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Re: st: "Can Your Results be Replicated?" (Stata error?)
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
Re: st: "Can Your Results be Replicated?" (Stata error?)
Date
Fri, 20 Sep 2013 09:08:15 +0200
A solution for -oglm- would be to use the approximation of that model
as a set of independent binary logistic regressions as is used in the
Brant and Wolfe-Gould test. Once you have the data prepared for that,
you can use -_rmcoll- with the -logit- option to detect perfect
predictors. In addition you could then easily estimate those
independent binary logits, which would give very good starting values.
-- Maarten
On Fri, Sep 20, 2013 at 2:03 AM, Richard Williams
<[email protected]> wrote:
> 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]
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/faqs/resources/statalist-faq/
>> * http://www.ats.ucla.edu/stat/stata/
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
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> WWW: http://www.nd.edu/~rwilliam
>
> *
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--
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany
http://www.maartenbuis.nl
---------------------------------
*
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