Stata 11 now uses a prefix "o." to label omitted categories in e(b).
This is why they are no longer picked up by your -indicate()- option
in -estout-. Either use version control, i.e. type
. version 10
. xi:logit ...
or
. version 10: xi:logit ...
or add -drop(o.*)- to the estout command, i.e. -drop(_cons o.*)- in your case.
ben
On Mon, Nov 2, 2009 at 8:17 PM, Herve STOLOWY <[email protected]> wrote:
> Dear Statalisters:
>
> I have the following syntax created with Stata 10 and using -estout- (downloadable from SSC).
>
> xi:logit english ln_sales roa_w growth_op2_w leverage_w listing i.sic2 i.year i.country if sample_universe==1, robust nolog
>
> estimates store m1, title(Logit on the universe)
>
> estadd estatclass: m1
> estadd nagelkerke: m1
> estadd scalar cons = _b[_cons]: m1
> estadd scalar cons_t = _b[_cons]/_se[_cons]: m1
> estadd scalar cons_p = (1-normal(abs(_b[_cons]/_se[_cons]))) * 2: m1
>
> estout m1 using Table4, replace cells ("b(fmt(%9.3f) label(Coefficients)) t(fmt(%9.3f) label(z)) p(fmt(%9.3f))") stats (cons cons_t cons_p N chi2 p r2_p nagelkerke p_corr, layout("@ @ @") fmt(3 3 3 0 3 0 3 3 3) labels("Constant" "Number of observations" "Chi square" "p(chi2)" "Pseudo R-square" "Nagelkerke R-square" "Pct classified in sample")) label labcol2( + - + - +, title(Predicted signs)) indicate("Industry effects = _Isic2*" "Year effects = _Iyear*" "Country effects = _Icountry*" , labels("Included" "Not included" )) drop(_cons) type
>
> It used to work perfectly.
>
> I have installed Stata 11 today and I now get very strange results (sorry to copy them):
>
> Predicted signs Logit on the universe
> Coefficients z p
> english
> ln_sales + 0.531 30.813 0.000
> roa_w - -0.722 -4.639 0.000
> growth_op2_w + 0.161 7.981 0.000
> leverage_w - -1.222 -11.122 0.000
> English cross listing + 1.128 10.733 0.000
> o.sic2==12 0.000 . .
> o.sic2==41 0.000 . .
> o.sic2==74 0.000 . .
> o.sic2==81 0.000 . .
> o.sic2==83 0.000 . .
> o.sic2==84 0.000 . .
> o.sic2==85 0.000 . .
> o.sic2==91 0.000 . .
> o.sic2==92 0.000 . .
> o.sic2==94 0.000 . .
> o.sic2==97 0.000 . .
> o.country==BRA 0.000 . .
> o.country==CAN 0.000 . .
> o.country==CHL 0.000 . .
> o.country==CIV 0.000 . .
> o.country==CYM 0.000 . .
> o.country==CYP 0.000 . .
> o.country==CZE 0.000 . .
> o.country==HRV 0.000 . .
> o.country==ISR 0.000 . .
> o.country==JOR 0.000 . .
> o.country==LBR 0.000 . .
> o.country==LTU 0.000 . .
> o.country==MHL 0.000 . .
> o.country==MYS 0.000 . .
> o.country==PER 0.000 . .
> o.country==REU 0.000 . .
> o.country==ROM 0.000 . .
> o.country==ROU 0.000 . .
> o.country==SAU 0.000 . .
> o.country==SRB 0.000 . .
> o.country==SVK 0.000 . .
> o.country==THA 0.000 . .
> o.country==TUN 0.000 . .
> o.country==TWN 0.000 . .
> o.country==VGB 0.000 . .
> o.country==VIR 0.000 . .
> o.country==VNM 0.000 . .
> o.country==ZAF 0.000 . .
> Industry effects Included
> Year effects Included
> Country effects Included
> Constant -0.763 -1.071 0.284
> Number of observations 12871
> Chi square 2171.490
> p(chi2) 0
> Pseudo R-square 0.238
> Nagelkerke R-square 0.374
> Pct classified in sample 74.540
> (output written to Table4)
>
> I did not have time to investigate all the changes in Stata 11.
>
> Would you have any idea?
>
> Best regards
>
> Herve Stolowy
>
>
>
>
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