If your these variables don't change over time the
within transformation will make those variables 0
through out your observations. I think that is what I
suspect.
Another possible explanation is the level of variation
in these variables over time. Examine the data.
Good luck
> I am running a fixed effect survival model and am
> having a couple of unexpected results.
>
> 1. STATA drops several of the FE variables,
> indicating collinearity. I'm not sure how this is
> the case, given that the fixed effect variables,
> vsa2, are area dummies generated from the xi
> command. The minimum number of observation in an
> area is 130 and there are 1000 "areas".
> 2. Quite a few of the FE dummies have "missing"
> upper bounds for the confidence interval. Should I
> be worried about this?
>
>
> Below is an excerpt from the log file. I appreciate
> any suggestions and insights you can give.
>
>
>
> . xi: streg frmrsmokr crrntsmokr drink12peryr_90
> lttlstress1yr medstress1yr alotstress1yr exercise
> $racegroup $indiv_contrl i.vsa2, dis(gompertz)
> fr(gamma)
>
> note: _Ivsa2_58 dropped due to collinearity
> note: _Ivsa2_197 dropped due to collinearity
> note: _Ivsa2_348 dropped due to collinearity
> note: _Ivsa2_426 dropped due to collinearity
> note: _Ivsa2_469 dropped due to collinearity
> note: _Ivsa2_510 dropped due to collinearity
>
>
> No. of subjects = 5537
> Number of obs = 5537
> No. of failures = 150
> Time at risk = 487048
>
> LR chi2(1018) = 815.22
> Log likelihood = -392.14229
> Prob > chi2 = 1.0000
>
>
>
------------------------------------------------------------------------------
> _t | Haz. Ratio Std. Err. z
> P>|z| [95% Conf. Interval]
>
>
-------------+----------------------------------------------------------------
> frmrsmokr | 1.877704 .56903 2.08
> 0.038 1.03675 3.400792
> crrntsmokr | 3.235288 .9527995 3.99
> 0.000 1.816486 5.762271
> drink12pe~90 | 1.72386 .5578645 1.68
> 0.092 .9142004 3.250591
>
> ********
> _Ivsa2_984 | 2.27e+10 3.87e+10 13.96
> 0.000 7.97e+08 6.44e+11
> _Ivsa2_985 | .0001834 1353.748 -0.00
> 1.000 0 .
> _Ivsa2_986 | 1.03e+09 1.78e+09 12.06
> 0.000 3.54e+07 3.02e+10
> _Ivsa2_998 | .0001937 1403.955 -0.00
> 1.000 0 .
> _Ivsa2_999 | .0021168 12262.63 -0.00
> 1.000 0 .
> _Ivsa2_1000 | .0004532 2977.283 -0.00
> 1.000 0 .
>
>
-------------+----------------------------------------------------------------
> gamma | .0189637 .0034703 5.46
> 0.000 .012162 .0257654
> /ln_the | -14.6198 426.525 -0.03
> 0.973 -850.5934 821.3538
>
>
-------------+----------------------------------------------------------------
> theta | 4.47e-07 .0001908
> 0 .
>
>
------------------------------------------------------------------------------
> Likelihood-ratio test of theta=0: chibar2(01) =
> 0.00 Prob>=chibar2 = 1.000
>
>
>
> Thanks,
>
> Phoenix
>
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