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Re: st: asmprobit, problems with correlation patterns
Barbara inquired about the collinear message she is receiving
from -asmprobit-:
> 2) If I include more than one explanatory variable in the model I get
> the message:
> "Note: two or more of the variables are collinear; convergence may
> not be achieved"
> That's the case even if I include:
> * one variable varying across alternatives and cases and
> * only one other variable that is constant across the alternatives,
> varies only by "i".
>
> I don�t understand how two such variables could be collinear?
I will include a snippet of her output below
> ------------------------------------------------------------------------------
> wahl | Coef. Std. Err. z P>|z| [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> altern |
> eink | .000631 .0001332 4.74 0.000 .00037 .0008921
> AB | (dropped)
> -------------+----------------------------------------------------------------
> ET | (base alternative)
> -------------+----------------------------------------------------------------
> AL |
> AB | 6.498919 2.957141 2.20 0.028 .7030285 12.29481
> _cons | -1.80445 .1309075 -13.78 0.000 -2.061024 -1.547876
> -------------+----------------------------------------------------------------
> R |
> AB | -4.308268 2.407709 -1.79 0.074 -9.02729 .4107547
> _cons | -1.236563 .0867427 -14.26 0.000 -1.406576 -1.066551
> -------------+----------------------------------------------------------------
> KS |
> AB | 15.49664 1.622816 9.55 0.000 12.31598 18.6773
> _cons | -.1677057 .0752585 -2.23 0.026 -.3152096 -.0202019
> -------------+----------------------------------------------------------------
> /lnsigmaP1 | .0504696 . . . . .
The call to -asmprobit- is
. asmprobit wahl eink AB, case(z1) alternatives(altern) casevars(AB)
> correlation(pattern B)
Barbara is including a case-specific variable, AB, in two places
in her model specification: the -indepvars- variable list and
the -casevars()- variable list. This really should not be allowed
and -asmprobit- should have terminated with an error.
Since AB is case-specific Barbara will have to drop it from the
-indepvars- variable list.
. asmprobit wahl eink, case(z1) alternatives(altern) casevars(AB)
> correlation(pattern B)
I hope this helps.
-Rich
[email protected]
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