---------------------------------------------------------------------------------- log: /home/dmd/people/mccullough/nonlin/sn.log log type: text opened on: 30 Sep 2003, 14:03:27 . . // do file to replicate SN results . // version 3.0.1 . // last edited David M. Drukker 30Sep2003 . . . set matsize 800 . version 8.1 . . drop _all . . use sndata . . rename A a . replace VOTPOP = 1000*VOTPOP (539 real changes made) . sum Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- TRIHEAT | 539 47.88329 8.32275 37.497 68.001 JULYEC2 | 539 -.4838033 1.328906 -2.35 1.78 PRESINC | 539 -.0037106 .7392257 -1 1 VP4 | 539 0 .2022182 -1 1 HOME4X | 539 .0037106 .1724122 -1 1 -------------+-------------------------------------------------------- ADAACA | 539 -5.564527 35.39837 -78.22 69.3 DEV3 | 539 -.8445269 7.976743 -22.7 41.3 DEV2 | 539 -.3532468 9.133573 -48.4 41.3 LEGIS | 539 9.335081 24.024 -49.11504 50 ZECON41 | 539 -.0044287 .989367 -4.883842 4.105314 -------------+-------------------------------------------------------- DSOUTH64 | 539 .0074212 .0859056 0 1 SOUTH4 | 539 .0408163 .1980483 0 1 SOUTH64B | 539 .0185529 .1350648 0 1 WEST76 | 539 .0352505 .1845835 0 1 NCENT72 | 539 .0166976 .1282548 0 1 -------------+-------------------------------------------------------- NEWENG64 | 539 .0222635 .1476762 0 1 a | 539 .0148423 .1210338 0 1 TIEBREAK | 539 .0117541 .029105 0 .23234 VOTPOP | 539 2622.2 2924.683 99 21063 ELECVOTE | 539 10.81447 8.999323 3 47 -------------+-------------------------------------------------------- PCBLCK | 539 .0876879 .0967778 0 .483622 JIMCROW | 539 .096475 .2955157 0 1 GOVRACE | 539 .4471243 .4976582 0 1 PCIN | 539 1.441528 1.935443 0 13.9283 PCAPREAL | 539 1.016435 .185487 .5681915 1.702795 -------------+-------------------------------------------------------- EDUCAT | 539 .5296902 .1526049 .198 .871 DUMMY88 | 539 .0927644 .2903714 0 1 DUMMY84 | 539 .0927644 .2903714 0 1 DUMMY80 | 539 .0927644 .2903714 0 1 DUMMY76 | 539 .0927644 .2903714 0 1 -------------+-------------------------------------------------------- DUMMY72 | 539 .0927644 .2903714 0 1 DUMMY68 | 539 .0890538 .285086 0 1 DUMMY64 | 539 .0909091 .2877468 0 1 DUMMY60 | 539 .0909091 .2877468 0 1 DUMMY56 | 539 .0890538 .285086 0 1 -------------+-------------------------------------------------------- DUMMY52 | 539 .0890538 .285086 0 1 RAIN | 539 .0670534 .2035177 0 1.7 OUTSTATE | 539 .0296846 .1698734 0 1 DOOP | 539 .2644896 .0826053 .016184 .5748175 DOOV | 539 .4638626 .0998867 .1292683 .8717949 . . capture program drop sn_ll . . global doov DOOV . global tiebreak TIEBREAK . global a a . . program define sn_ll 1. version 8.1 2. args lnf dbar1 betar0 betad0 sep rho sed winst votpop tm xb1 3. . tempvar gamma alpha delta dbar Ef xb2 prob 4. . gen double `gamma' = exp(`betar0' - `betad0') 5. . gen double `alpha' = `gamma'/(`gamma' + 1) 6. . gen double `delta' = `gamma'/( (1/$doov) - (1-`gamma') ) 7. . gen double `dbar' = `dbar1'*(1-$a) + `delta'*$a 8. . gen double `Ef' = ($tiebreak + `winst')*`rho'*`alpha'* /// > (1-`alpha')*normden((`alpha'-`dbar')/`sed')/`sed' - /// > `votpop' 9. . gen double `xb2' = `xb1' + `betad0' + `tm' 10. gen double `prob' = (normden( (ln($ML_y1/`delta') - /// > `rho'*`Ef' - `xb2')/`sep')/`sep')/$ML_y1*( /// > (normden( ( `delta'-`dbar')/`sed')/`sed')* /// > `gamma'/((1-(1-`gamma')*$doov)^2)*(1-$a) +$a) 11. . qui replace `lnf' = ln(`prob') 12. end . . ml model lf sn_ll (DOOP = TRIHEAT JULYEC2 PRESINC VP4 HOME4X ADAACA /// > DEV3 DEV2 LEGIS ZECON41 DSOUTH64 SOUTH4 SOUTH64B WEST76 /// > NCENT72 NEWENG64 ) /betar0 /betad0 /sep /// > /rho /sed /winst (votpop: VOTPOP, nocons) /// > (tm: DUMMY88 DUMMY84 DUMMY80 DUMMY76 DUMMY72 DUMMY68 DUMMY64 /// > DUMMY60 DUMMY56 DUMMY52,nocons) /// > (xb1: GOVRACE RAIN PCAPREAL EDUCAT JIMCROW PCBLCK PCIN /// > OUTSTATE, nocons) . . local sed 0.037847927 . local d0 0.29339712 . local cm1 0.0051469912 . local cm2 0.020902094 . local cm3 0.013200831 . local cm4 0.019494456 . local cm5 0.060477454 . local cm6 0.00035823595 . local cm7 0.0033246381 . local cm8 0.0025325467 . local cm9 0.00036951962 . local cm10 0.0063127442 . local cm11 -0.14457178 . local cm12 0.07764634 . local cm13 -0.092488749 . local cm14 -0.071244138 . local cm15 0.05687312 . local cm16 0.067957626 . local sep 0.11561017 . local betad0 -1.1301832 . local betar0 -0.8589113 . local bgov 0.045194958 . local bpre -0.079465481 . local bjim -0.35111151 . local bvinc 0.21899693 . local bvblk -1.0003932 . local bin -0.032955224 . local bedu 0.3623056 . local tm1 0.04665423 . local tm2 0.12062019 . local tm3 0.032472619 . local tm4 0.1464833 . local tm5 0.16505689 . local tm6 0.017293131 . local tm7 0.32905255 . local tm8 0.26481688 . local tm9 0.20499258 . local tm10 0.26819455 . local outst -0.17714668 . local rho 0.58661552 . local zoe0 0.000014910489 . local winst 0.078760921 . . /* > cm1 > cm2 > cm3 > cm4 > cm5 > cm6 > cm7 > cm8 > cm9 > cm10 > cm11 > cm12 > cm13 > cm14 > cm15 > cm16 > d0 > betar0 > betad0 > sep > rho > sed > winst > zoe0 > tm1 > tm2 > tm3 > tm4 > tm5 > tm6 > tm7 > tm8 > tm9 > tm10 > bgov > bpre > bvinc > bedu > bjimmat > bvblk > bin > outst > */ . . mat b0 = [ `cm1', `cm2 ', `cm3', `cm4 ', `cm5 ', `cm6', `cm7', `cm8', /// > `cm9', `cm10', `cm11', `cm12', `cm13', `cm14', `cm15', `cm16', /// > `d0', `betar0', `betad0', `sep', `rho', `sed', `winst', `zoe0', /// > `tm1', `tm2', `tm3', `tm4', `tm5', `tm6', `tm7', `tm8', `tm9', /// > `tm10', `bgov', `bpre', `bvinc', `bedu', `bjim', `bvblk', /// > `bin', `outst'] . . ml init b0, copy . ml max, difficult grad nrtol(1e-8) gtol(1e-8) initial: log likelihood = 1861.4653 rescale: log likelihood = 1861.4653 rescale eq: log likelihood = 1892.9313 ------------------------------------------------------------------------------ Iteration 0: log likelihood = 1892.9313 Gradient vector (length = 50777.61): eq1: eq1: eq1: eq1: eq1: eq1: eq1: TRIHEAT JULYEC2 PRESINC VP4 HOME4X ADAACA DEV3 r1 14685.2 466.7678 176.3665 15.63651 35.51983 56.37288 1807.913 eq1: eq1: eq1: eq1: eq1: eq1: eq1: DEV2 LEGIS ZECON41 DSOUTH64 SOUTH4 SOUTH64B WEST76 r1 3507.54 11024.02 29.01363 -20.94873 -9.61953 10.93416 -13.47636 eq1: eq1: eq1: betar0: betad0: sep: rho: NCENT72 NEWENG64 _cons _cons _cons _cons _cons r1 -17.13018 8.125727 330.3693 -81.97504 11.1764 -1163.184 1.200673 sed: winst: votpop: tm: tm: tm: tm: _cons _cons VOTPOP DUMMY88 DUMMY84 DUMMY80 DUMMY76 r1 -41.09759 .0442731 47157.96 .0009576 -.003414 .011949 .0224614 tm: tm: tm: tm: tm: tm: xb1: DUMMY72 DUMMY68 DUMMY64 DUMMY60 DUMMY56 DUMMY52 GOVRACE r1 .010297 -.0019942 -.0051723 -.0180034 .0307614 -.0097058 -.0024967 xb1: xb1: xb1: xb1: xb1: xb1: xb1: RAIN PCAPREAL EDUCAT JIMCROW PCBLCK PCIN OUTSTATE r1 -44.98556 -45.56811 -17.21291 -70.82511 -31.97407 .0196772 .0024685 ------------------------------------------------------------------------------ Iteration 1: log likelihood = 1955.2732 Gradient vector (length = 235346.7): eq1: eq1: eq1: eq1: eq1: eq1: eq1: TRIHEAT JULYEC2 PRESINC VP4 HOME4X ADAACA DEV3 r1 -14714.21 -56.44214 -59.4914 -19.82758 -22.43975 -6224.239 25.92151 eq1: eq1: eq1: eq1: eq1: eq1: eq1: DEV2 LEGIS ZECON41 DSOUTH64 SOUTH4 SOUTH64B WEST76 r1 -568.988 -3108.735 -34.05658 .54427 -25.70771 1.01772 2.383865 eq1: eq1: eq1: betar0: betad0: sep: rho: NCENT72 NEWENG64 _cons _cons _cons _cons _cons r1 -2.976238 -10.1197 -301.6571 75.94979 -96.3942 1257.019 -4.23093 sed: winst: votpop: tm: tm: tm: tm: _cons _cons VOTPOP DUMMY88 DUMMY84 DUMMY80 DUMMY76 r1 240.3154 -23.8 234778.8 -4.100095 -4.170276 -3.361935 -2.755959 tm: tm: tm: tm: tm: tm: xb1: DUMMY72 DUMMY68 DUMMY64 DUMMY60 DUMMY56 DUMMY52 GOVRACE r1 -2.265843 -1.889563 -1.615101 -5.058916 .0144587 .6473231 -3.551772 xb1: xb1: xb1: xb1: xb1: xb1: xb1: RAIN PCAPREAL EDUCAT JIMCROW PCBLCK PCIN OUTSTATE r1 5.722436 -32.64617 -14.63197 11.59858 1.741096 -15.69897 1.556123 ------------------------------------------------------------------------------ Iteration 2: log likelihood = 1967.0394 Gradient vector (length = 34758.96): eq1: eq1: eq1: eq1: eq1: eq1: eq1: TRIHEAT JULYEC2 PRESINC VP4 HOME4X ADAACA DEV3 r1 2558.928 -13.60896 1.273314 4.679744 4.884843 1647.202 -128.3249 eq1: eq1: eq1: eq1: eq1: eq1: eq1: DEV2 LEGIS ZECON41 DSOUTH64 SOUTH4 SOUTH64B WEST76 r1 -96.64593 -19.63937 7.12296 1.954924 7.469358 -1.258414 .4668033 eq1: eq1: eq1: betar0: betad0: sep: rho: NCENT72 NEWENG64 _cons _cons _cons _cons _cons r1 1.919247 2.301941 50.46243 -9.997417 19.17688 2.175099 .7017912 sed: winst: votpop: tm: tm: tm: tm: _cons _cons VOTPOP DUMMY88 DUMMY84 DUMMY80 DUMMY76 r1 -58.6152 6.481911 -34625 .9564707 .9764227 .9293704 1.069878 tm: tm: tm: tm: tm: tm: xb1: DUMMY72 DUMMY68 DUMMY64 DUMMY60 DUMMY56 DUMMY52 GOVRACE r1 .8508756 .8107425 .754108 1.031517 .6443807 .6005273 3.683536 xb1: xb1: xb1: xb1: xb1: xb1: xb1: RAIN PCAPREAL EDUCAT JIMCROW PCBLCK PCIN OUTSTATE r1 .1696085 10.08413 5.09527 .0716428 .5881619 12.28824 .1235951 ------------------------------------------------------------------------------ Iteration 3: log likelihood = 1967.0714 Gradient vector (length = 1294.4): eq1: eq1: eq1: eq1: eq1: eq1: eq1: TRIHEAT JULYEC2 PRESINC VP4 HOME4X ADAACA DEV3 r1 -18.54421 -.0865063 -.1498008 -.0024803 .0346023 -3.169409 -2.958926 eq1: eq1: eq1: eq1: eq1: eq1: eq1: DEV2 LEGIS ZECON41 DSOUTH64 SOUTH4 SOUTH64B WEST76 r1 -3.488728 -10.18014 -.0390171 -.0145084 -.0585919 -.0104929 .0076926 eq1: eq1: eq1: betar0: betad0: sep: rho: NCENT72 NEWENG64 _cons _cons _cons _cons _cons r1 -.0065162 -.036247 -.2854378 .2231255 .1863107 .1184256 .0470081 sed: winst: votpop: tm: tm: tm: tm: _cons _cons VOTPOP DUMMY88 DUMMY84 DUMMY80 DUMMY76 r1 .3070046 .426055 -1294.215 .0377088 .0307678 .0404978 .0440528 tm: tm: tm: tm: tm: tm: xb1: DUMMY72 DUMMY68 DUMMY64 DUMMY60 DUMMY56 DUMMY52 GOVRACE r1 .0309484 .0444443 .0298491 .0428581 .0343027 .0348007 .1824431 xb1: xb1: xb1: xb1: xb1: xb1: xb1: RAIN PCAPREAL EDUCAT JIMCROW PCBLCK PCIN OUTSTATE r1 .0227358 .4205165 .2159969 .0408021 .0353796 .532508 .0124049 ------------------------------------------------------------------------------ Iteration 4: log likelihood = 1967.0714 Gradient vector (length = 4.149033): eq1: eq1: eq1: eq1: eq1: eq1: eq1: TRIHEAT JULYEC2 PRESINC VP4 HOME4X ADAACA DEV3 r1 .042931 .0002404 .0000836 -.0000278 .0000272 .0065631 -.00177 eq1: eq1: eq1: eq1: eq1: eq1: eq1: DEV2 LEGIS ZECON41 DSOUTH64 SOUTH4 SOUTH64B WEST76 r1 .0011016 .013438 -.0000257 -.0000333 -.000016 7.81e-06 -.0000181 eq1: eq1: eq1: betar0: betad0: sep: rho: NCENT72 NEWENG64 _cons _cons _cons _cons _cons r1 -.0000239 .0000267 .0010163 .0003362 .001162 .0001929 .0001939 sed: winst: votpop: tm: tm: tm: tm: _cons _cons VOTPOP DUMMY88 DUMMY84 DUMMY80 DUMMY76 r1 -.0017614 .0020957 -4.148782 .0001422 .0000401 .0001684 .0002029 tm: tm: tm: tm: tm: tm: xb1: DUMMY72 DUMMY68 DUMMY64 DUMMY60 DUMMY56 DUMMY52 GOVRACE r1 .0000419 .0002068 .0000762 .0002021 .0001165 .0001269 .000696 xb1: xb1: xb1: xb1: xb1: xb1: xb1: RAIN PCAPREAL EDUCAT JIMCROW PCBLCK PCIN OUTSTATE r1 .0000808 .0015435 .0007691 .0001607 .0001325 .0015762 .0000535 ------------------------------------------------------------------------------ Iteration 5: log likelihood = 1967.0714 Gradient vector (length = .0001552): eq1: eq1: eq1: eq1: eq1: eq1: eq1: TRIHEAT JULYEC2 PRESINC VP4 HOME4X ADAACA DEV3 r1 1.78e-06 9.02e-09 2.77e-09 -1.52e-09 2.17e-09 4.24e-07 -6.84e-08 eq1: eq1: eq1: eq1: eq1: eq1: eq1: DEV2 LEGIS ZECON41 DSOUTH64 SOUTH4 SOUTH64B WEST76 r1 4.33e-08 6.74e-07 -1.03e-09 -1.57e-09 -6.16e-10 2.27e-10 -8.37e-10 eq1: eq1: eq1: betar0: betad0: sep: rho: NCENT72 NEWENG64 _cons _cons _cons _cons _cons r1 -1.05e-09 1.31e-09 4.25e-08 1.53e-08 5.01e-08 8.84e-09 1.28e-08 sed: winst: votpop: tm: tm: tm: tm: _cons _cons VOTPOP DUMMY88 DUMMY84 DUMMY80 DUMMY76 r1 -6.97e-08 7.66e-08 -.0001552 5.96e-09 1.31e-09 7.25e-09 9.06e-09 tm: tm: tm: tm: tm: tm: xb1: DUMMY72 DUMMY68 DUMMY64 DUMMY60 DUMMY56 DUMMY52 GOVRACE r1 1.49e-09 9.17e-09 3.21e-09 8.91e-09 4.96e-09 5.53e-09 3.06e-08 xb1: xb1: xb1: xb1: xb1: xb1: xb1: RAIN PCAPREAL EDUCAT JIMCROW PCBLCK PCIN OUTSTATE r1 3.32e-09 6.59e-08 3.28e-08 6.97e-09 5.59e-09 6.65e-08 2.42e-09 ------------------------------------------------------------------------------ Iteration 6: log likelihood = 1967.0714 Gradient vector (length = 1.39e-07): eq1: eq1: eq1: eq1: eq1: eq1: eq1: TRIHEAT JULYEC2 PRESINC VP4 HOME4X ADAACA DEV3 r1 -2.17e-08 -1.07e-10 -9.60e-11 -2.13e-14 6.11e-11 -5.63e-08 1.10e-08 eq1: eq1: eq1: eq1: eq1: eq1: eq1: DEV2 LEGIS ZECON41 DSOUTH64 SOUTH4 SOUTH64B WEST76 r1 5.07e-09 1.24e-08 -1.79e-10 0 1.31e-11 -5.23e-11 -8.73e-11 eq1: eq1: eq1: betar0: betad0: sep: rho: NCENT72 NEWENG64 _cons _cons _cons _cons _cons r1 8.72e-11 1.74e-11 -3.71e-10 -2.68e-10 -1.08e-09 -2.34e-10 -8.99e-11 sed: winst: votpop: tm: tm: tm: tm: _cons _cons VOTPOP DUMMY88 DUMMY84 DUMMY80 DUMMY76 r1 -6.73e-10 -1.55e-10 -1.24e-07 -1.70e-11 -3.18e-11 -2.07e-11 4.24e-12 tm: tm: tm: tm: tm: tm: xb1: DUMMY72 DUMMY68 DUMMY64 DUMMY60 DUMMY56 DUMMY52 GOVRACE r1 6.37e-12 -1.80e-11 1.91e-11 1.06e-12 1.70e-11 -2.12e-12 2.31e-11 xb1: xb1: xb1: xb1: xb1: xb1: xb1: RAIN PCAPREAL EDUCAT JIMCROW PCBLCK PCIN OUTSTATE r1 1.25e-10 1.42e-10 4.72e-11 9.47e-12 1.97e-11 1.83e-10 2.92e-11 ------------------------------------------------------------------------------ Number of obs = 539 Wald chi2(16) = 1923.67 Log likelihood = 1967.0714 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ DOOP | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- eq1 | TRIHEAT | .0050238 .0002811 17.87 0.000 .0044729 .0055748 JULYEC2 | .0203545 .0015824 12.86 0.000 .0172532 .0234559 PRESINC | .0132541 .0030213 4.39 0.000 .0073324 .0191759 VP4 | .0178264 .0084562 2.11 0.035 .0012525 .0344002 HOME4X | .0564933 .0099237 5.69 0.000 .0370432 .0759434 ADAACA | .0003534 .0000529 6.69 0.000 .0002498 .0004571 DEV3 | .0032489 .0003207 10.13 0.000 .0026203 .0038775 DEV2 | .0024865 .0002669 9.32 0.000 .0019635 .0030095 LEGIS | .0003642 .0001005 3.63 0.000 .0001673 .0005611 ZECON41 | .0060848 .0016776 3.63 0.000 .0027968 .0093728 DSOUTH64 | -.1445749 .0274127 -5.27 0.000 -.1983028 -.090847 SOUTH4 | .0757059 .0094039 8.05 0.000 .0572746 .0941371 SOUTH64B | -.0876084 .0167317 -5.24 0.000 -.120402 -.0548149 WEST76 | -.0713572 .0095749 -7.45 0.000 -.0901236 -.0525907 NCENT72 | .0554418 .0133813 4.14 0.000 .029215 .0816687 NEWENG64 | .0631453 .0118118 5.35 0.000 .0399946 .0862959 _cons | .3406172 .0233954 14.56 0.000 .2947631 .3864713 -------------+---------------------------------------------------------------- betar0 | _cons | -.8896597 .0832406 -10.69 0.000 -1.052808 -.7265111 -------------+---------------------------------------------------------------- betad0 | _cons | -1.336676 .0767796 -17.41 0.000 -1.487161 -1.186191 -------------+---------------------------------------------------------------- sep | _cons | .156682 .0048357 32.40 0.000 .1472042 .1661598 -------------+---------------------------------------------------------------- rho | _cons | .7906459 .1194103 6.62 0.000 .556606 1.024686 -------------+---------------------------------------------------------------- sed | _cons | .0376468 .0012242 30.75 0.000 .0352475 .0400462 -------------+---------------------------------------------------------------- winst | _cons | .0671886 .0293948 2.29 0.022 .0095758 .1248014 -------------+---------------------------------------------------------------- votpop | VOTPOP | .0000105 3.74e-06 2.81 0.005 3.17e-06 .0000178 -------------+---------------------------------------------------------------- tm | DUMMY88 | .1712776 .0667235 2.57 0.010 .040502 .3020533 DUMMY84 | .2416409 .0640006 3.78 0.000 .116202 .3670799 DUMMY80 | .1521349 .064633 2.35 0.019 .0254566 .2788132 DUMMY76 | .2666629 .0614375 4.34 0.000 .1462477 .3870782 DUMMY72 | .2887202 .0546198 5.29 0.000 .1816674 .395773 DUMMY68 | .1086785 .0445041 2.44 0.015 .021452 .195905 DUMMY64 | .4661403 .0423429 11.01 0.000 .3831498 .5491308 DUMMY60 | .3474558 .0357096 9.73 0.000 .2774662 .4174455 DUMMY56 | .3041568 .0395223 7.70 0.000 .2266946 .381619 DUMMY52 | .362687 .0389132 9.32 0.000 .2864185 .4389555 -------------+---------------------------------------------------------------- xb1 | GOVRACE | .0607795 .0155074 3.92 0.000 .0303855 .0911735 RAIN | -.151717 .0359304 -4.22 0.000 -.2221392 -.0812947 PCAPREAL | .2474105 .0497825 4.97 0.000 .1498386 .3449824 EDUCAT | .3454447 .1024924 3.37 0.001 .1445633 .5463261 JIMCROW | -.3520761 .0351351 -10.02 0.000 -.4209397 -.2832126 PCBLCK | -1.184579 .0996191 -11.89 0.000 -1.379829 -.9893291 PCIN | -.0369321 .0074829 -4.94 0.000 -.0515983 -.0222658 OUTSTATE | -.182919 .0455548 -4.02 0.000 -.2722047 -.0936333 ------------------------------------------------------------------------------ . eret list scalars: e(rc) = 0 e(ll) = 1967.071433703996 e(rank) = 42 e(k) = 42 e(k_eq) = 10 e(k_dv) = 1 e(ic) = 6 e(N) = 539 e(df_m) = 16 e(chi2) = 1923.669856400279 e(p) = 0 macros: e(cmd) : "ml" e(chi2type) : "Wald" e(opt) : "ml" e(depvar) : "DOOP" e(user) : "sn_ll" e(crittype) : "log likelihood" e(technique) : "nr" matrices: e(b) : 1 x 42 e(V) : 42 x 42 e(ilog) : 1 x 20 functions: e(sample) . mat vhat = e(V) . mat symeigen X v = vhat . di "the condition number (in 2-norm) is " v[1,1]/v[1,42] the condition number (in 2-norm) is 6.492e+09 . di "The eigenvalues of e(V) are " The eigenvalues of e(V) are . mat list v v[1,42] e1 e2 e3 e4 e5 e6 e7 r1 .03068446 .01812177 .01028064 .00854379 .00345785 .00270256 .00218625 e8 e9 e10 e11 e12 e13 e14 r1 .00143769 .00113911 .00089364 .00071338 .00059401 .00051355 .00050658 e15 e16 e17 e18 e19 e20 e21 r1 .0004997 .00049387 .00048007 .00047187 .00042027 .00028682 .00021748 e22 e23 e24 e25 e26 e27 e28 r1 .00018257 .00016805 .00013283 .0001043 .00010018 .00009203 .00007276 e29 e30 e31 e32 e33 e34 e35 r1 .00006531 .00003986 .00002298 8.399e-06 6.221e-06 2.740e-06 1.426e-06 e36 e37 e38 e39 e40 e41 e42 r1 1.274e-06 1.221e-07 3.527e-08 4.585e-09 2.036e-09 9.771e-10 4.727e-12 . . . /* now do with with rescaled variables */ . . . replace VOTPOP = VOTPOP/1000 (539 real changes made) . replace JULYEC2 = JULYEC2/100 (539 real changes made) . replace TRIHEAT = TRIHEAT/100 (539 real changes made) . replace PRESINC = PRESINC/10 (294 real changes made) . replace VP4 = VP4/10 (22 real changes made) . replace ADAACA = ADAACA/100 (539 real changes made) . replace LEGIS = LEGIS/100 (534 real changes made) . replace DEV2 = DEV2/100 (532 real changes made) . replace DEV3 = DEV3/100 (534 real changes made) . . mat b0[1,24] = b0[1,24]*1000 . mat b0[1,1] = b0[1,1]*100 . mat b0[1,2] = b0[1,2]*100 . mat b0[1,3] = b0[1,3]*10 . mat b0[1,4] = b0[1,4]*10 . mat b0[1,6] = b0[1,6]*100 . mat b0[1,9] = b0[1,9]*100 . . mat b0[1,7] = b0[1,7]*100 . mat b0[1,8] = b0[1,8]*100 . . . ml model lf sn_ll (DOOP = TRIHEAT JULYEC2 PRESINC VP4 HOME4X ADAACA /// > DEV3 DEV2 LEGIS ZECON41 DSOUTH64 SOUTH4 SOUTH64B WEST76 /// > NCENT72 NEWENG64 ) /betar0 /betad0 /sep /// > /rho /sed /winst (votpop: VOTPOP, nocons) /// > (tm: DUMMY88 DUMMY84 DUMMY80 DUMMY76 DUMMY72 DUMMY68 DUMMY64 /// > DUMMY60 DUMMY56 DUMMY52,nocons) /// > (xb1: GOVRACE RAIN PCAPREAL EDUCAT JIMCROW PCBLCK PCIN /// > OUTSTATE, nocons) . . . ml init b0, copy . ml max, grad nrtol(1e-8) gtol(1e-8) initial: log likelihood = 1861.4653 rescale: log likelihood = 1861.4653 rescale eq: log likelihood = 1892.9313 ------------------------------------------------------------------------------ Iteration 0: log likelihood = 1892.9313 Gradient vector (length = 1233.791): eq1: eq1: eq1: eq1: eq1: eq1: eq1: TRIHEAT JULYEC2 PRESINC VP4 HOME4X ADAACA DEV3 r1 146.852 4.667678 17.63665 1.563651 35.51983 .5637288 18.07913 eq1: eq1: eq1: eq1: eq1: eq1: eq1: DEV2 LEGIS ZECON41 DSOUTH64 SOUTH4 SOUTH64B WEST76 r1 35.0754 110.2402 29.01363 -20.94873 -9.61953 10.93416 -13.47636 eq1: eq1: eq1: betar0: betad0: sep: rho: NCENT72 NEWENG64 _cons _cons _cons _cons _cons r1 -17.13018 8.125727 330.3693 -81.97504 11.1764 -1163.184 1.200673 sed: winst: votpop: tm: tm: tm: tm: _cons _cons VOTPOP DUMMY88 DUMMY84 DUMMY80 DUMMY76 r1 -41.09759 .0442731 47.15796 .0009576 -.003414 .011949 .0224614 tm: tm: tm: tm: tm: tm: xb1: DUMMY72 DUMMY68 DUMMY64 DUMMY60 DUMMY56 DUMMY52 GOVRACE r1 .010297 -.0019942 -.0051723 -.0180034 .0307614 -.0097058 -.0024967 xb1: xb1: xb1: xb1: xb1: xb1: xb1: RAIN PCAPREAL EDUCAT JIMCROW PCBLCK PCIN OUTSTATE r1 -44.98556 -45.56811 -17.21291 -70.82511 -31.97407 .0196772 .0024685 ------------------------------------------------------------------------------ Iteration 1: log likelihood = 1955.2589 Gradient vector (length = 1353.954): eq1: eq1: eq1: eq1: eq1: eq1: eq1: TRIHEAT JULYEC2 PRESINC VP4 HOME4X ADAACA DEV3 r1 -147.2164 -.5656948 -5.946924 -1.982814 -22.45728 -62.26164 .2597385 eq1: eq1: eq1: eq1: eq1: eq1: eq1: DEV2 LEGIS ZECON41 DSOUTH64 SOUTH4 SOUTH64B WEST76 r1 -5.69884 -31.11936 -34.05936 .5548373 -25.69411 1.019225 2.406227 eq1: eq1: eq1: betar0: betad0: sep: rho: NCENT72 NEWENG64 _cons _cons _cons _cons _cons r1 -2.972876 -10.12163 -301.8383 75.96736 -96.49476 1257.948 -4.251891 sed: winst: votpop: tm: tm: tm: tm: _cons _cons VOTPOP DUMMY88 DUMMY84 DUMMY80 DUMMY76 r1 240.585 -23.90155 235.0416 -4.109842 -4.169581 -3.371943 -2.768117 tm: tm: tm: tm: tm: tm: xb1: DUMMY72 DUMMY68 DUMMY64 DUMMY60 DUMMY56 DUMMY52 GOVRACE r1 -2.267798 -1.911895 -1.62129 -5.070276 .0096436 .6455112 -3.607359 xb1: xb1: xb1: xb1: xb1: xb1: xb1: RAIN PCAPREAL EDUCAT JIMCROW PCBLCK PCIN OUTSTATE r1 5.727727 -32.76045 -14.69681 11.61432 1.740612 -15.91135 1.55108 ------------------------------------------------------------------------------ Iteration 2: log likelihood = 1967.0394 Gradient vector (length = 95.26852): eq1: eq1: eq1: eq1: eq1: eq1: eq1: TRIHEAT JULYEC2 PRESINC VP4 HOME4X ADAACA DEV3 r1 25.57506 -.135829 .1242898 .4673219 4.88579 16.47105 -1.290042 eq1: eq1: eq1: eq1: eq1: eq1: eq1: DEV2 LEGIS ZECON41 DSOUTH64 SOUTH4 SOUTH64B WEST76 r1 -.972015 -.2123852 7.0737 1.953691 7.459671 -1.260734 .4523248 eq1: eq1: eq1: betar0: betad0: sep: rho: NCENT72 NEWENG64 _cons _cons _cons _cons _cons r1 1.915274 2.303349 50.43591 -9.985448 19.17878 2.292848 .7032781 sed: winst: votpop: tm: tm: tm: tm: _cons _cons VOTPOP DUMMY88 DUMMY84 DUMMY80 DUMMY76 r1 -58.66851 6.497942 -34.65759 .9576159 .9764722 .931164 1.073345 tm: tm: tm: tm: tm: tm: xb1: DUMMY72 DUMMY68 DUMMY64 DUMMY60 DUMMY56 DUMMY52 GOVRACE r1 .8509076 .8123715 .753917 1.033459 .6456698 .6013719 3.690153 xb1: xb1: xb1: xb1: xb1: xb1: xb1: RAIN PCAPREAL EDUCAT JIMCROW PCBLCK PCIN OUTSTATE r1 .1687155 10.10035 5.103419 .0750955 .5904341 12.30721 .1241954 ------------------------------------------------------------------------------ Iteration 3: log likelihood = 1967.0714 Gradient vector (length = 1.660777): eq1: eq1: eq1: eq1: eq1: eq1: eq1: TRIHEAT JULYEC2 PRESINC VP4 HOME4X ADAACA DEV3 r1 -.1848589 -.0008589 -.0149262 -.0002517 .0346622 -.0317164 -.029544 eq1: eq1: eq1: eq1: eq1: eq1: eq1: DEV2 LEGIS ZECON41 DSOUTH64 SOUTH4 SOUTH64B WEST76 r1 -.0348117 -.1015471 -.0387801 -.0145252 -.0585898 -.0104592 .007719 eq1: eq1: eq1: betar0: betad0: sep: rho: NCENT72 NEWENG64 _cons _cons _cons _cons _cons r1 -.0065148 -.036214 -.284211 .2231215 .1872194 .1187986 .0471518 sed: winst: votpop: tm: tm: tm: tm: _cons _cons VOTPOP DUMMY88 DUMMY84 DUMMY80 DUMMY76 r1 .3072349 .4277112 -1.297367 .0377864 .0307887 .0405894 .0442081 tm: tm: tm: tm: tm: tm: xb1: DUMMY72 DUMMY68 DUMMY64 DUMMY60 DUMMY56 DUMMY52 GOVRACE r1 .0309524 .0445843 .0298873 .0429938 .0343734 .0348681 .1828618 xb1: xb1: xb1: xb1: xb1: xb1: xb1: RAIN PCAPREAL EDUCAT JIMCROW PCBLCK PCIN OUTSTATE r1 .0227561 .4214476 .2164577 .0408676 .0354498 .5333824 .012436 ------------------------------------------------------------------------------ Iteration 4: log likelihood = 1967.0714 Gradient vector (length = .0058682): eq1: eq1: eq1: eq1: eq1: eq1: eq1: TRIHEAT JULYEC2 PRESINC VP4 HOME4X ADAACA DEV3 r1 .0004344 2.43e-06 8.45e-06 -2.81e-06 .0000275 .0000665 -.0000179 eq1: eq1: eq1: eq1: eq1: eq1: eq1: DEV2 LEGIS ZECON41 DSOUTH64 SOUTH4 SOUTH64B WEST76 r1 .0000112 .000136 -.0000257 -.0000337 -.0000161 7.89e-06 -.0000183 eq1: eq1: eq1: betar0: betad0: sep: rho: NCENT72 NEWENG64 _cons _cons _cons _cons _cons r1 -.0000242 .0000271 .0010283 .0003398 .0011752 .0001946 .0001963 sed: winst: votpop: tm: tm: tm: tm: _cons _cons VOTPOP DUMMY88 DUMMY84 DUMMY80 DUMMY76 r1 -.0017827 .0021187 -.0041922 .0001438 .0000406 .0001703 .0002052 tm: tm: tm: tm: tm: tm: xb1: DUMMY72 DUMMY68 DUMMY64 DUMMY60 DUMMY56 DUMMY52 GOVRACE r1 .0000424 .0002091 .000077 .0002043 .0001178 .0001283 .0007039 xb1: xb1: xb1: xb1: xb1: xb1: xb1: RAIN PCAPREAL EDUCAT JIMCROW PCBLCK PCIN OUTSTATE r1 .0000817 .0015608 .0007777 .0001625 .0001339 .0015937 .0000542 ------------------------------------------------------------------------------ Iteration 5: log likelihood = 1967.0714 Gradient vector (length = 2.30e-07): eq1: eq1: eq1: eq1: eq1: eq1: eq1: TRIHEAT JULYEC2 PRESINC VP4 HOME4X ADAACA DEV3 r1 1.86e-08 1.19e-10 3.85e-10 -1.51e-10 2.24e-09 2.63e-09 -6.06e-11 eq1: eq1: eq1: eq1: eq1: eq1: eq1: DEV2 LEGIS ZECON41 DSOUTH64 SOUTH4 SOUTH64B WEST76 r1 1.17e-09 7.65e-09 2.34e-09 -1.67e-09 -8.09e-10 2.60e-10 -1.04e-09 eq1: eq1: eq1: betar0: betad0: sep: rho: NCENT72 NEWENG64 _cons _cons _cons _cons _cons r1 -9.72e-10 1.34e-09 4.43e-08 1.52e-08 5.00e-08 8.61e-09 1.29e-08 sed: winst: votpop: tm: tm: tm: tm: _cons _cons VOTPOP DUMMY88 DUMMY84 DUMMY80 DUMMY76 r1 -7.17e-08 7.85e-08 -1.57e-07 6.06e-09 1.30e-09 7.36e-09 9.23e-09 tm: tm: tm: tm: tm: tm: xb1: DUMMY72 DUMMY68 DUMMY64 DUMMY60 DUMMY56 DUMMY52 GOVRACE r1 1.47e-09 9.34e-09 3.31e-09 9.04e-09 5.12e-09 5.64e-09 3.10e-08 xb1: xb1: xb1: xb1: xb1: xb1: xb1: RAIN PCAPREAL EDUCAT JIMCROW PCBLCK PCIN OUTSTATE r1 3.48e-09 6.72e-08 3.34e-08 7.21e-09 5.76e-09 6.80e-08 2.48e-09 ------------------------------------------------------------------------------ Iteration 6: log likelihood = 1967.0714 Gradient vector (length = 2.62e-09): eq1: eq1: eq1: eq1: eq1: eq1: eq1: TRIHEAT JULYEC2 PRESINC VP4 HOME4X ADAACA DEV3 r1 -2.91e-10 -2.07e-11 -7.42e-11 6.94e-12 2.17e-11 3.89e-10 -4.03e-10 eq1: eq1: eq1: eq1: eq1: eq1: eq1: DEV2 LEGIS ZECON41 DSOUTH64 SOUTH4 SOUTH64B WEST76 r1 -4.25e-10 -2.20e-10 -1.53e-09 1.74e-11 2.13e-10 -1.22e-10 2.95e-10 eq1: eq1: eq1: betar0: betad0: sep: rho: NCENT72 NEWENG64 _cons _cons _cons _cons _cons r1 -1.74e-10 0 -6.86e-10 1.38e-09 5.32e-10 1.91e-10 -6.58e-12 sed: winst: votpop: tm: tm: tm: tm: _cons _cons VOTPOP DUMMY88 DUMMY84 DUMMY80 DUMMY76 r1 9.69e-10 2.75e-12 2.00e-10 -5.09e-11 -1.91e-11 -4.50e-12 -2.12e-11 tm: tm: tm: tm: tm: tm: xb1: DUMMY72 DUMMY68 DUMMY64 DUMMY60 DUMMY56 DUMMY52 GOVRACE r1 3.82e-11 -3.18e-12 1.48e-11 5.30e-12 -7.53e-11 6.15e-11 -1.29e-11 xb1: xb1: xb1: xb1: xb1: xb1: xb1: RAIN PCAPREAL EDUCAT JIMCROW PCBLCK PCIN OUTSTATE r1 1.42e-11 5.11e-11 2.31e-11 -1.03e-11 -2.21e-11 1.92e-10 1.72e-11 ------------------------------------------------------------------------------ Number of obs = 539 Wald chi2(16) = 1923.67 Log likelihood = 1967.0714 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ DOOP | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- eq1 | TRIHEAT | .5023841 .0281106 17.87 0.000 .4472884 .5574798 JULYEC2 | 2.035452 .1582352 12.86 0.000 1.725316 2.345587 PRESINC | .1325414 .0302135 4.39 0.000 .0733241 .1917588 VP4 | .1782635 .0845621 2.11 0.035 .0125249 .3440022 HOME4X | .0564933 .0099237 5.69 0.000 .0370432 .0759434 ADAACA | .0353443 .0052865 6.69 0.000 .0249829 .0457056 DEV3 | .3248943 .0320718 10.13 0.000 .2620347 .387754 DEV2 | .2486511 .0266851 9.32 0.000 .1963493 .300953 LEGIS | .0364224 .0100453 3.63 0.000 .016734 .0561109 ZECON41 | .0060848 .0016776 3.63 0.000 .0027968 .0093728 DSOUTH64 | -.1445749 .0274127 -5.27 0.000 -.1983028 -.090847 SOUTH4 | .0757059 .0094039 8.05 0.000 .0572746 .0941371 SOUTH64B | -.0876084 .0167317 -5.24 0.000 -.120402 -.0548149 WEST76 | -.0713572 .0095749 -7.45 0.000 -.0901236 -.0525907 NCENT72 | .0554418 .0133813 4.14 0.000 .029215 .0816687 NEWENG64 | .0631453 .0118118 5.35 0.000 .0399946 .0862959 _cons | .3406172 .0233954 14.56 0.000 .2947631 .3864713 -------------+---------------------------------------------------------------- betar0 | _cons | -.8896597 .0832406 -10.69 0.000 -1.052808 -.7265111 -------------+---------------------------------------------------------------- betad0 | _cons | -1.336676 .0767796 -17.41 0.000 -1.487161 -1.186191 -------------+---------------------------------------------------------------- sep | _cons | .156682 .0048357 32.40 0.000 .1472042 .1661598 -------------+---------------------------------------------------------------- rho | _cons | .7906459 .1194103 6.62 0.000 .556606 1.024686 -------------+---------------------------------------------------------------- sed | _cons | .0376468 .0012242 30.75 0.000 .0352475 .0400462 -------------+---------------------------------------------------------------- winst | _cons | .0671886 .0293948 2.29 0.022 .0095758 .1248014 -------------+---------------------------------------------------------------- votpop | VOTPOP | .0105071 .003743 2.81 0.005 .003171 .0178432 -------------+---------------------------------------------------------------- tm | DUMMY88 | .1712776 .0667235 2.57 0.010 .040502 .3020533 DUMMY84 | .2416409 .0640006 3.78 0.000 .116202 .3670799 DUMMY80 | .1521349 .064633 2.35 0.019 .0254566 .2788132 DUMMY76 | .2666629 .0614375 4.34 0.000 .1462477 .3870782 DUMMY72 | .2887202 .0546198 5.29 0.000 .1816674 .395773 DUMMY68 | .1086785 .0445041 2.44 0.015 .021452 .195905 DUMMY64 | .4661403 .0423429 11.01 0.000 .3831498 .5491308 DUMMY60 | .3474558 .0357096 9.73 0.000 .2774662 .4174455 DUMMY56 | .3041568 .0395223 7.70 0.000 .2266946 .381619 DUMMY52 | .362687 .0389132 9.32 0.000 .2864185 .4389555 -------------+---------------------------------------------------------------- xb1 | GOVRACE | .0607795 .0155074 3.92 0.000 .0303855 .0911735 RAIN | -.151717 .0359304 -4.22 0.000 -.2221392 -.0812947 PCAPREAL | .2474105 .0497825 4.97 0.000 .1498386 .3449824 EDUCAT | .3454447 .1024924 3.37 0.001 .1445633 .5463261 JIMCROW | -.3520761 .0351351 -10.02 0.000 -.4209397 -.2832126 PCBLCK | -1.184579 .099619 -11.89 0.000 -1.379829 -.9893291 PCIN | -.0369321 .0074829 -4.94 0.000 -.0515983 -.0222658 OUTSTATE | -.182919 .0455548 -4.02 0.000 -.2722047 -.0936333 ------------------------------------------------------------------------------ . eret list scalars: e(rc) = 0 e(ll) = 1967.071433703995 e(rank) = 42 e(k) = 42 e(k_eq) = 10 e(k_dv) = 1 e(ic) = 6 e(N) = 539 e(df_m) = 16 e(chi2) = 1923.669953227618 e(p) = 0 macros: e(cmd) : "ml" e(chi2type) : "Wald" e(opt) : "ml" e(depvar) : "DOOP" e(user) : "sn_ll" e(crittype) : "log likelihood" e(technique) : "nr" matrices: e(b) : 1 x 42 e(V) : 42 x 42 e(ilog) : 1 x 20 functions: e(sample) . mat vhat = e(V) . mat symeigen X v = vhat . di "the condition number (in 2-norm) is " v[1,1]/v[1,42] the condition number (in 2-norm) is 24349.202 . di "The eigenvalues of e(V) are " The eigenvalues of e(V) are . mat list v v[1,42] e1 e2 e3 e4 e5 e6 e7 r1 .03094124 .02538679 .01794298 .01030487 .00854524 .00700184 .00354943 e8 e9 e10 e11 e12 e13 e14 r1 .0027114 .00214598 .00145538 .00140716 .00119123 .00110953 .00090612 e15 e16 e17 e18 e19 e20 e21 r1 .00070901 .00058823 .00052751 .0005103 .00049886 .0004925 .00048476 e22 e23 e24 e25 e26 e27 e28 r1 .00047235 .00044243 .00042094 .00033083 .0002861 .00017901 .00015517 e29 e30 e31 e32 e33 e34 e35 r1 .00014049 .00012014 .00009069 .0000783 .00006533 .00004362 .00004172 e36 e37 e38 e39 e40 e41 e42 r1 .00002284 .00001886 .00001022 3.673e-06 2.720e-06 1.794e-06 1.271e-06 . . mat b1 = e(b) . . di b1[1,24]/1000 .00001051 . di b1[1,1]/100 .00502384 . di b1[1,2]/100 .02035452 . di b1[1,3]/10 .01325414 . di b1[1,4]/10 .01782635 . di b1[1,6]/100 .00035344 . di b1[1,9]/100 .00036422 . di b1[1,7]/100 .00324894 . di b1[1,8]/100 .00248651 . . . capture log close