I am not getting the prediction (classification) table expected. Here is the
Stata log :
opened on: 10 Dec 2006, 12:59:04
. xtprobit pw boardcomp compensation shrights disclosure tech mv endet cot
volat march conc, pa i( i)
Iteration 1: tolerance = .04031189
Iteration 2: tolerance = .00736081
Iteration 3: tolerance = .00032035
Iteration 4: tolerance = .00010735
Iteration 5: tolerance = 5.469e-06
Iteration 6: tolerance = 1.142e-06
Iteration 7: tolerance = 6.258e-08
GEE population-averaged model Number of obs =
581
Group variable: i Number of groups =
135
Link: probit Obs per group: min =
1
Family: binomial avg =
4.3
Correlation: exchangeable max =
5
Wald chi2(11) =
20.22
Scale parameter: 1 Prob > chi2 =
0.0424
------------------------------------------------------------------------------
pw | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
boardcomp | .0046346 .0138058 0.34 0.737 -.0224242
.0316934
compensation | .0413658 .025201 1.64 0.101 -.0080273
.0907589
shrights | -.0385678 .0199775 -1.93 0.054 -.077723
.0005874
disclosure | .0062079 .0288077 0.22 0.829 -.0502541
.0626699
tech | .3317592 .3523241 0.94 0.346 -.3587834
1.022302
mv | .1960729 .0794853 2.47 0.014 .0402846
.3518612
endet | -.7884225 .696933 -1.13 0.258 -2.154386
.5775411
cot | .0544504 .2143967 0.25 0.800 -.3657594
.4746601
volat | .1286346 .180169 0.71 0.475 -.2244901
.4817594
march | -.0312179 .1981073 -0.16 0.875 -.4195011
.3570653
conc | .0033864 .005856 0.58 0.563 -.0080911
.0148639
_cons | -4.427164 1.17088 -3.78
0.000 -6.722047 -2.132281
------------------------------------------------------------------------------
. predict prob, mu
(167 missing values generated)
.
.
.
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