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Re: st: -mfx-: can I just keep the interaction variable?
Richard,
The dataset is the NLSY97, selection just on males, blacks and whites
only, and balanced for the 1997-2002. Here's the entire code, plus
output. I'm going to snip the fixed effects, though.
. xi:xtpoisson rp i.race age age2 hgc hhd1 i.year i.fip, vce(boot);
i.race _Irace_1-2 (naturally coded; _Irace_1
omitted)
i.year _Iyear_1997-2002 (naturally coded; _Iyear_1997
omitted)
i.fip _Ifip_1-56 (naturally coded; _Ifip_1 omitted)
(running xtpoisson on estimation sample)
Bootstrap replications (50)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
.............x..x..x....x.x.....x..............x.. 50
Random-effects Poisson regression Number of obs
= 27591
Group variable (i): id Number of groups
= 4637
Random effects u_i ~ Gamma Obs per group: min
= 1
avg
= 6.0
max
= 6
Wald chi2(42)
= .
Log likelihood = -38560.683 Prob > chi2
= .
------------------------------------------------------------------------
------
| Observed Bootstrap Normal-
based
rp | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------
+----------------------------------------------------------------
_Irace_2 | .3327858 .0475309 7.00 0.000 .
239627 .4259445
age | 2.558144 .1699299 15.05 0.000
2.225088 2.891201
age2 | -.0644527 .0045961 -14.02 0.000 -.0734609
-.0554444
hgc | .0806298 .0302402 2.67 0.008 .
02136 .1398996
hhd1 | -.1316166 .0890242 -1.48 0.139 -.
3061008 .0428676
-- SNIP --
_Ifip_56 | -.5006855 2.752276 -0.18 0.856
-5.895047 4.893675
_cons | -25.3175 1.456052 -17.39 0.000 -28.17131
-22.46369
-------------
+----------------------------------------------------------------
/lnalpha | .3708587 .0435552 .
2854922 .4562253
-------------
+----------------------------------------------------------------
alpha | 1.448978 .0631105
1.330417 1.578106
------------------------------------------------------------------------
------
Likelihood-ratio test of alpha=0: chibar2(01) = 3.3e+04
Prob>=chibar2 = 0.000
Note: One or more parameters could not be estimated in 7 bootstrap
replicates; standard error
estimates include only complete replications.
. mfx, dydx varlist(_Irace_2 age age2 hgc hhd1);
no observations
r(2000);
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