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From | Luca Fumarco <luca.fumarco@lnu.se> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | st: cluster issues: var in the regression and wald chi2 for probit |
Date | Thu, 8 Dec 2011 16:22:02 +0100 |
Dear Statalister I have a couple of questions: ->when I cluster on a variable, this variable has to be omitted from the regression? ex. xi: hetprob callback experiment Immig i.occupation, het(Immig) nolrtest vce(cluster occupation) (where occupation is an ordered variable) ->when I do so, Stata warns me that "chi2 model statistic has been reported as missing" (see the dot after Wald chi2) . xi: probit callback Immig experiment i.occupation, vce(cluster occupation) i.occupation _Ioccupatio_1-11 (naturally coded; _Ioccupatio_1 omitted) Iteration 0: log pseudolikelihood = -3339.5215 Iteration 1: log pseudolikelihood = -2982.5088 Iteration 2: log pseudolikelihood = -2979.2551 Iteration 3: log pseudolikelihood = -2979.2543 Iteration 4: log pseudolikelihood = -2979.2543 Probit regression Number of obs = 5612 Wald chi2(1) = . Prob > chi2 = . Log pseudolikelihood = -2979.2543 Pseudo R2 = 0.1079 Amongst the explanations that Stata gives me, the most likely is in: "Are you using a svy estimator or did you specify the vce(cluster clustvar) option?" However, I do not understand what I should do now: no cluster? omit the i.occupation (and so also the xi:)? Luca Fumarco Ph.D. Student Linnæus University School of Business and Economics Office: + 46470708410 Mobile: +46765879033 * * 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/