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RE: st: RE: bugs using _all


From   "Jun Xu" <[email protected]>
To   [email protected]
Subject   RE: st: RE: bugs using _all
Date   Sun, 10 Jul 2005 18:15:01 -0500

Nick,

Thanks! I think I willl be more cautious using these terms. Following is another example, and as you said, it is related to a temp var.

. use "H:\data\cps5000.dta", clear
(register00all.dta is obtained by data managing register00.dta.)

. keep vote white black

. logit _all

Iteration 0: log likelihood = -3097.9733
Iteration 1: log likelihood = -3084.2206
Iteration 2: log likelihood = -3084.2127

Logistic regression Number of obs = 4583
LR chi2(3) = 27.52
Prob > chi2 = 0.0000
Log likelihood = -3084.2127 Pseudo R2 = 0.0044

------------------------------------------------------------------------------
vote | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
white | .580768 .1150094 5.05 0.000 .3553539 .8061822
black | .3906235 .1460116 2.68 0.007 .1044459 .676801
__000000 | -1.01e-06 .0000209 -0.05 0.961 -.000042 .00004
_cons | -.1424608 .1204319 -1.18 0.237 -.378503 .0935814
------------------------------------------------------------------------------

. logit vote white black

Iteration 0: log likelihood = -3097.9733
Iteration 1: log likelihood = -3084.2217
Iteration 2: log likelihood = -3084.2139

Logistic regression Number of obs = 4583
LR chi2(2) = 27.52
Prob > chi2 = 0.0000
Log likelihood = -3084.2139 Pseudo R2 = 0.0044

------------------------------------------------------------------------------
vote | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
white | .5805815 .1149446 5.05 0.000 .3552941 .8058688
black | .3904015 .1459396 2.68 0.007 .1043651 .6764379
_cons | -.1448309 .1100522 -1.32 0.188 -.3605292 .0708673
------------------------------------------------------------------------------

.




Jun Xu
Ph.D. Candidate
Department of Sociology
Indiana University at Bloomington
http://mypage.iu.edu/~junxu/home





From: "Nick Cox" <[email protected]>
Reply-To: [email protected]
To: <[email protected]>
Subject: st: RE: bugs using _all
Date: Sun, 10 Jul 2005 22:30:38 +0100

The Statalist FAQ advises this:

--------------------
Don't say "Is this a bug?". Almost all the time, it is not!
--------------------

However, you have, I guess been bitten by something
designed to protect you.

When you type -logit-, you fire up a wrapper program
which, among other things, creates a temporary variable
recording the sort order, so that your data can be
left in their current sort order when -logit- is done.

This temporary variable is thus part of _all when
-logit- passes the ball. Evidently it is true that
your data order are in the sort order of your response
variable, so -logit- bails out for the reason given.

This is fixable by StataCorp, although I am not
sure how keen they will be to do it. The code to
fix it is embedded within -egen.ado-, for which
the fix is arguably more important.

The easiest fix is just not to do this, in the way
that you have demonstrated. In most circumstances,
firing all the variables at a binary response is
likely to be poor science. I guess in your case
it just seemed a neat short-cut.

I can't comment on your other cases not documented
here.

Nick
[email protected]

Jun Xu

> Could be that I missed something, but it might be a bug. I found that
> sometimes, I will get weird results or simply refusal to
> estimate a simple
> logit model. For example (lfp is the first variable in the list),
>
> . logit _all
>
> outcome = __000000 > 325 predicts data perfectly
> r(2000);
>
> . logit lfp-inc

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