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Re: st: "Can Your Results be Replicated?" (Stata error?)
From
Richard Williams <[email protected]>
To
[email protected], [email protected]
Subject
Re: st: "Can Your Results be Replicated?" (Stata error?)
Date
Thu, 19 Sep 2013 20:03:28 -0400
At 02:56 PM 9/19/2013, Jeff Pitblado, StataCorp LP wrote:
As for Richard's experience with perfect predictors, we believe you can expect
one of the following outcomes when dealing with perfect predictors:
1. The model will fail to converge because of the lack of a concave Hessian.
2. The model "converged", but there are some extreme valued coefficients with
just as extreme standard errors. Sometimes, but not always, the fitted
intercept will be extreme too. For -mlogit- with the -rrr- option, these
extreme values tend to translate to zero relative-risk ratios with missing
standard errors.
Along those lines -- if you run the following code
webuse repair, clear
hetprob foreign b3.repair, het(b3.repair)
oglm foreign b3.repair, het(b3.repair) link(p) log
hetprob drags on for 16,000 iterations before giving an incorrect
answer. oglm, on the other hand, gives an incorrect answer almost
immediately. Which I guess means that oglm is better. ;-)
Anyway, you may want to add hetprob to the todo list.
--Jeff
[email protected]
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-------------------------------------------
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
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