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From |
"Tobias Hofmann" <[email protected]> |

To |
<[email protected]> |

Subject |
RE: st: Fixed-effects and the ordered logit/probit model |

Date |
Mon, 6 Sep 2004 17:45:51 +0200 |

Dear all, This is a small "update" to the problem I posted before. Using a different ordered categorical dependent variable, Stata 8.2 doesn't tell me that the "outcome does not vary" this time. However, the output is as mysterious as before. Besides, -search r(2000)- is not particularly instructive. . rfprobit y2 x1 x2, i(country) Constant-only model rho = 0.0 Log Likelihood = -115.33963 rho = 0.1 Log Likelihood ~ -71.47475 rho = 0.2 Log Likelihood ~ -53.679395 rho = 0.3 Log Likelihood ~ -43.642044 rho = 0.4 Log Likelihood ~ -37.060202 rho = 0.5 Log Likelihood ~ -31.396172 rho = 0.6 Log Likelihood ~ -25.898749 rho = 0.7 Log Likelihood ~ -21.31849 rho = 0.8 Log Likelihood ~ -18.051591 rho = 0.9 Log Likelihood ~ -15.209674 Iteration 0: Log Likelihood = -15.209674 (nonconcave function encountered) rho >= 1, set to rho = 0.99 rho >= 1, set to rho = 0.99 rho >= 1, set to rho = 0.99 Iteration 1: Log Likelihood = -10.397214 (nonconcave function encountered) no observations r(2000); Does anyone have an idea? Yours, Tobias PS: If this question (or the last one) is utterly stupid, please tell me! ;-] -----Original Message----- From: Tobias Hofmann Sent: Monday, September 06, 2004 4:53 PM To: '[email protected]' Subject: RE: st: Fixed-effects and the ordered logit/probit model Dear Statalisters, Having read Marc's quick response to Eric's question, I just wanted to give those two commands (-reoprob- and -gllamm-) a try. However, the (non-existent) results were rather disappointing. Running -reoprob- Stata 8.2 told me "outcome does not vary" and running -gllamm- Stata has not even bother to tell me anything within the last 25 minutes. What could be the reasons for these strange results? Thanks for your help, Tobias PS: The model consists of one dependent variable with 3 different values (1, 2 and 3), two continuous independent variables, 15 countries and 20 years. -----Original Message----- From: [email protected] Sent: Monday, September 06, 2004 3:33 PM To: [email protected]; Eric Neumayer Subject: Re: st: Fixed-effects and the ordered logit/probit model Eric, Quoting Eric Neumayer <[email protected]>: > Hi, > > the statistic for computing an ordered logit/probit model with fixed > effects is extremely complex, which is why Stata has no routine such > as xtoprobit or xtologit, right? So, how would one interpret the > results if someone were to introduce country dummies in an oprobit > model to estimate the following? > > xi: oprobit y x i.country > This came up on Statalist about a year ago, and generated a thread which included a very informative response from Bill Gould, Vince Wiggins and David Drukker: http://www.stata.com/statalist/archive/2003-09/msg00103.html The bottom line is that the estimator isn't consistent, and if you use it you'll probably get "awful" results. As others in the thread pointed out, the most appealing alternative is probably random effects ordered probit using -reoprob- or -gllamm-. Cheers, Mark * * 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/

**Follow-Ups**:**RE: st: Fixed-effects and the ordered logit/probit model***From:*Mark Schaffer <[email protected]>

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