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Re: st: too good to be true : lr test in mlogit?


From   John Litfiba <[email protected]>
To   [email protected]
Subject   Re: st: too good to be true : lr test in mlogit?
Date   Mon, 16 May 2011 13:11:37 +0200

Dear Maarten yes the variable is correctly coded with 1 and 0 (you
probably miss my previous mail ;-) )
Thank you for the advice, I will contact the tech support to see whats
wrong here

Best Regards,


On 16 May 2011 12:30, Maarten Buis <[email protected]> wrote:
> On Mon, May 16, 2011 at 12:02 PM, John Litfiba <[email protected]> wrote:
>> Well, when I run a xtlogit (I first type xtset id, where id is the
>> unique id for each of my individual in my database) with on year of
>> data (1million) observations I get the message
>>
>> Yvar is categorical (Yes=1, No=0) and Xvar is also categorical
>> (type1=1, type2=2)
>
> I would recode Xvar to such that type1 = 0 and type2 = 1:
> gen byte type2 = Xvar - 1
>
> Remember that with fixed or random effects models you are making an
> additional model for the group specific constants. It often helps when
> these group specific constant refer to groups that actually occur in
> the data.
>
> the logic of calling this variable type2 rather than Xvar is that the
> value 1 is often associated with "true" and 0 with "false", so I think
> of a variable named type2 as posing a question to each observation
> "are you type2?", the answer being either true (1) or false (0).
>
> If recoding your explanatory variable does not work I would contact
> Stata's techsupport, as these results suggest that there is something
> logically wrong with the model you are trying to estimate, so ad-hoc
> solutions like sampling from your data are not advisable until you
> understand where the problem comes from. For how to contact Stata's
> techsupport, see: http://www.stata.com/support/tech-support/
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
>
> http://www.maartenbuis.nl
> --------------------------
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