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RE: st: inteff afer logit


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: inteff afer logit
Date   Fri, 15 Dec 2006 14:23:31 -0000

To echo Richard, -inteff- is just more Stata. 

Thus as in a very recent thread 

. viewsource inteff.ado 

will show that the error arises whenever the 
fourth argument is not the product of the 
second and third arguments. There is a rule of 
thumb decision on that. 

That is, the fourth variable specified must be
an interaction term. This is explained in the 
help. Judging by your variable names, this
is not true of your data. 

By the way, the Statalist FAQ advises 

"Before posting, consider other ways of finding information: 

[...] 

the authors of user-written ado-files (who usually have email 
addresses, but are not always members of Statalist)" 

"Say what command(s) you are using. If they are not part of 
official Stata, say where they come from: the STB/SJ, SSC, 
or other archives" 

In this case, the program -inteff- was published in the Stata Journal. 
The authors may be members of Statalist, but even so a direct
approach is often a good bet. 

Nick 
[email protected] 

Richard Goldstein
 
> if you look at the code (inteff.ado) and search for "error 9" 
> you will 
> discover the condition(s) that can cause its appearance
 
Sebastian Baumeister

> > I am trying to run inteff afer a logit model, which was 
> used to fit a
> > discrete time survival model,  and i get the r(9) error 
> message. Any advise
> > in what r(9) means and what might have caused r(9) to 
> appear is highly
> > appreciated.
> > 
> > . logit event _d1 _d2 _d3 _d4 kont_exp sex expxsex, 
> cluster(arzt) nolog
> > note: _d4 dropped due to collinearity
> > 
> > Logistic regression                               Number of obs   
> > =       2844
> >                                                   Wald 
> chi2(6)    =      
> > 84.24
> >                                                   Prob > 
> chi2     =     
> > 0.0000
> > Log pseudolikelihood = -1046.9817                 Pseudo R2 
>       =     
> > 0.0637
> > 
> >                                   (Std. Err. adjusted for 
> 34 clusters in 
> > arzt)
> > 
> --------------------------------------------------------------
> ---------------- 
> > 
> >              |               Robust
> >        event |      Coef.   Std. Err.      z    P>|z|     
> [95% Conf. 
> > Interval]
> > 
> -------------+------------------------------------------------
> ---------------- 
> > 
> >          _d1 |   2.487836   .3662857     6.79   0.000     
> 1.769929    
> > 3.205743
> >          _d2 |   2.284119     .36924     6.19   0.000     
> 1.560422    
> > 3.007816
> >          _d3 |     1.7861   .3611189     4.95   0.000      
> 1.07832     
> > 2.49388
> >     kont_exp |   .7616662   .2219238     3.43   0.001     
> .3267034    
> > 1.196629
> >          sex |   .5381819   .2434831     2.21   0.027     
> .0609637      
> > 1.0154
> >      expxsex |  -.5184373   .2895077    -1.79   0.073    
> -1.085862    
> > .0489873
> >        _cons |  -4.454517   .4642658    -9.59   0.000    
> -5.364461   
> > -3.544573
> > 
> --------------------------------------------------------------
> ---------------- 
> > 
> > 
> > . inteff event _d1 _d2 _d3 _d4 kont_exp sex expxsex
> > r(9);

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