Does anyone know why xtlogit would produce coefficients for all
variables in an analysis, but fail to produce standard errors, etc. for
the constant or other variables in the model? I have included two
examples below:
xtlogit epc dpc, nolog
bivariate model where dpc is the occurrence of policy change, outcome is
occurrence of violence:
Random-effects logit Number of obs
= 1198
Group variable (i) : ccode Number of groups
= 30
Random effects u_i ~ Gaussian Obs per group: min
= 26
avg
= 39.9
max
= 41
Wald chi2(1) =
21.66
Log likelihood = -384.59828 Prob > chi2 =
0.0000
------------------------------------------------------------------------------
epc | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
dpc | 1.316804 .2829592 4.65 0.000 .7622141
1.871394
_cons | -1.565715 . . .
. .
-------------+----------------------------------------------------------------
/lnsig2u | .8472979 .
. .
-------------+----------------------------------------------------------------
sigma_u | 1.527525 .
. .
rho | .4149475 .
. .
------------------------------------------------------------------------------
Likelihood ratio test of rho=0: chibar2(01) = 376.44 Prob >= chibar2 =
0.000
Or a multivariate model, where posdpc is the occurrence of policy
change, epc is the occurrence of violence, regimesc is a regime score
(-10 to 10), and peace is the number of years of peace prior to current
year:
xtlogit epc posdpc regimesc, nolog
Random-effects logit Number of obs
= 863
Group variable (i) : ccode Number of groups
= 24
Random effects u_i ~ Gaussian Obs per group: min
= 9
avg
= 36.0
max
= 41
Wald chi2(2) =
28.67
Log likelihood = -260.13778 Prob > chi2 =
0.0000
------------------------------------------------------------------------------
epc | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
posdpc | 1.686509 .4461846 3.78 0.000 .812003
2.561014
regimesc | .0650246 .0198366 3.28 0.001 .0261455
.1039037
_cons | -1.783155 .2400833 -7.43 0.000 -2.253709
-1.3126
-------------+----------------------------------------------------------------
/lnsig2u | 1.527534 .1884778 1.158124
1.896943
-------------+----------------------------------------------------------------
sigma_u | 2.146346 .2022693 1.784364
2.581761
rho | .5833854 .0139242 .4918199
.6695379
------------------------------------------------------------------------------
Likelihood ratio test of rho=0: chibar2(01) = 296.92 Prob >= chibar2 =
0.000
Thanks!
Marie
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