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st: -estat gof- / -predict- fails after -svy : logit-
From
Stas Kolenikov <[email protected]>
To
[email protected]
Subject
st: -estat gof- / -predict- fails after -svy : logit-
Date
Wed, 13 Mar 2013 10:22:50 -0500
... for no apparent reason? I was able to trace the problem down to
-predict- command within -estat gof- that is the ultimate culprit: it
creates an empty variable that subsequent code cannot use. The best I
can think of is that the (continuous? omitted categories?) factor
variable specs throw it off:
. local model i._overseas c._nmage i._missage c.bage2 c.bage3 c.bage4
c.bage5 c.bage6 i.degree
. svy: logit badframe `model' if gender == "M"
(running logit on estimation sample)
note: 0b._missage != 1 predicts success perfectly
0b._missage dropped and 573 obs not used
note: 1._missage omitted because of collinearity
Survey: Logistic regression
Number of strata = 14 Number of obs =
13321
Number of PSUs = 13321 Population size =
56346.166
Design df =
13307
F( 9, 13299) =
265.91
Prob > F =
0.0000
------------------------------
------------------------------------------------
| Linearized
badframe | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
1._overseas | -.380414 .0477849 -7.96 0.000 -.4740793
-.2867487
_nmage | .1336642 .0196139 6.81 0.000 .095218
.1721103
1._missage | 0 (empty)
bage2 | 2.695409 .9082277 2.97 0.003 .9151534
4.475664
bage3 | -.6078499 .5425786 -1.12 0.263 -1.671381
.4556814
bage4 | 1.608018 .505902 3.18 0.001 .6163786
2.599658
bage5 | .296858 .3456852 0.86 0.390 -.3807342
.9744503
bage6 | .1095162 .3955149 0.28 0.782 -.6657494
.8847818
|
degree |
2 | .183486 .361758 0.51 0.612 -.5256112
.8925832
3 | .7748747 .0880882 8.80 0.000 .6022093
.9475401
|
_cons | -11.78445 2.041381 -5.77 0.000 -15.78585
-7.783053
------------------------------------------------------------------------------
. estat gof
no observations
r(2000);
. local amodel _overseas _nmage _missage bage2 bage3 bage4 bage5 bage6
i.degree
. svy: logit badframe `amodel' if gender == "M"
(running logit on estimation sample)
note: _missage != 0 predicts success perfectly
_missage dropped and 573 obs not used
Survey: Logistic regression
Number of strata = 14 Number of obs =
13321
Number of PSUs = 13321 Population size =
56346.166
Design df =
13307
F( 9, 13299) =
265.91
Prob > F =
0.0000
------------------------------------------------------------------------------
| Linearized
badframe | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
_overseas | -.380414 .0477849 -7.96 0.000 -.4740793
-.2867487
_nmage | .1336642 .0196139 6.81 0.000 .095218
.1721103
_missage | 0 (omitted)
bage2 | 2.695409 .9082277 2.97 0.003 .9151534
4.475664
bage3 | -.6078499 .5425786 -1.12 0.263 -1.671381
.4556814
bage4 | 1.608018 .505902 3.18 0.001 .6163786
2.599658
bage5 | .296858 .3456852 0.86 0.390 -.3807342
.9744503
bage6 | .1095162 .3955149 0.28 0.782 -.6657494
.8847818
|
degree |
2 | .183486 .361758 0.51 0.612 -.5256112
.8925832
3 | .7748747 .0880882 8.80 0.000 .6022093
.9475401
|
_cons | -11.78445 2.041381 -5.77 0.000 -15.78585
-7.783053
------------------------------------------------------------------------------
. estat gof
Logistic model for badframe, goodness-of-fit test
F(9,13299) = 6.85
Prob > F = 0.0000
-- Stas Kolenikov, PhD, PStat (SSC)
-- Senior Survey Statistician, Abt SRBI
-- Opinions stated in this email are mine only, and do not reflect the
position of my employer
-- http://stas.kolenikov.name
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