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Re: st: "Can Your Results be Replicated?" (Stata error?)
From
Stas Kolenikov <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: "Can Your Results be Replicated?" (Stata error?)
Date
Fri, 13 Sep 2013 09:15:38 -0500
Maybe it's time Stata Corp picks up -firthlogit-, solidifies it and
makes it an official command.
-- Stas Kolenikov, PhD, PStat (ASA, SSC)
-- Senior Survey Statistician, Abt SRBI
-- Opinions stated in this email are mine only, and do not reflect the
position of my employer
-- http://stas.kolenikov.name
On Fri, Sep 13, 2013 at 9:01 AM, Joerg Luedicke
<[email protected]> wrote:
> After having a quick glance at their paper
> (http://jcr.sagepub.com/content/early/2013/08/19/0022002713499718.abstract?papetoc)
> it seems that they are talking about a problem with Stata's -xtgee-
> command which, in the case of separation in a logit model, provides
> nonsense results as opposed to omitting predictors or the like. Below
> is a toy example showing what seems to be the problem. However,
> finding an effect of something like "x is 3 million times less likely
> than y" and not getting suspicious rather looks like sloppy research
> to me in the first place.
>
> Joerg
>
>
> *------------------------
> clear
> set obs 100
> set seed 123
>
> gen id = _n
> gen ui = rnormal(0,0.5)
>
> expand 10
> bys id : gen year = _n
> gen x = cond(mod(_n-1, 3) == 1, 1, cond(mod(_n-1, 3) == 0, 2, 3))
> tab x, gen(x_)
>
> gen xb = 1 / (1 + exp(-(0.3*x_2 + 0.3*x_3 + ui)))
> gen y = rbinomial(1,xb)
> replace y = 0 if x_1 == 1
> tab y x
>
> xtset id year
> xtgee y i.x, fam(binomial) link(logit)
> melogit y i.x || id:
> logit y i.x
> *------------------------
>
> On Fri, Sep 13, 2013 at 10:41 AM, Richard Williams
> <[email protected]> wrote:
>> At 08:14 AM 9/13/2013, Anders Alexandersson wrote:
>>>
>>> I just made this reply on the blog:
>>>
>>> "Where is the error in Stata? The author’s so called “Do-File for
>>> Analyses.txt” is actually not a Stata do file but it does refer to
>>> Stata’s user-written command -firthlogit- from SSC. Please provide a
>>> reproducible do-file in Stata.The claim that results and conclusions
>>> were due to an error in Stata is not supported."
>>> See
>>> http://politicalsciencereplication.wordpress.com/2013/09/11/guest-blog-how-to-persuade-journals-to-accept-your-replication-paper/comment-page-1/#comment-653
>>
>>
>> Even if -firthlogit- did get it wrong, it is a bit of a stretch to imply
>> that Stata has some terrible flaw. Stata Corp can hardly be held responsible
>> for flaws in programs it did not write.
>>
>> When I first sent a program to SSC, I thought there might be some sort of
>> exhaustive review process before it was released to the public. I got the
>> feeling that wasn't the case when I got a message less than an hour later
>> saying the program had been posted. Most user-written routines are fine but
>> people should realize they haven't undergone the kind of testing that
>> official programs have. And even in this case, we don't have any proof yet
>> that firthlogit did get it wrong.
>>
>>
>>> Anders Alexandersson
>>> [email protected]
>>>
>>> On Fri, Sep 13, 2013 at 8:10 AM, Philip Jones
>>> <[email protected]> wrote:
>>> > Hi all,
>>> >
>>> > I found a link on my Twitter feed this AM, purporting to show how
>>> > Stata "made a mistake" that R did not make:
>>> >
>>> > http://www.r-bloggers.com/can-your-results-be-replicated/
>>> >
>>> > which actually points to:
>>> >
>>> >
>>> > http://politicalsciencereplication.wordpress.com/2013/09/11/guest-blog-how-to-persuade-journals-to-accept-your-replication-paper/
>>> >
>>> > I realize that "r-bloggers" is likely not the most bias-free site when
>>> > it comes to reviewing/rating stats packages, but has anyone got an
>>> > idea as to what is actually going on here? Is Stata really at fault?
>>> >
>>> > Regards,
>>> >
>>> > Phil
>>> > @pmgjones on Twitter
>>> > *
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>>>
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>>
>>
>> -------------------------------------------
>> Richard Williams, Notre Dame Dept of Sociology
>> OFFICE: (574)631-6668, (574)631-6463
>> HOME: (574)289-5227
>> EMAIL: [email protected]
>> WWW: http://www.nd.edu/~rwilliam
>>
>>
>>
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>
> *
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