Relogit February 2003

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by Stefano Marinello, VID-Software GmbH

Wir sind überzeugt, dass Sie unsern SQLArtist testen sollten! Mit dem SQLArtist verwalten Sie auch komplexe Datenbanken mühelos und sicher. - Editieren von DB-Strukturen - SQL-Scripts erstellen (Wizard) - DB-Versions-Verwaltung - Möglichkeit der Anbindung an Borland Delphi und PowerDesigner - und noch viele weitere Funktionen URL zu Produktebeschreibung und Download Vollversion: http://www.vid-software.com/prod_sqlartist.php Mit freundlichen Grüssen VID-Software GmbH Stefano Marinello Hofstrasse 99 8620 Wetzikon Switzerland ----------------------------------------------------------------------- Um sich von dieser Mailingliste abzumelden http://www.vid-software.com/newsletter/lists/?p=unsubscribe&hash=a0a0303866… Um Ihre Benutzerdaten zu manipulieren http://www.vid-software.com/newsletter/lists/?p=preferences&uid=a0a0303866b… - relogit mailing list served by Harvard-MIT Data Center List Address: relogit(a)latte.harvard.edu Subscribe/Unsubscribe: http://lists.hmdc.harvard.edu/?info=relogit

21 years, 2 months

error message with ReLogit when used with finite sample correction

by Jasjit Singh

Dear Gary I get an error message "no observations" with relogit. I have included the output with trace on to show where the error occured. Any idea how to deal with it? The error message goes away when I use the "nomcn" option, but I do want to make finite sample corrections. The program seems to be failing at the piece of code inside ReLogit: matrix accum `A' = `rhsvars' [pw=`wtmcn'] if `touse', `noconst' giving r(2000) "no observations" error I have a feeling it has something to do with some of my variables on the RHS (same_pclass same_nclass same_subcat same_cat) being dummies to capture fixed effects, and some of the successes being "completely determined", though I am not sure. In any case, I don't think the program should just crash if that is the case (e.g. just a simple logit on the same data runs just fine even though it tells that some of the successes being "completely determined"). many thanks! Jasjit [I am taking the liberty of ccing this to the ReLogit list as others might have seen this problem too] relogit cite_wc_1 same_pclass same_nclass same_subcat same_cat n_overlap lag lag2 > , wc(0.000005) - version 6.0 - syntax varlist [if] [in] [aw fw pw iw/] [, pc(numlist sort max=2 >=0 <=1) wc(numli > st max=1 >=0 <=1) NOMCN FIRTH NORobust CLuster(varname) NOCONstant Level(int $S_le > vel)] - marksample touse - if "`firth'" ~= "" { di in r _n "Relogit for Stata does not yet support the FIRTH option" exit 198 } - if "`norobust'" == "" { local robust robust } - if "`cluster'" ~= "" { local cluster cl(`cluster') if "`norobust'" ~= "" { di in r "Error: the norobust & cluster options are incompatible" exit 198 } } - if "`wc'" ~= "" { - if "`norobust'" ~= "" { di in r _n "Warning: Traditional variance estimates do not make sense" di in r "with the wc() option" } - if `wc' == 0 { local wc = .1^8 } - else if `wc' == 1 { local wc = 1 - .1^8 } - } - if "`pc'" ~= "" { if "`wc'" ~= "" { di in r _n "Error: Can't use the pc() & wc() options together." exit 198 } if "`noconst'" ~= "" { di in r "Error: Can't use the pc() & noconstant options together." exit 198 } gettoken pcLO pcHI : pc if "`pcHI'" == "" { if `pc' == 0 { local pc = .1^8 } else if `pc' == 1 { local pc = 1 - .1^8 } } else { if `pcLO' == 0 { local pcLO = .1^8 } if `pcHI' == 1 { local pcHI = 1 - .1^8 } } } - tempname cat ybar wt0 wt1 b V bfull Vfull df_m k - gettoken depvar rhsvars : varlist - tab `depvar' if `touse', matrow(`cat') cite_wc_11 | Freq. Percent Cum. ------------+----------------------------------- 0 | 126330 96.91 96.91 1 | 4023 3.09 100.00 ------------+----------------------------------- Total | 130353 100.00 - if `cat'[1,1] ~= 0 | `cat'[2,1] ~= 1 { di in r "Error: Dependent variable can only take-on values of 0 or 1" exit 198 } - su `depvar' if `touse', meanonly - scalar `ybar' = r(mean) - if "`wc'" ~= "" { - scalar `wt0' = (1-`wc') / (1-`ybar') - scalar `wt1' = `wc' / `ybar' - } - else { scalar `wt0' = 1 scalar `wt1' = 1 } - tempvar wt - if "`exp'" == "" { local exp 1 } - gen `wt' = `exp'* (`wt0'*(1-`depvar')+`wt1'*`depvar') - display "doing logit" doing logit - logit `varlist' if `touse' [aweight=`wt'], `robust' `cluster' `noconst' (sum of wgt is 1.3035e+05) Iteration 0: log likelihood = -8.6072543 Iteration 1: log likelihood = -7.5214269 Iteration 2: log likelihood = -6.6296738 Iteration 3: log likelihood = -6.4399945 Iteration 4: log likelihood = -6.2323357 Iteration 5: log likelihood = -6.2131791 Iteration 6: log likelihood = -6.2127935 Iteration 7: log likelihood = -6.2127932 Logit estimates Number of obs = 130353 Wald chi2(7) = 6748.41 Prob > chi2 = 0.0000 Log likelihood = -6.2127932 Pseudo R2 = 0.2782 ------------------------------------------------------------------------------ | Robust cite_wc_11 | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- same_pclass | -.4992331 .9210067 -0.54 0.588 -2.304373 1.305907 same_nclass | 2.383971 .0905139 26.34 0.000 2.206567 2.561375 same_subcat | 1.607911 .0696091 23.10 0.000 1.47148 1.744343 same_cat | 1.292383 .064568 20.02 0.000 1.165832 1.418934 n_overlap | 2.137836 .1874946 11.40 0.000 1.770353 2.505319 lag | .2288113 .0481226 4.75 0.000 .1344928 .3231298 lag2 | -.0130391 .0028906 -4.51 0.000 -.0187046 -.0073735 _cons | -14.44045 .1554302 -92.91 0.000 -14.74509 -14.13581 ------------------------------------------------------------------------------ - display "logit done" logit done - matrix `b' = e(b) - matrix `V' = e(V) - scalar `df_m' = e(df_m) - scalar `k' = colsof(`V') - local N = e(N) - if "`nomcn'" == "" & "`firth'" == "" { - tempname A Ainv row biasMCN - tempvar pi wtmcn ksi - predict `pi', p - version 7.0 - if _caller()<=5 | "`e(predict)'"=="" { _predict `0' } - else { - local v=_caller() - version `v' - `e(predict)' `0' - version 6 - local myopts "DBeta DEviance DX2 DDeviance Hat Number Pr Residuals RStandard" - _pred_se "`myopts'" `0' - version 6.0 - sret clear - gettoken ouser 0 : 0 - local orig `"`0'"' - gettoken varn 0 : 0, parse(" ,[") - gettoken nxt : 0, parse(" ,[(") - if !(`"`nxt'"'=="" | `"`nxt'"'=="if" | `"`nxt'"'=="in" | `"`nxt'"'==",") { local typ `varn' gettoken varn 0 : 0, parse(" ,[") } - syntax [if] [in] [, `ouser' CONStant(varname numeric) noOFFset *] - if `"`options'"' != "" { _predict `orig' sret local done 1 exit } - confirm new var `varn' - sret local done 0 - sret local typ `"`typ'"' - sret local varn `"`varn'"' - sret local rest `"`0'"' - if `s(done)' { exit } - local vtyp `s(typ)' - local varn `s(varn)' - local 0 `"`s(rest)'"' - syntax [if] [in] [, `myopts' noOFFset] - local type "`dbeta'`devianc'`dx2'`ddevian'`hat'`number'`pr'`residua'`rstanda'" - if "`type'"=="" | "`type'"=="pr" { - if "`type'"=="" { di in gr "(option p assumed; Pr(`e(depvar)'))" } - _predict `vtyp' `varn' `if' `in', `offset' - label var `varn' "Pr(`e(depvar)')" - exit - } - gen `wtmcn' = (`pi'-`pi'^2)*`wt' - matrix accum `A' = `rhsvars' [pw=`wtmcn'] if `touse', `noconst' no observations matrix `Ainv' = inv(`A') local vars : colnames `Ainv' local sum 0 local i 1 while `i' <= `k' { gettoken var vars : vars matrix `row' = (`Ainv'[1...,`i'])' tempvar c`i' matrix score `c`i'' = `row' if `i'==`k' & "`noconst'" == "" { local sum `sum' + `c`i'' } else { local sum `sum' + `c`i''*`var' } local i = `i' + 1 } display "generating ksi..." gen `ksi'= .5 * (`sum') * [(1+`wt1')*`pi'-`wt1'] display "regressing ksi ..." regress `ksi' `rhsvars' [aw=`wtmcn'] if `touse', `noconst' display "get estimated bias..." matrix `biasMCN' = e(b) display "correct coefs.." matrix `b' = `b' - `biasMCN' display "fix covariance matrix..." matrix `V' = `V'*(`N'/(`N'+`k'))^2 } r(2000); t=23.36 12:21:42 ______________________________________________________ Jasjit Singh PhD Candidate, Business Economics, Harvard University jsingh(a)hbs.edu http://www.people.hbs.edu/jsingh 617 495 6041 (office) 617 497 8436 (home) Mail: Baker 180-F, Harvard Business School, Boston, MA 02163

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Relogit February 2003