Basically, certain categories in my data (identified by the
indicator variables) do not have the event occurring ever,
so these observations get dropped as the LHS variable
(dummy=1 for event) is always zero in those categories.
--- Maarten buis <[email protected]> wrote:
> Either Stata is dropping the observation or you are. The
> only reason Stata would do that that I can think of,
> other than missing values, is some kind of problem like
> the
> one in the link, though admitadly the issue in the link
> does not lead to dropping observations.
>
> Can you reproduce these results with the auto.dta
> dataset?
> type -sysuse auto- to get it. It seems like that with the
>
> information you have given us we can't get any further
> than
> "it shouldn't happen unless there is something realy
> funky
> with your data or the way you treated it."
> HTH,
> Maarten
>
> --- Nishant Dass <[email protected]> wrote:
>
> > Hi Maarten,
> > Thanks for the link. I read it but I wonder - does
> perfect
> > prediction result in exclusion of those observations?
> >
> > Hi Richard,
> > I checked again and my runs aren't different. I simply
> > replaced the -reg- with -logit- and re-run the command,
> and
> > get a different no. of obs. I am not sure how useful
> would
> > pasting my command be for you because there's really
> > nothing different between the two commands that I am
> > running (except the estimation method.)
> >
> > Nishant
> >
> >
> > --- Richard Williams <[email protected]>
> wrote:
> >
> > > That shouldn't be happening. I suspect there is
> > > something different
> > > between your runs, e.g. are you using a different
> > > dependent
> > > variable? Perhaps you could show the commands and
> > > output.
> > >
> > > At 02:11 PM 10/3/2006, Nishant Dass wrote:
> > > >Dear list members,
> > > >
> > > >I am estimating a -probit-/-logit- model and my
> question
> > > is
> > > >about its comparison with the linear probability
> model
> > > >(simple OLS).
> > > >
> > > >When I run the -probit- or -logit-, the number of
> > > >observations is the same but much less when compared
> > > with
> > > >the OLS estimation of the very same model! (E.g.,
> the
> > > no.
> > > >of obs. in my probit and logit estimate is 12,000
> while
> > > >it's only 10,000 in the OLS regression.)
> > > >
> > > >Could anyone please tell me why do -probit- and
> -logit-
> > > >drop these observations?
> > > >
> > > >Thank you very much,
> > > >
> > > >Nishant
> > > >
> > > >
> > > >
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> >
>
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting adress:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
>
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