Hello stata-listers:
I am puzzled by some regression results I obtained running -logit-,
and -regress- on the same data set with Stata7-special edition. I wonder if
someone out there has an explanation.
I have an unbalanced panel data set with 3033 observations on 605 elderly
households over 9 years (from 1990 to 1998), indexed by the variable UNITID.
In case it matters, I am studying the probability of independent living.
The dependent variable (HHindependent) is a binary indicator taking values 0
and 1. I have about 81% 1s and 18% 0s.
As preliminary analysis I just wanted to run some regression on the pooled
data set without taking full advantage of the panel nature of the data.
So I run
1) ordinary least square(linear probability model) regression using
-regress-
2) logit regression, using -logit-
on the same data, with the same list of explanatory variables: demographic
characteristics, income quartiles, year dummies, leaving out 1 year (91), s
tate dummies (I am using East German data-I am leaving out one state).
The puzzle I have comes from the fact that while the -regress- regressions
seem to run fine, while the -logit- regressions seem to have
"identification" problems (some coefficients are not estimated).
Does anybody have an idea of what may be going on?
I am reporting below the regression output for :
I - regress
II - regress with cluster (UNITID)
III- logit
IV - logit with cluster (UNITID)
______________________REGRESS
. regress HHindependent `regvarsi3e' `yrdummies91all' `Estatesreg';
Source | SS df MS Number of obs = 3033
-------------+------------------------------ F( 35, 2997) = 13.39
Model | 64.2635048 35 1.83610014 Prob > F = 0.0000
Residual | 410.965641 2997 .137125673 R-squared = 0.1352
-------------+------------------------------ Adj R-squared = 0.1251
Total | 475.229146 3032 .156737845 Root MSE = .3703
------------------------------------------------------------------------------
HHindepend~t | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
age10 | 1.72529 .2094201 8.24 0.000 1.314668 2.135911
age10sq | -12.10316 1.368259 -8.85 0.000 -14.78598 -9.420341
unmarrf | -.1571164 .023347 -6.73 0.000 -.2028941 -.1113386
unmarrm | .1998399 .0614865 3.25 0.001 .07928 .3203999
REschool | .006765 .0037162 1.82 0.069 -.0005216 .0140516
working | .0592516 .0267578 2.21 0.027 .0067862 .111717
inc2ndqe | -.0080573 .0199643 -0.40 0.687 -.0472024 .0310879
inc3rdqe | .0089798 .0228005 0.39 0.694 -.0357265 .0536861
inc4thqe | .0323398 .0277629 1.16 0.244 -.0220964 .0867761
ihaskids | -.274894 .0556804 -4.94 0.000 -.3840698 -.1657183
inkids | -.0052976 .0067411 -0.79 0.432 -.0185152 .0079201
iageystkid | .0717329 .011233 6.39 0.000 .0497077 .0937582
inhosp | -.0085191 .0254949 -0.33 0.738 -.0585084 .0414701
hosday | .0004757 .0006303 0.75 0.450 -.0007602 .0017115
doc | -.0000974 .0011585 -0.08 0.933 -.002369 .0021742
HHsret | .0228024 .0067669 3.37 0.001 .0095342 .0360705
sincewid | .0189887 .0075886 2.50 0.012 .0041093 .0338682
Mtotinc | -.0207275 .0269881 -0.77 0.443 -.0736446 .0321896
Minhosp | .1661974 .1676117 0.99 0.321 -.1624482 .4948429
Mhosday | -.3761677 .3756514 -1.00 0.317 -1.112728 .3603928
Mdoc | -.6482065 .3733892 -1.74 0.083 -1.380332 .0839185
Mswid | .1085138 .0241345 4.50 0.000 .061192 .1558355
yr90 | 1.057486 .5310866 1.99 0.047 .0161551 2.098817
yr92 | .1504509 .1692793 0.89 0.374 -.1814646 .4823664
yr93 | 1.004045 .5334925 1.88 0.060 -.0420033 2.050094
yr94 | .1325063 .1716881 0.77 0.440 -.2041322 .4691448
yr95 | .1200957 .1725592 0.70 0.487 -.2182508 .4584421
yr96 | .1203629 .1735264 0.69 0.488 -.21988 .4606059
yr97 | .1056407 .1746709 0.60 0.545 -.2368463 .4481278
yr98 | .0743477 .1750938 0.42 0.671 -.2689686 .4176639
EMeckenbur~a | .0125316 .0359104 0.35 0.727 -.0578799 .0829431
EBrandenburg | -.0470541 .0326402 -1.44 0.150 -.1110536 .0169454
ESaxonyAnh~t | -.0184585 .0311472 -0.59 0.553 -.0795305 .0426135
EThuringia | -.058571 .0320749 -1.83 0.068 -.121462 .0043201
ESaxony | -.0343495 .0298691 -1.15 0.250 -.0929155 .0242165
_cons | -5.509123 .8089009 -6.81 0.000 -7.09518 -3.923066
------------------------------------------------------------------------------
______________________REGRESS WITH CLUSTER
. *w/ cluster;
. regress HHindependent `regvarsi3e' `yrdummies91all' `Estatesreg', cluster (UN
> ITID);
Regression with robust standard errors Number of obs = 3033
F( 34, 604) = .
Prob > F = .
R-squared = 0.1352
Number of clusters (UNITID) = 605 Root MSE = .3703
------------------------------------------------------------------------------
| Robust
HHindepend~t | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
age10 | 1.72529 .3918699 4.40 0.000 .9556968 2.494883
age10sq | -12.10316 2.584262 -4.68 0.000 -17.17839 -7.027933
unmarrf | -.1571164 .047807 -3.29 0.001 -.2510046 -.0632282
unmarrm | .1998399 .1246804 1.60 0.109 -.0450198 .4446996
REschool | .006765 .0069224 0.98 0.329 -.00683 .02036
working | .0592516 .0338047 1.75 0.080 -.0071374 .1256406
inc2ndqe | -.0080573 .0338754 -0.24 0.812 -.0745851 .0584706
inc3rdqe | .0089798 .0421138 0.21 0.831 -.0737275 .0916871
inc4thqe | .0323398 .0459495 0.70 0.482 -.0579003 .12258
ihaskids | -.274894 .1175637 -2.34 0.020 -.5057773 -.0440107
inkids | -.0052976 .0157426 -0.34 0.737 -.0362145 .0256194
iageystkid | .0717329 .0237222 3.02 0.003 .0251448 .118321
inhosp | -.0085191 .024372 -0.35 0.727 -.0563832 .0393449
hosday | .0004757 .0005144 0.92 0.355 -.0005345 .0014859
doc | -.0000974 .0012903 -0.08 0.940 -.0026315 .0024366
HHsret | .0228024 .0121241 1.88 0.060 -.0010081 .0466128
sincewid | .0189887 .0138289 1.37 0.170 -.0081699 .0461474
Mtotinc | -.0207275 .0361028 -0.57 0.566 -.0916297 .0501747
Minhosp | .1661974 .074863 2.22 0.027 .019174 .3132207
Mhosday | -.3761677 .1257164 -2.99 0.003 -.623062 -.1292734
Mdoc | -.6482065 .0929942 -6.97 0.000 -.8308378 -.4655752
Mswid | .1085138 .0582869 1.86 0.063 -.0059558 .2229833
yr90 | 1.057486 .1727173 6.12 0.000 .7182869 1.396686
yr93 | 1.004045 .1964445 5.11 0.000 .618248 1.389842
yr94 | .1325063 .0865059 1.53 0.126 -.0373826 .3023952
yr95 | .1200957 .0926225 1.30 0.195 -.0618056 .301997
yr96 | .1203629 .0993759 1.21 0.226 -.0748014 .3155272
yr97 | .1056407 .1061331 1.00 0.320 -.1027939 .3140754
yr98 | .0743477 .1137448 0.65 0.514 -.1490356 .2977309
EMeckenbur~a | .0125316 .0722889 0.17 0.862 -.1294366 .1544998
EBrandenburg | -.0470541 .0672328 -0.70 0.484 -.1790926 .0849844
ESaxonyAnh~t | -.0184585 .0601576 -0.31 0.759 -.136602 .0996849
EThuringia | -.058571 .0668219 -0.88 0.381 -.1898025 .0726606
ESaxony | -.0343495 .0594099 -0.58 0.563 -.1510246 .0823256
_cons | -5.509123 1.464978 -3.76 0.000 -8.386191 -2.632054
------------------------------------------------------------------------------
______________________LOGIT
. logit HHindependent `regvarsi3e' `yrdummies91all' `Estatesreg';
Iteration 0: log likelihood = -1494.4222
Iteration 1: log likelihood = -1310.8318
Iteration 2: log likelihood = -1295.8374
Iteration 3: log likelihood = -1295.5631
Iteration 4: log likelihood = -1295.5231
Iteration 5: log likelihood = -1295.5088
Iteration 6: log likelihood = -1295.5035
Iteration 7: log likelihood = -1295.5016
Iteration 8: log likelihood = -1295.5009
Iteration 9: log likelihood = -1295.5007
Iteration 10: log likelihood = -1295.5006
Iteration 11: log likelihood = -1295.5005
Iteration 12: log likelihood = -1295.5005
Iteration 13: log likelihood = -1295.5005
Iteration 14: log likelihood = -1295.5005
Iteration 15: log likelihood = -1295.5005
Logit estimates Number of obs = 3033
LR chi2(35) = 397.84
Prob > chi2 = 0.0000
Log likelihood = -1295.5005 Pseudo R2 = 0.1331
------------------------------------------------------------------------------
HHindepend~t | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
age10 | 9.825098 1.474932 6.66 0.000 6.934284 12.71591
age10sq | -68.8575 9.606791 -7.17 0.000 -87.68646 -50.02853
unmarrf | -1.103388 .1788826 -6.17 0.000 -1.453991 -.7527847
unmarrm | 1.657784 .4979874 3.33 0.001 .6817468 2.633822
REschool | .0724962 .0353953 2.05 0.041 .0031227 .1418696
working | .4411615 .2267498 1.95 0.052 -.00326 .8855829
inc2ndqe | -.0919223 .1320087 -0.70 0.486 -.3506547 .1668101
inc3rdqe | .0288757 .1568815 0.18 0.854 -.2786063 .3363578
inc4thqe | .2958868 .2199417 1.35 0.179 -.1351911 .7269647
ihaskids | -2.227045 .4500639 -4.95 0.000 -3.109154 -1.344935
inkids | -.0282717 .0496574 -0.57 0.569 -.1255985 .069055
iageystkid | .5495892 .0880904 6.24 0.000 .3769352 .7222432
inhosp | -.0906316 .2093995 -0.43 0.665 -.501047 .3197839
hosday | .0052262 .0061117 0.86 0.392 -.0067524 .0172048
doc | .0018684 .0101601 0.18 0.854 -.0180451 .0217819
HHsret | .1578774 .0469897 3.36 0.001 .0657793 .2499756
sincewid | .1343867 .063823 2.11 0.035 .009296 .2594775
Mtotinc | -.1558351 .1971134 -0.79 0.429 -.5421703 .2305001
Minhosp | 15.10439 5.617058 2.69 0.007 4.095156 26.11362
Mhosday | -15.80332 3078.857 -0.01 0.996 -6050.253 6018.646
Mdoc | -17.5004 3078.857 -0.01 0.995 -6051.95 6016.949
Mswid | .6820572 .1757825 3.88 0.000 .3375299 1.026584
yr90 | 33.53294 .2442489 137.29 0.000 33.05423 34.01166
yr92 | 14.94642 5.605924 2.67 0.008 3.959011 25.93383
yr93 | 33.14143 . . . . .
yr94 | 14.82122 5.594651 2.65 0.008 3.855907 25.78653
yr95 | 14.74335 5.589532 2.64 0.008 3.788069 25.69863
yr96 | 14.76784 5.580191 2.65 0.008 3.830867 25.70481
yr97 | 14.68051 5.577395 2.63 0.008 3.749016 25.612
yr98 | 14.46161 5.56966 2.60 0.009 3.545275 25.37794
EMeckenbur~a | .0067768 .3069741 0.02 0.982 -.5948814 .6084349
EBrandenburg | -.3790279 .2695437 -1.41 0.160 -.9073238 .1492679
ESaxonyAnh~t | -.1671577 .266444 -0.63 0.530 -.6893783 .355063
EThuringia | -.5327646 .2672993 -1.99 0.046 -1.056662 -.0088677
ESaxony | -.3208551 .2549864 -1.26 0.208 -.8206193 .178909
_cons | -48.69204 . . . . .
------------------------------------------------------------------------------
______________________LOGIT WITH CLUSTER
. logit HHindependent `regvarsi3e' `yrdummies91all' `Estatesreg', cluster (UNIT
> ID);
Iteration 0: log likelihood = -1494.4222
Iteration 1: log likelihood = -1310.8318
Iteration 2: log likelihood = -1295.8374
Iteration 3: log likelihood = -1295.5631
Iteration 4: log likelihood = -1295.5231
Iteration 5: log likelihood = -1295.5088
Iteration 6: log likelihood = -1295.5035
Iteration 7: log likelihood = -1295.5016
Iteration 8: log likelihood = -1295.5009
Iteration 9: log likelihood = -1295.5007
Iteration 10: log likelihood = -1295.5006
Iteration 11: log likelihood = -1295.5005
Iteration 12: log likelihood = -1295.5005
Iteration 13: log likelihood = -1295.5005
Iteration 14: log likelihood = -1295.5005
Iteration 15: log likelihood = -1295.5005
Logit estimates Number of obs = 3033
Wald chi2(32) = .
Prob > chi2 = .
Log likelihood = -1295.5005 Pseudo R2 = 0.1331
(standard errors adjusted for clustering on UNITID)
------------------------------------------------------------------------------
| Robust
HHindepend~t | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
age10 | 9.825098 2.572489 3.82 0.000 4.783112 14.86708
age10sq | -68.8575 16.77575 -4.10 0.000 -101.7374 -35.97763
unmarrf | -1.103388 .3637325 -3.03 0.002 -1.816291 -.3904855
unmarrm | 1.657784 1.076365 1.54 0.124 -.451852 3.76742
REschool | .0724962 .0813161 0.89 0.373 -.0868805 .2318728
working | .4411615 .3172762 1.39 0.164 -.1806884 1.063011
inc2ndqe | -.0919223 .2001677 -0.46 0.646 -.4842437 .3003991
inc3rdqe | .0288757 .2644937 0.11 0.913 -.4895224 .5472739
inc4thqe | .2958868 .3632515 0.81 0.415 -.416073 1.007847
ihaskids | -2.227045 .9968293 -2.23 0.025 -4.180794 -.2732949
inkids | -.0282717 .113625 -0.25 0.804 -.2509726 .1944292
iageystkid | .5495892 .1870421 2.94 0.003 .1829935 .9161849
inhosp | -.0906316 .2123915 -0.43 0.670 -.5069112 .325648
hosday | .0052262 .0062152 0.84 0.400 -.0069554 .0174078
doc | .0018684 .0133519 0.14 0.889 -.0243009 .0280377
HHsret | .1578774 .0775546 2.04 0.042 .0058733 .3098816
sincewid | .1343867 .1248643 1.08 0.282 -.1103429 .3791164
Mtotinc | -.1558351 .2569348 -0.61 0.544 -.6594181 .3477479
Minhosp | 15.10439 9.753298 1.55 0.121 -4.011726 34.2205
Mhosday | -15.80332 . . . . .
Mdoc | -17.5004 .4866639 -35.96 0.000 -18.45424 -16.54656
Mswid | .6820572 .4135305 1.65 0.099 -.1284478 1.492562
yr90 | 33.53294 .2590115 129.47 0.000 33.02529 34.0406
yr92 | 14.94642 9.745674 1.53 0.125 -4.154751 34.04759
yr93 | 33.14143 . . . . .
yr94 | 14.82122 9.732182 1.52 0.128 -4.253505 33.89595
yr95 | 14.74335 9.717325 1.52 0.129 -4.302257 33.78896
yr96 | 14.76784 9.700585 1.52 0.128 -4.244956 33.78064
yr97 | 14.68051 9.707253 1.51 0.130 -4.345357 33.70638
yr98 | 14.46161 9.689107 1.49 0.136 -4.528694 33.45191
EMeckenbur~a | .0067768 .7102018 0.01 0.992 -1.385193 1.398747
EBrandenburg | -.3790279 .6026149 -0.63 0.529 -1.560131 .8020756
ESaxonyAnh~t | -.1671577 .5941251 -0.28 0.778 -1.331622 .9973062
EThuringia | -.5327646 .6107117 -0.87 0.383 -1.729738 .6642083
ESaxony | -.3208551 .5773546 -0.56 0.578 -1.452449 .8107391
_cons | -48.69204 . . . . .
------------------------------------------------------------------------------
----------------------------------------------------------------------
Thank you very much in advance for any help you can give me,
Enrica Croda
*
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