Dear Professor King,
I am currently writing a paper on estimating rare events in financial data. I
applied your program for GAUSS relogit and I obtained the output that I
needed. When I ran relogitq, however, I received the following message:
LO=RECODE(LO,LO==0,_RELOGIT_N[2]/_RELOGITQ_POP)
^
C:\GAUSS\VALERI\SEMINARR(530) : error G0064 : Operand missing
I am a beginner in the GAUSS and I cannot see the problem. I would appreciate
it immensely if I could get any help and suggestions how to deal with the
problem.
Sincerely yours
Valeri Voev
Master Student in International Economic Relations
University of Konstanz
Germany
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see below..
On Mon, 6 Jan 2003, sabri boubaker wrote:
>
> Dear Professor King,
>
>
>
> I am a PhD student in Finance at Paris XII University. I am estimating a
> Relogit regression of the determinants of firms use of non-voting
> traded shares (11 firms use such device out of 510 firms included in the
> sample).
>
>
>
> I would like to know:
>
> 1/ if there is a way to compute Pseudo R2 with Relogit? If not, should I
> consider the Pseudo R2 from ordinary logit conducted on the same
> variables that are used in the Relogit?
you could do this by hand, but it would probably not be appropriate. if
you want the best fitting regression, just run logit. the problem is that
the best fitting regression is also bias. so you have to take less fit
(which after all is not a principle of inference and so not particularly
relevant) to reduce bias. Basically, i wouldn't worry about it.
>
> 2/ How to get the marginal effects after running Relogit?
better than marginal effects are first differences, which are exact.
Relogit will compute these in the same way as clarify.
>
> I would greatly appreciate your help in this regard.
Best of luck with your research,
Gary King
: Gary King, King(a)Harvard.Edu http://GKing.Harvard.Edu :
: Center for Basic Research Direct (617) 495-2027 :
: in the Social Sciences Assistant (617) 495-9271 :
: 34 Kirkland Street, Rm. 2 HU-MIT DC (617) 495-4734 :
: Harvard U, Cambridge, MA 02138 eFax (928) 832-7022 :
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