Stata: Data Analysis and Statistical Software

Hi

the reason might possibly be that in model 2 stata assumes that all variables are not functional combinations of other variables already in the model, but truly 'independent' from each other


In model 1 (##), Stata can take these functional relations (interactions) into account.

But this is just a guess

Justina
[email protected] schrieb: -----

An: [email protected]
Von: "Michael N. Mitchell" <[email protected]>
Gesendet von: [email protected]
Datum: 12.01.2011 12:41AM
Thema: Re: st: ## Interaction syntax

Dear Robin

That is very peculiar, because indeed the two examples you provided should be
identical. The only thing I can think of that could cause an issue is if you had ill
behaved data, and somehow these two techniques were dealing with the ill behaved data
differently. (An example would be multi-collinearity or empty cells). Are you able to
provide examples of output where these two techniques diverge (showing the model that
converged). Perhaps the model that converged might give a clue?

Best regards,

Michael N. Mitchell
Data Management Using Stata      - http://www.stata.com/bookstore/dmus.html
A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html
Stata tidbit of the week         - http://www.MichaelNormanMitchell.com



On 2011-01-11 3.28 PM, Robin Jeffries wrote:
> I was under the impression that for a categorical variable 'wave' with
> 3 levels (0, 1, 2)
> and another binary indicator variable 'group' (0,1) then the following
> statements are the same:
>
>
> 1) xtlogit i.wave##i.group (other covar)
>
> 2) xtlogit wave1 wave2 group wg1 wg2 (other covar)
>
> where wave1, wave2, wg1, wg2 are the manually created indicators and
> interactions for wave and wave*group respsectivly
>
>
> For most outcomes I am using this with, they produce the exact same
> results. However there have been some instances where using the second
> method results in a model that won't converge, but the first will.
>
> Is there an explanation for this?
>
> Thanks,
> Robin Jeffries
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