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From | Paul Norris <p.norris@ed.ac.uk> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: intreg with fixed effects and clustered standard errors |
Date | Wed, 29 Feb 2012 17:29:11 +0000 |
Pamela Campa <pamela.campa@iies.su.se> wrote: >Hi, > >I'm trying to estimate a regression model with an interval-coded >dependent variable. I have plant-level data for several years, and I >regress an interval coded dependent variable on some continuous X's, >industry and county fixed effects, and state by year shocks. > >I cluster the standard errors by plant. I use the command intreg2. The >Stata output gives standard errors for all the variables I put in, but >it does not show the Wald chi(2) statistic. I did try to remove plants >that appear only once in the dataset, counties for which there is only >one plant and industries for which there is only one plant, but that >does not fix the problem. > >Could anyone please suggest a way to deal with this?I'm not necessarily >interested in the Wald chi(2) , but I'm afraid that the fact that it is >missing signals some misspecification in my model. > >Moreover, my pseudo likelihood is as low as -590000. Is that worrisome? > >Thanks! > >* >* 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/ > -- The University of Edinburgh is a charitable body, registered in Scotland, with registration number SC005336. * * 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/