Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
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 14:47:37 +0200
good point, I was thinking of -gologit2-.
-- Maarten
On Fri, Sep 20, 2013 at 3:35 PM, Richard Williams
<[email protected]> wrote:
> At 02:08 AM 9/20/2013, Maarten Buis wrote:
>>
>> 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
>
>
> Thanks Maarten. Are you perhaps thinking of gologit2 though? Or do you think
> this would apply to oglm as well? (For anyone else who is reading, both
> programs are available from SSC).
>
>
>> 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
>> > HOME: (574)289-5227
>> > EMAIL: [email protected]
>> > WWW: http://www.nd.edu/~rwilliam
>> >
>> > *
>> > * 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/
>>
>>
>>
>> --
>> ---------------------------------
>> Maarten L. Buis
>> WZB
>> Reichpietschufer 50
>> 10785 Berlin
>> Germany
>>
>> http://www.maartenbuis.nl
>> ---------------------------------
>> *
>> * 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
> HOME: (574)289-5227
> EMAIL: [email protected]
> WWW: http://www.nd.edu/~rwilliam
>
> *
> * 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/
--
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany
http://www.maartenbuis.nl
---------------------------------
*
* 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/