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Re: st: "Can Your Results be Replicated?" (Stata error?)


From   Anders Alexandersson <[email protected]>
To   [email protected]
Subject   Re: st: "Can Your Results be Replicated?" (Stata error?)
Date   Fri, 13 Sep 2013 10:51:14 -0400

Joerg is correct, and I agree with Stas. I contacted the author Mark
Bell who replied:

"We never claim the error was in the firth logit command. The problem
was that Rauchhaus was using a logit GEE as a way to deal with
separation (xtgee). GEE is not a way to deal with separation, and the
model should have been unidentified, but stata nonetheless returned a
coefficient on the variable causing separation. This is the error we
were referring to."

Anders

On Fri, Sep 13, 2013 at 10:15 AM, Stas Kolenikov <[email protected]> wrote:
> Maybe it's time Stata Corp picks up -firthlogit-, solidifies it and
> makes it an official command.
>
> -- Stas Kolenikov, PhD, PStat (ASA, SSC)
> -- Senior Survey Statistician, Abt SRBI
> -- Opinions stated in this email are mine only, and do not reflect the
> position of my employer
> -- http://stas.kolenikov.name
>
>
>
> On Fri, Sep 13, 2013 at 9:01 AM, Joerg Luedicke
> <[email protected]> wrote:
>> After having a quick glance at their paper
>> (http://jcr.sagepub.com/content/early/2013/08/19/0022002713499718.abstract?papetoc)
>> it seems that they are talking about a problem with Stata's -xtgee-
>> command which, in the case of separation in a logit model, provides
>> nonsense results as opposed to omitting predictors or the like. Below
>> is a toy example showing what seems to be the problem. However,
>> finding an effect of something like "x is 3 million times less likely
>> than y" and not getting suspicious rather looks like sloppy research
>> to me in the first place.
>>
>> Joerg
>>
>>
>> *------------------------
>> clear
>> set obs 100
>> set seed 123
>>
>> gen id = _n
>> gen ui = rnormal(0,0.5)
>>
>> expand 10
>> bys id : gen year = _n
>> gen x = cond(mod(_n-1, 3) == 1, 1, cond(mod(_n-1, 3) == 0, 2, 3))
>> tab x, gen(x_)
>>
>> gen xb = 1 / (1 + exp(-(0.3*x_2 + 0.3*x_3 + ui)))
>> gen y = rbinomial(1,xb)
>> replace y = 0 if x_1 == 1
>> tab y x
>>
>> xtset id year
>> xtgee y i.x, fam(binomial) link(logit)
>> melogit y i.x || id:
>> logit y i.x
>> *------------------------
>>
>> On Fri, Sep 13, 2013 at 10:41 AM, Richard Williams
>> <[email protected]> wrote:
>>> At 08:14 AM 9/13/2013, Anders Alexandersson wrote:
>>>>
>>>> I just made this reply on the blog:
>>>>
>>>> "Where is the error in Stata? The author’s so called “Do-File for
>>>> Analyses.txt” is actually not a Stata do file but it does refer to
>>>> Stata’s user-written command -firthlogit- from SSC. Please provide a
>>>> reproducible do-file in Stata.The claim that results and conclusions
>>>> were due to an error in Stata is not supported."
>>>> See
>>>> http://politicalsciencereplication.wordpress.com/2013/09/11/guest-blog-how-to-persuade-journals-to-accept-your-replication-paper/comment-page-1/#comment-653
>>>
>>>
>>> Even if -firthlogit- did get it wrong, it is a bit of a stretch to imply
>>> that Stata has some terrible flaw. Stata Corp can hardly be held responsible
>>> for flaws in programs it did not write.
>>>
>>> When I first sent a program to SSC, I thought there might be some sort of
>>> exhaustive review process before it was released to the public. I got the
>>> feeling that wasn't the case when I got a message less than an hour later
>>> saying the program had been posted. Most user-written routines are fine but
>>> people should realize they haven't undergone the kind of testing that
>>> official programs have. And even in this case, we don't have any proof yet
>>> that firthlogit did get it wrong.
>>>
>>>
>>>> Anders Alexandersson
>>>> [email protected]
>>>>
>>>> On Fri, Sep 13, 2013 at 8:10 AM, Philip Jones
>>>> <[email protected]> wrote:
>>>> > Hi all,
>>>> >
>>>> > I found a link on my Twitter feed this AM, purporting to show how
>>>> > Stata "made a mistake" that R did not make:
>>>> >
>>>> > http://www.r-bloggers.com/can-your-results-be-replicated/
>>>> >
>>>> > which actually points to:
>>>> >
>>>> >
>>>> > http://politicalsciencereplication.wordpress.com/2013/09/11/guest-blog-how-to-persuade-journals-to-accept-your-replication-paper/
>>>> >
>>>> > I realize that "r-bloggers" is likely not the most bias-free site when
>>>> > it comes to reviewing/rating stats packages, but has anyone got an
>>>> > idea as to what is actually going on here? Is Stata really at fault?
>>>> >
>>>> > Regards,
>>>> >
>>>> > Phil
>>>> > @pmgjones on Twitter
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>>>
>>>
>>> -------------------------------------------
>>> Richard Williams, Notre Dame Dept of Sociology
>>> OFFICE: (574)631-6668, (574)631-6463
>>> HOME:   (574)289-5227
>>> EMAIL:  [email protected]
>>> WWW:    http://www.nd.edu/~rwilliam
>>>
>>>
>>>
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