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Re: st: logit or probit : why one row is missing S.E., z-score, and confidence interval??


From   "Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: logit or probit : why one row is missing S.E., z-score, and confidence interval??
Date   Tue, 25 Jan 2011 23:12:00 -0800

Greetings

  I think the problem may be suggested by the message

> Note: 9 failures and 0 successes completely determined.

In such a case, I would try -exlogistic- command (for exact logistic regression) and see if that might provide more appropriate results.

I hope this helps,

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 2011-01-25 9.17 PM, Hong, Sounman wrote:
All my variables (dependent and independent) are binary. I ran a regression and I found there is no multicollinearity. Everything looked good.

But if I run a logit or probit then, as you can see below, some stats (standard error, z-score) do not show for one variable.

I wonder why??? Can someone help me, please?


. reg depvar varI varR varW varAA varRvarW varIvarR, r
Linear regression                                      Number of obs =     102
                                                        F(  6,    95) =    4.96
                                                        Prob>  F      =  0.0002
                                                        R-squared     =  0.1885
                                                        Root MSE      =  .39009
------------------------------------------------------------------------------
              |               Robust
       depvar |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         varI |   .4132157   .1222138     3.38   0.001     .1705906    .6558407
         varR |   .5424289   .1517043     3.58   0.001     .2412578       .8436
         varW |   .1506902   .1567265     0.96   0.339    -.1604513    .4618317
        varAA |   .2461644   .0670512     3.67   0.000     .1130509    .3792779
     varRvarW |  -.3753536   .1827751    -2.05   0.043    -.7382082   -.0124991
     varIvarR |  -.5573226   .1643252    -3.39   0.001    -.8835492   -.2310959
        _cons |  -.2919213   .1258739    -2.32   0.023    -.5418126   -.0420301
------------------------------------------------------------------------------



. probit depvar varI varR varW varAA varRvarW varIvarR, r
Probit regression                                 Number of obs   =        102
                                                   Wald chi2(5)    =          .
                                                   Prob>  chi2     =          .
Log pseudolikelihood =  -41.68023                 Pseudo R2       =     0.2344
------------------------------------------------------------------------------
              |               Robust
       depvar |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         varI |   6.200518          .        .       .            .           .
         varR |   6.766806   .4989077    13.56   0.000     5.788965    7.744647
         varW |   .4070662   .6244081     0.65   0.514    -.8167511    1.630884
        varAA |   1.436624   .5493662     2.62   0.009     .3598866    2.513362
     varRvarW |  -1.470836   .7256594    -2.03   0.043    -2.893103   -.0485701
     varIvarR |  -6.964342   .3732943   -18.66   0.000    -7.695985   -6.232699
        _cons |  -7.856409   .6625587   -11.86   0.000       -9.155   -6.557818
------------------------------------------------------------------------------
Note: 9 failures and 0 successes completely determined.



. logit depvar varI varR varW varAA varRvarW varIvarR, or
Logistic regression                               Number of obs   =        102
                                                   LR chi2(6)      =      25.21
                                                   Prob>  chi2     =     0.0003
Log likelihood = -41.837978                       Pseudo R2       =     0.2315
------------------------------------------------------------------------------
       depvar | Odds Ratio   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         varI |   9.48e+07   8.16e+07    21.35   0.000     1.76e+07    5.12e+08
         varR |   2.69e+08          .        .       .            .           .
         varW |   2.136371   2.232017     0.73   0.467     .2756554     16.5572
        varAA |   14.17273       15.6     2.41   0.016     1.638821    122.5676
     varRvarW |   .0790781   .1006545    -1.99   0.046     .0065254    .9583132
     varIvarR |   2.99e-09   2.16e-09   -27.10   0.000     7.22e-10    1.24e-08
------------------------------------------------------------------------------
Note: 9 failures and 0 successes completely determined.
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