.0023054 .1242432 -0.02 0.985 -.2458175 .2412068 FUN | .2132838 .0896393 2.38 0.017 .0375939 .3889737 ln_years_abroad | .8137992 .1697787 4.79 0.000 .4810391 1.146559 years_abroad | -.0317331 .0140841 -2.25 0.024 -.0593373 -.0041288 facebook | -.8209555 .2368495 -3.47 0.001 -1.285172 -.3567389 email | -.1442276 .1544278 -0.93 0.350 -.4469006 .1584454 phone | .1591537 .1312153 1.21 0.225 -.0980235 .416331 skype_msn | .2806095 .1348213 2.08 0.037 .0163646 .5448543 _cons | 6.175723 3.350298 1.84 0.065 -.3907397 12.74219 ------------------------------------------------------------------------------ Any hint will be greatly apprecuated, Anat On Tue, Sep 25, 2012 at 3:32 PM, Austin Nichols <austinnichols@gmail.com> wrote: > > Anat (Manes) Tchetchik <anatmanes@gmail.com>: > 1. You can specify that max as exposure, but it sounds a bit odd to > me--why not just include ln(number_of_years_rel_abroad) and ln(age-17) > as predictors and let the regression estimate the coefs? If one coef > turns out to be close to one, then it looks like an exposure variable: > an exposure X just means that ln(X) enters with a coef of one > (elasticity of one). An offset X just means that X enters with a coef > of one (semi-elasticity of one). > 3. Yes, predict yhat and calculate squared corr of y and yhat as a > pseudo-R-squared. > > On Tue, Sep 25, 2012 at 7:49 AM, Anat (Manes) Tchetchik > <anatmanes@gmail.com> wrote: > > Austin hi, > > I have read the material regarding the ivpois model you have referred > > me to and ran it on my data set. The results look pretty plausible . > > Just before sticking to this model I have few last questions: > > > > 1. Can I use the exposure variable (in my case the maximum of the two > > values: respondent's adulthood years and and the no. of years his/her > > relative is staying abroad) also as an independent var.? (or given > > that I do it- I should not use the exposure option) > > > > 2. I'm not sure i understand when I should use the exposure option and > > when the offset one > > > > 3. Do I calculate goodness of fit measure using the same procedure you > > recommended earlier > > (http://www.stata.com/support/faqs/statistics/r-squared/) ? > > > > Thank you very much! > > Anat > > > > On Mon, Sep 24, 2012 at 6:38 PM, Austin Nichols <austinnichols@gmail.com> wrote: > >> > >> Anat (Manes) Tchetchik <anatmanes@gmail.com> : > >> Indeed, no censoring in your model. You have exactly the case I > >> referred to when I wrote "I suspect you have a lower limit at zero > >> which is actually a very low conditional mean rounded down to zero." > >> Unless you believe that the Tobit model somehow correctly captures > >> bunching at zero due to utility functions which would imply a negative > >> demand for travel abroad, if such a thing were possible, which is > >> implausible at best, you are much better off assuming that people with > >> zero travel abroad simply have very low demand, and a group that has a > >> conditional mean of 1/100000 trips will indeed have a lot of zeros > >> observed. The -ivpois- package on SSC, and the -gmm- specifications > >> that supersede it, are designed to allow instrumental variables in a > >> count model, or a regression with nonnegative outcomes more generally: > >> http://www.stata.com/meeting/boston10/boston10_nichols.pdf > >> http://fmwww.bc.edu/repec/bocode/i/ivpois.html > >> > >> On Mon, Sep 24, 2012 at 10:54 AM, Anat (Manes) Tchetchik > >> <anatmanes@gmail.com> wrote: > >> > I haven't thought about the count model, I will definitely try to run > >> > it! thanks much! > >> > > >> > On Mon, Sep 24, 2012 at 5:38 PM, Maarten Buis <maartenlbuis@gmail.com> wrote: > >> >> That does not sound like censoring at all. I would think of this as a > >> >> regular count model. There are examples on how to deal with such an > >> >> iv-model in -help gmm-. > >> >> > >> >> Hope this helps, > >> >> Maarten > >> >> > >> >> On Mon, Sep 24, 2012 at 4:11 PM, Anat (Manes) Tchetchik > >> >> <anatmanes@gmail.com> wrote: > >> >>> Austin Hi, > >> >>> Thank you very much for your reply! > >> >>> What I have as a dependent var. are 500 respondents' reports of the > >> >>> number of times they travelled abroad to visit their friends and > >> >>> relatives over the course of their adult lives. Some respondents yet, > >> >>> who have relatives abroad, did not travel at all. > >> >>> So the observations are censored at zero, with mean =2.2, max =50 and > >> >>> stdev= 3.8. > >> >>> Do you think in that case that the general methods of moments will be better? > >> >>> Thanks much!!! > >> >>> Anat > >> >>> > >> >>> On Sun, Sep 23, 2012 at 5:49 AM, Austin Nichols <austinnichols@gmail.com> wrote: > >> >>>> > >> >>>> Anat (Manes) Tchetchik <anatmanes@gmail.com>: > >> >>>> You can always -predict- and compute the squared correlation of > >> >>>> predictions with observed values: > >> >>>> http://www.stata.com/support/faqs/statistics/r-squared/ > >> >>>> but are you sure your -ivtobit- model is justified? What is the > >> >>>> process that results in observations being censored? I suspect you > >> >>>> have a lower limit at zero which is actually a very low conditional > >> >>>> mean rounded down to zero--am I right? You may be better off with a > >> >>>> -gmm- model. > >> >>>> > >> >>>> On Sat, Sep 22, 2012 at 5:33 PM, Anat (Manes) Tchetchik > >> >>>> <anatmanes@gmail.com> wrote: > >> >>>> > Dear statalisters, > >> >>>> > > >> >>>> > I wonder if anyone knows any goodness of fit that is appropriate for > >> >>>> > tobit with endogenous > >> >>>> > variables (ivtobit). Not as in "regular" tobit, stata does not report any > >> >>>> > goodness of fit measure, any idea how to estimate such a measure? > >> >>>> > Any response will be greatly appreciated.. > * > * 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/ -- Anat Tchetchik, PhD Department of Hotel and Tourism Management Guilford Glazer Faculty of Business and Management Ben-Gurion University of the Negev P.O.Box: 653 Beer-Sheva, Israel, 84105 E-mail: anat@som.bgu.ac.il Phone 972-(0)8-6479735 Fax: 972-(0)8-6472920 Web: http://cmsprod.bgu.ac.il/Eng/som/hotelmanage/Staff/Academic/ChechikA.htm * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: ivpois- received a coefficientfor for var. that wasn't specified***From:*Austin Nichols <austinnichols@gmail.com>

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