Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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.
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

-------------------------------------------
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

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index