Re: st: logit or probit : why one row is missing S.E., z-score, and confidence interval??

["Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com>]

Greetings

  I think the problem may be suggested by the message

> Note: 9 failures and 0 successes completely determined.

  In such a case, I would try -exlogistic- command (for exact logistic regression) and 
see if that might provide more appropriate results.

I hope this helps,

Michael N. Mitchell
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On 2011-01-25 9.17 PM, Hong, Sounman wrote:
> All my variables (dependent and independent) are binary. I ran a regression and I found there is no multicollinearity. Everything looked good.
>
> But if I run a logit or probit then, as you can see below, some stats (standard error, z-score) do not show for one variable.
>
> I wonder why??? Can someone help me, please?
>
>
> . reg depvar varI varR varW varAA varRvarW varIvarR, r
> Linear regression                                      Number of obs =     102
>                                                         F(  6,    95) =    4.96
>                                                         Prob>  F      =  0.0002
>                                                         R-squared     =  0.1885
>                                                         Root MSE      =  .39009
> ------------------------------------------------------------------------------
>               |               Robust
>        depvar |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
> -------------+----------------------------------------------------------------
>          varI |   .4132157   .1222138     3.38   0.001     .1705906    .6558407
>          varR |   .5424289   .1517043     3.58   0.001     .2412578       .8436
>          varW |   .1506902   .1567265     0.96   0.339    -.1604513    .4618317
>         varAA |   .2461644   .0670512     3.67   0.000     .1130509    .3792779
>      varRvarW |  -.3753536   .1827751    -2.05   0.043    -.7382082   -.0124991
>      varIvarR |  -.5573226   .1643252    -3.39   0.001    -.8835492   -.2310959
>         _cons |  -.2919213   .1258739    -2.32   0.023    -.5418126   -.0420301
> ------------------------------------------------------------------------------
>
>
>
> . probit depvar varI varR varW varAA varRvarW varIvarR, r
> Probit regression                                 Number of obs   =        102
>                                                    Wald chi2(5)    =          .
>                                                    Prob>  chi2     =          .
> Log pseudolikelihood =  -41.68023                 Pseudo R2       =     0.2344
> ------------------------------------------------------------------------------
>               |               Robust
>        depvar |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
> -------------+----------------------------------------------------------------
>          varI |   6.200518          .        .       .            .           .
>          varR |   6.766806   .4989077    13.56   0.000     5.788965    7.744647
>          varW |   .4070662   .6244081     0.65   0.514    -.8167511    1.630884
>         varAA |   1.436624   .5493662     2.62   0.009     .3598866    2.513362
>      varRvarW |  -1.470836   .7256594    -2.03   0.043    -2.893103   -.0485701
>      varIvarR |  -6.964342   .3732943   -18.66   0.000    -7.695985   -6.232699
>         _cons |  -7.856409   .6625587   -11.86   0.000       -9.155   -6.557818
> ------------------------------------------------------------------------------
> Note: 9 failures and 0 successes completely determined.
>
>
>
> . logit depvar varI varR varW varAA varRvarW varIvarR, or
> Logistic regression                               Number of obs   =        102
>                                                    LR chi2(6)      =      25.21
>                                                    Prob>  chi2     =     0.0003
> Log likelihood = -41.837978                       Pseudo R2       =     0.2315
> ------------------------------------------------------------------------------
>        depvar | Odds Ratio   Std. Err.      z    P>|z|     [95% Conf. Interval]
> -------------+----------------------------------------------------------------
>          varI |   9.48e+07   8.16e+07    21.35   0.000     1.76e+07    5.12e+08
>          varR |   2.69e+08          .        .       .            .           .
>          varW |   2.136371   2.232017     0.73   0.467     .2756554     16.5572
>         varAA |   14.17273       15.6     2.41   0.016     1.638821    122.5676
>      varRvarW |   .0790781   .1006545    -1.99   0.046     .0065254    .9583132
>      varIvarR |   2.99e-09   2.16e-09   -27.10   0.000     7.22e-10    1.24e-08
> ------------------------------------------------------------------------------
> Note: 9 failures and 0 successes completely determined.
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