Dear Stata Listers,
I have, may be too stupid a question, could you please help me out?
i have estimate some probit regressions but find that stata only reports
the coefficient for the constant term, and leaves the T-statistics,
p-values, etc, missing.
following is from one of my regression results, can you please tell me why?
thanks
. logit audit_opinion z_score abs_tac_ass aud_fee1 aud_size_fee ln_asset
joint_aud audit_change NEG ind2-i
> nd23 y2-y3
note: ind22 != 0 predicts failure perfectly
ind22 dropped and 16 obs not used
note: ind14 dropped due to collinearity
Iteration 0: log likelihood = -419.01836
Iteration 1: log likelihood = -335.23661
Iteration 2: log likelihood = -327.86142
Iteration 3: log likelihood = -327.56424
Iteration 4: log likelihood = -327.55008
Iteration 5: log likelihood = -327.5452
Iteration 6: log likelihood = -327.54341
Iteration 7: log likelihood = -327.54275
Iteration 8: log likelihood = -327.54251
Iteration 9: log likelihood = -327.54242
Iteration 10: log likelihood = -327.54239
Iteration 11: log likelihood = -327.54237
Iteration 12: log likelihood = -327.54237
Iteration 13: log likelihood = -327.54237
Iteration 14: log likelihood = -327.54237
Iteration 15: log likelihood = -327.54237
Iteration 16: log likelihood = -327.54237
Logit estimates Number of obs =
795
LR chi2(30) =
182.95
Prob > chi2 =
0.0000
Log likelihood = -327.54237 Pseudo R2 =
0.2183
----------------------------------------------------------------------------
--
audit_opin~n | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
z_score | -.014017 .0179234 -0.78 0.434 -.0491461
.0211122
abs_tac_ass | 2.732821 .8638901 3.16 0.002 1.039628
4.426015
aud_fee1 | 5.906439 2.6865 2.20 0.028 .6409955
11.17188
aud_size_fee | .9016732 .2331172 3.87 0.000 .4447718
1.358575
ln_asset | -.2697205 .14722 -1.83 0.067 -.5582663
.0188254
joint_aud | -2.073559 .6909366 -3.00
0.003 -3.42777 -.7193485
audit_change | .6606567 .2723444 2.43 0.015 .1268716
1.194442
NEG | 1.914281 .2233309 8.57 0.000 1.47656
2.352001
ind2 | 16.57877 4.057112 4.09 0.000 8.626973
24.53056
ind3 | 15.69185 4.198936 3.74 0.000 7.462088
23.92161
ind4 | 16.62267 4.114354 4.04 0.000 8.558685
24.68666
ind5 | 16.19834 4.149752 3.90 0.000 8.064976
24.33171
ind6 | 17.08733 4.207382 4.06 0.000 8.841011
25.33364
ind7 | 16.81346 4.164872 4.04 0.000 8.65046
24.97646
ind8 | 16.70633 4.089821 4.08 0.000 8.690428
24.72223
ind9 | 16.58702 4.048147 4.10 0.000 8.6528
24.52125
ind10 | 16.31946 4.151709 3.93 0.000 8.182261
24.45666
ind11 | 16.63699 4.09 4.07 0.000 8.62074
24.65325
ind12 | 16.00491 4.189965 3.82 0.000 7.79273
24.21709
ind13 | 15.3805 4.15723 3.70 0.000 7.232483
23.52852
ind15 | 16.29299 4.11868 3.96 0.000 8.220526
24.36546
ind16 | 17.25139 4.108487 4.20 0.000 9.198899
25.30387
ind17 | 15.89043 4.108669 3.87 0.000 7.837591
23.94328
ind18 | 15.23574 4.144422 3.68 0.000 7.112824
23.35866
ind19 | 17.05134 4.119404 4.14 0.000 8.977456
25.12522
ind20 | 15.93022 4.143767 3.84 0.000 7.808582
24.05185
ind21 | 16.43216 4.085803 4.02 0.000 8.424129
24.44018
ind23 | 16.55192 4.071311 4.07 0.000 8.572298
24.53155
y2 | -.1851133 .2368476 -0.78 0.434 -.6493261
.2790996
y3 | -.7484152 .2627184 -2.85
0.004 -1.263334 -.2334967
_cons | -28.02461 . . . .
.
----------------------------------------------------------------------------
--
Chuntao LI
Ph. D. Student
School of Economics and Finance
The University of Hong Kong
Tel: (852) 2857 8637
Email:[email protected]
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