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| From | Nick Cox <n.j.cox@durham.ac.uk> |
| To | "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |
| Subject | st: RE: intreg with fixed effects and clustered standard errors |
| Date | Wed, 29 Feb 2012 17:36:48 +0000 |
-intreg2- qualifies as user-written; you are asked to specify this. However, in this particular case hasn't the functionality been folded into -intreg-? That aside, you are asking for guidance on a key issue without telling us anything precise about the data or showing any output. Nick n.j.cox@durham.ac.uk Pamela Campa 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? * * 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/