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Re: st: Ordered Probit with Panel Data [reoprob]
Thanks a lot Richards.
Here is the oprob command line.
reoprob denentry totalpsl inctotpsl ldvolperpsl incldvolperpsl pslperixc
incpslperixc c1, i(sac)
where sac is the panel ID variable
Please find below the oprobit estimates with the same variables.
oprobit denentry totalpsl inctotpsl ldvolperpsl incldvolperpsl pslperixc
incpslperixc c1
Iteration 0: log likelihood = -819.32506
Iteration 1: log likelihood = -804.45505
Iteration 2: log likelihood = -802.44132
Iteration 3: log likelihood = -801.99999
Iteration 4: log likelihood = -801.98951
Iteration 5: log likelihood = -801.9895
Ordered probit regression Number of obs =
2185
LR chi2(7) =
34.67
Prob > chi2 =
0.0000
Log likelihood = -801.9895 Pseudo R2 =
0.0212
------------------------------------------------------------------------------
denentry | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
totalpsl | -8.61e-07 2.48e-07 -3.47 0.001 -1.35e-06
-3.75e-07
inctotpsl | .0000117 4.92e-06 2.39 0.017 2.10e-06
.0000214
ldvolperpsl | -.0663414 .0484572 -1.37 0.171 -.1613158
.028633
incldvolpe~l | -.0190692 .1165205 -0.16 0.870 -.2474451
.2093067
pslperixc | .0000134 3.16e-06 4.23 0.000 7.19e-06
.0000196
incpslperixc | 3.54e-06 4.28e-06 0.83 0.408 -4.85e-06
.0000119
c1 | -.0090175 .0030619 -2.95 0.003 -.0150187
-.0030163
-------------+----------------------------------------------------------------
/cut1 | .5188891 .3154155 -.0993139
1.137092
/cut2 | 1.050361 .3172624 .4285386
1.672184
/cut3 | 1.257379 .3195799 .6310139
1.883744
/cut4 | 1.400535 .321929 .7695659
2.031504
/cut5 | 1.568453 .325447 .9305884
2.206317
/cut6 | 1.735414 .3309201 1.086822
2.384005
/cut7 | 1.811064 .3343915 1.155669
2.46646
/cut8 | 2.132501 .3601558 1.426609
2.838393
/cut9 | 2.261056 .3785036 1.519202
3.002909
From: Richard Williams <[email protected]>
Reply-To: [email protected]
To: [email protected]
Subject: Re: st: Ordered Probit with Panel Data [reoprob]
Date: Tue, 11 Apr 2006 11:00:18 -0500
At 09:50 AM 4/11/2006, ALICE DOBSON wrote:
HI all,
I use Stata 9.1. I apologise for repeating this question in case someone
already addressed the same and I missed it. I had earlier posted this
question on Mar 29, 06.
I ran an oprobit with a panel data and got the estimates. Of course, the
regression model does not consider the panel nature of the data. But, when
I am running an reoprob with exactly the same variables I get the
following message.
conformability error
r(503);
Alice, perhaps you could show us the exact command you gave? My wild guess
is that either (a) you've got a syntax error, or (b) there is some sort of
multicollinearity problem. But, it is hard to say without more details.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
FAX: (574)288-4373
HOME: (574)289-5227
EMAIL: [email protected]
WWW (personal): http://www.nd.edu/~rwilliam
WWW (department): http://www.nd.edu/~soc
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