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Re: st: logit or probit : why one row is missing S.E., z-score, and confidence interval??
From
Richard Williams <[email protected]>
To
[email protected]
Subject
Re: st: logit or probit : why one row is missing S.E., z-score, and confidence interval??
Date
Wed, 26 Jan 2011 08:34:10 -0500
See http://www.stata.com/support/faqs/stat/logitcd.html . As Mike
mentioned, the exlogistic command (which came along after this Stata
FAQ was last updated) can sometimes be used to deal with this.
Googling "stata successes completely determined" yields a bunch of
other hits that may or may not be useful.
At 12:17 AM 1/26/2011, 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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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
*
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/