[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
"Julian Fennema" <[email protected]> |

To |
[email protected] |

Subject |
st: Possible trouble with -xi- |

Date |
Tue, 13 May 2003 19:36:01 +0100 |

Dear all, I have encountered a possible glitch with -xi- for which I want to check I am not going mad. The specific instance is using -xi- in models with two equations, such as -heckman- or in my case, a double hurdle. I have found, repeatedly, that if the same variable appears in both the structural and the selection equation then -xi- reports interaction in the second equation, but seems to omit the base coefficient of the interacted variable for the second equation, seemingly constraining it to be the same as the structural equation. I have included a report below as an indication of what I mean. Apologies for layout, but the issue can be seen - note the absence of bls in the selection equation. Can others replicate this, or am I doing something wrong? A clear work-around is to manually interact, but I firstly want to check that I am correct. . xi: heckman bgi i.country*bls , sel (d=i.country*bls) i.country _Icountry_1-3 (naturally coded; _Icountry_1 omitted) i.country*bls _IcouXbls_# (coded as above) i.country*bls _IcouXblsa# (coded as above) Iteration 0: log likelihood = -836.29474 (not concave) ... Iteration 48: log likelihood = 11.05681 Iteration 49: log likelihood = 11.056816 Iteration 50: log likelihood = 11.056818 Iteration 51: log likelihood = 11.056818 (backed up) Heckman selection model Number of obs = 299 (regression model with sample selection) Censored obs = 71 Uncensored obs = 228 Wald chi2(5) = 1.66e+07 Log likelihood = 11.05682 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- bgi | _Icountry_2 | .0618531 .0358143 1.73 0.084 -.0083417 .1320479 _Icountry_3 | -.0597964 .0274365 -2.18 0.029 -.113571 -.0060219 bls | .0015758 3.87e-07 4075.57 0.000 .001575 .0015766 _IcouXbls_2 | .0125649 .007275 1.73 0.084 -.0016938 .0268236 _IcouXbls_3 | .026978 .0043983 6.13 0.000 .0183575 .0355984 _cons | .0603059 .017187 3.51 0.000 .0266199 .0939918 -------------+---------------------------------------------------------------- d | _Icountry_2 | .396696 .2036728 1.95 0.051 -.0024952 .7958873 _Icountry_3 | .0895229 .1558116 0.57 0.566 -.2158622 .3949079 _IcouXblsa2 | .0554417 .0413973 1.34 0.180 -.0256955 .1365789 _IcouXblsa3 | .0131956 .0249932 0.53 0.598 -.0357901 .0621813 _cons | .3238787 .1000618 3.24 0.001 .1277612 .5199963 -------------+---------------------------------------------------------------- /athrho | 18.29885 310.525 0.06 0.953 -590.3189 626.9166 /lnsigma | -1.736847 .0477675 -36.36 0.000 -1.830469 -1.643224 -------------+---------------------------------------------------------------- rho | 1 2.07e-13 -1 1 sigma | .1760748 .0084106 .1603383 .1933557 lambda | .1760748 .0084106 .1595902 .1925593 ------------------------------------------------------------------------------ LR test of indep. eqns. (rho = 0): chi2(1) = 100.81 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ Many thanks for your thoughts, Julian --------------------------------------------------------- Julian A. Fennema CERT (Centre for Economic Reform and Transformation) School of Management and Languages Heriot-Watt University Riccarton Edinburgh EH14 4AS Tel: +44 (0)131 451 3492 Fax: +44 (0)131 451 3296 * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

- Prev by Date:
**Re: st: Filling missing values. with averages** - Next by Date:
**Re: st: Possible trouble with -xi-** - Previous by thread:
**st: R-square in Nested Logit** - Next by thread:
**Re: st: Possible trouble with -xi-** - Index(es):

© Copyright 1996–2024 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |