Re: st: asmprobit, problems with correlation patterns

["Barbara Hanel " <Barbara.Hanel@wiso.uni-erlangen.de>]

Hallo,

That sounds good. (I thought I first had to define all explanatories 
and than wich of them is case-specific.)
I will try as you suggested. 

Of course I would still be appreciated if there is anybody with an 
idea concerning the correlation-pattern problem... 

Thanks a lot, Rich!
Barbara

Am 20 Apr 2007, um 12:48 hat Richard Gates geschrieben:

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
rgates@stata.com


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------- End of forwarded message -------
-- -- -- -- -- -- -- -- -- -- -- -- -- -- 
Dipl.-Volksw. Barbara Hanel
FAU Erlangen N�rnberg
Lehrstuhl f�r Statistik und empirische Wirtschaftsforschung; Prof. Riphahn, 
PhD
0911/5302-258
Lange Gasse 20
90403 N�rnberg
barbara.hanel@wiso.uni-erlangen.de 

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