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st: Xtpoisson, fe bug?
Dear Statalist,
I run the following fixed effects Poisson model:
. version 10.0
. query born
03 Mar 2008
. xtpoisson norgm age agesq cohort female married ///
> further degree emp pt preschkid schkid, fe
note: 3326 groups (3326 obs) dropped because of only one obs per group
note: 2473 groups (12215 obs) dropped because of all zero outcomes
note: cohort omitted because it is constant within group
note: female omitted because it is constant within group
<output omitted>
Conditional fixed-effects Poisson regression Number of obs =
64987
Group variable: pid Number of groups =
9681
Obs per group: min =
2
avg =
6.7
max =
9
Wald chi2(9) =
179.56
Log likelihood = -53509.648 Prob > chi2 =
0.0000
----------------------------------------------------------------------------
--
norgm | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
age | .0281423 .0036906 7.63 0.000 .0209089
.0353758
agesq | -.0003175 .0000361 -8.78 0.000 -.0003883
-.0002467
cohort | .0257127 .0185708 1.38 0.166 -.0106854
.0621108
female | -.0117726 .0237682 -0.50 0.620 -.0583574
.0348123
married | -.0664054 .039699 -1.67 0.094 -.144214
.0114032
further | .0539167 .0150458 3.58 0.000 .0244275
.0834059
degree | -.002381 .0171409 -0.14 0.890 -.0359765
.0312145
emp | -.0557617 .0167727 -3.32 0.001 -.0886355
-.0228878
pt | .0634887 .0141329 4.49 0.000 .0357888
.0911886
----------------------------------------------------------------------------
--
Stata correctly identifies that cohort and female are time-invariant and
drops them.
However, they appear in the output, while preschkid and schkid are left out.
I rerun the model omitting cohort and female from the variable list:
. xtpoisson norgm age agesq /*cohort female*/ married ///
> further degree emp pt preschkid schkid, fe
note: 3326 groups (3326 obs) dropped because of only one obs per group
note: 2473 groups (12215 obs) dropped because of all zero outcomes
< output omitted >
Conditional fixed-effects Poisson regression Number of obs =
64987
Group variable: pid Number of groups =
9681
Obs per group: min =
2
avg =
6.7
max =
9
Wald chi2(9) =
179.56
Log likelihood = -53509.648 Prob > chi2 =
0.0000
----------------------------------------------------------------------------
--
norgm | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
age | .0281423 .0036906 7.63 0.000 .0209089
.0353758
agesq | -.0003175 .0000361 -8.78 0.000 -.0003883
-.0002467
married | .0257127 .0185708 1.38 0.166 -.0106854
.0621108
further | -.0117726 .0237682 -0.50 0.620 -.0583574
.0348123
degree | -.0664054 .039699 -1.67 0.094 -.144214
.0114032
emp | .0539167 .0150458 3.58 0.000 .0244275
.0834059
pt | -.002381 .0171409 -0.14 0.890 -.0359765
.0312145
preschkid | -.0557617 .0167727 -3.32 0.001 -.0886355
-.0228878
schkid | .0634887 .0141329 4.49 0.000 .0357888
.0911886
----------------------------------------------------------------------------
--
Results are identical except the variable labelling now seems correct
(preschkid and schkid now included).
Looks like a bug?
Mark
----------------------
Mark Bryan ([email protected])
Institute for Social and Economic Research (ISER)
University of Essex, Colchester, UK CO4 3SQ
tel: +44 (0)1206 874683; fax: +44 (0)1206 873151
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