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st: RE: reoprob output
Is it possible that due to missing values the dependetn takes only 4
values?
Try -tab defacto if e(sample)- after estimation
Regards
Manos
________________________________
From: [email protected]
[mailto:[email protected]] On Behalf Of jcaunedo
Sent: 21 April 2008 19:37
To: [email protected]
Subject: st: reoprob output
Hello,
I'm having problems running an panel ordered probit with the dependent
variable taking 7 different values. When I run reoprob as follows,
reoprob defacto moneyvol reservesvol cpivol dreer domcredgdp capflowgdp
mmrate, i(idn)
Then the output includes only three cuts (as if the dependent variable
were to take only 4 different values) and the information under the
dependent variable "defacto" in the database is actually changed to show
this 4 different values instead of the previous 7.
Fitting constant-only model:
Iteration 0: log likelihood = -406.39502 (not concave)
Iteration 1: log likelihood = -320.79331 (not concave)
Iteration 2: log likelihood = -310.40243
Iteration 3: log likelihood = -307.83239
Iteration 4: log likelihood = -307.56176
Iteration 5: log likelihood = -307.56101
Iteration 6: log likelihood = -307.56101
Fitting full model:
Iteration 0: log likelihood = -255.70342 (not concave)
Iteration 1: log likelihood = -253.64088
rho >= 1, set to rho = 0.99
Iteration 2: log likelihood = -242.49376
Iteration 3: log likelihood = -238.7427
Iteration 4: log likelihood = -238.69746
Iteration 5: log likelihood = -238.69739
Iteration 6: log likelihood = -238.69739
Random Effects Ordered Probit Number of obs =
572
LR chi2(7) =
137.73
Log likelihood = -238.69739 Prob > chi2 =
0.0000
------------------------------------------------------------------------
------
defacto | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------
------
eq1 |
moneyvol | .0057089 .0007771 7.35 0.000 .0041858
.0072319
reservesvol | -.0000425 6.02e-06 -7.05 0.000 -.0000543
-.0000307
cpivol | -.2543342 .0350169 -7.26 0.000 -.3229661
-.1857023
dreer | -.0024292 .0279572 -0.09 0.931 -.0572243
.0523658
domcredgdp | 3.953637 1.615001 2.45 0.014 .788294
7.118981
capflowgdp | .027498 .0159789 1.72 0.085 -.00382
.058816
mmrate | .1334976 .0285318 4.68 0.000 .0775762
.1894189
-------------+----------------------------------------------------------
------
_cut1 |
_cons | -3.627771 .3071293 -11.81 0.000 -4.229733
-3.025809
-------------+----------------------------------------------------------
------
_cut2 |
_cons | -.6032875 .2261254 -2.67 0.008 -1.046485
-.1600899
-------------+----------------------------------------------------------
------
_cut3 |
_cons | .7434219 .2288611 3.25 0.001 .2948624
1.191981
-------------+----------------------------------------------------------
------
rho |
_cons | .7767968 .0432926 17.94 0.000 .6919448
.8616487
------------------------------------------------------------------------
------
Any idea of what might be going on?
THANKS
julieta
The University of Aberdeen is a charity registered in Scotland, No SC013683.
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