I ran a couple of negative binomial estimations - three specifications
for each of my five dependent variables - and in just some models I
find chi2 missing. All models produce all other relevant statistics,
such as regression coefficients, standard errors, log likelihood, etc,
but not chi2.
The dependent variable is indeed a count variable and all of the
independent variables are binary variables.
The problem happens only in estimations involving one of the five
dependent variables in all three specifications (one base
specification and and two specifications with one additional variable
each), and another dependent variable in two specifications, but not
in the base specification. I am using Stata 10.1 (I've tired
estimations in a Unix version and a windows version but the results
remain the same)
I show one result below:
Negative binomial regression Number of obs = 603
Dispersion = mean Wald chi2(45) = .
Log pseudolikelihood = -701.92706 Prob > chi2 = .
------------------------------------------------------------------------------
| Robust
driver1_d | Coef. Std. Err. z P>|z| [95%
Conf. Interval]
-------------+----------------------------------------------------------------
pt_d | -.0234896 .1536004 -0.15 0.878 -.3245408 .2775617
ptu_d | -.030682 .2880005 -0.11 0.915 -.5951526 .5337887
mf | .0564921 .1372065 0.41 0.681 -.2124278 .3254119
lf | .2947419 .1301125 2.27 0.023 .039726 .5497577
as | -.6496328 .3730265 -1.74 0.082 -1.380751 .0814857
bl | -.1532725 .2475137 -0.62 0.536 -.6383904 .3318455
cc | .372959 .2649483 1.41 0.159 -.1463301 .8922482
dn | -.0146073 .3217503 -0.05 0.964 -.6452263 .6160117
fn | -.9121529 .396313 -2.30 0.021 -1.688912 -.1353938
gr | -19.0335 .7990463 -23.82 0.000 -20.5996 -17.4674
hu | -.5921105 .6853176 -0.86 0.388 -1.935308 .7510873
ir | -.3976526 .4131799 -0.96 0.336 -1.20747 .4121652
it | -.8273693 .3575956 -2.31 0.021 -1.528244 -.1264947
lx | -18.57973 1.34663 -13.80 0.000 -21.21907 -15.94038
nt | .0327339 .2128318 0.15 0.878 -.3844088 .4498766
po | -19.42747 .619623 -31.35 0.000 -20.64191 -18.21303
sp | -.4857189 .3377026 -1.44 0.150 -1.147604 .1761661
sw | -.1347859 .2303784 -0.59 0.559 -.5863193 .3167475
uk | -.3330218 .1446047 -2.30 0.021 -.6164417 -.0496019
wg | -.0947101 .1724238 -0.55 0.583 -.4326544 .2432343
ind_1 | -.2776653 .9905981 -0.28 0.779 -2.219202 1.663871
ind_2 | .3043203 .7201824 0.42 0.673 -1.107211 1.715852
ind_3 | -18.48859 .9145886 -20.22 0.000 -20.28115 -16.69603
ind_4 | -.1650434 .8352531 -0.20 0.843 -1.802109 1.472023
ind_10 | .4019891 .6747375 0.60 0.551 -.920472 1.72445
ind_11 | .47631 .7898398 0.60 0.546 -1.071747 2.024368
ind_12 | 1.619832 .7886493 2.05 0.040 .0741079 3.165556
ind_13 | .6454832 .6341807 1.02 0.309 -.5974881 1.888454
ind_14 | 1.177428 .5591521 2.11 0.035 .0815097 2.273346
ind_15 | -.1288919 .7691446 -0.17 0.867 -1.636388 1.378604
ind_16 | -.2740728 1.067416 -0.26 0.797 -2.36617 1.818025
ind_17 | -.2423931 1.053005 -0.23 0.818 -2.306245 1.821459
ind_18 | -.3417625 1.05286 -0.32 0.745 -2.405329 1.721804
ind_19 | .3247427 .8173105 0.40 0.691 -1.277157 1.926642
ind_21 | 1.065388 .6205726 1.72 0.086 -.1509124 2.281688
ind_22 | .4374271 .6311023 0.69 0.488 -.7995107 1.674365
ind_23 | 1.06703 .752356 1.42 0.156 -.4075604 2.541621
ind_24 | .750251 .5887075 1.27 0.203 -.4035945 1.904097
ind_25 | .5666918 .6344464 0.89 0.372 -.6768002 1.810184
ind_27 | .2474848 .9585319 0.26 0.796 -1.631203 2.126173
ind_28 | -.1013839 .6862014 -0.15 0.883 -1.446314 1.243546
ind_30 | .7012795 .5918125 1.18 0.236 -.4586518 1.861211
ind_31 | .6399266 .9591857 0.67 0.505 -1.240043 2.519896
ind_32 | 1.337355 .5727254 2.34 0.020 .2148341 2.459877
ind_33 | .0331696 .6750534 0.05 0.961 -1.289911 1.35625
ind_34 | .9601812 .5610771 1.71 0.087 -.1395098 2.059872
_cons | -1.004334 .5720001 -1.76 0.079 -2.125433 .1167658
-------------+----------------------------------------------------------------
/lnalpha | -1.527903 .3898968 -2.292086 -.763719
-------------+----------------------------------------------------------------
alpha | .2169903 .0846038 .1010554 .4659304
------------------------------------------------------------------------------
Any pointers would be of much help.
JJ
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