hello everybody solved the problem with summary, now I have another one eg I estimate> try.op <- polr( > as.ordered(sod.sit.ec.fam) ~ > log(y) + > log(1 + nfiglimin) + > log(1 + nfiglimagg) + > log(ncomp - nfiglitot) +> eta + > I(eta^2) + > uomo + > elem + > laurea + > saluteno + > extra > ,> data = dfscale, > method = "probit", > Hess = T > )now I've putted Hess=T in order to perform a summary on the estimate. I missed this option last time> try.op > Call: > polr(formula = as.ordered(sod.sit.ec.fam) ~ log(y) + log(1 + > nfiglimin) + log(1 + nfiglimagg) + log(ncomp - nfiglitot) + > eta + I(eta^2) + uomo + elem + laurea + saluteno + extra, > data = dfscale, Hess = T, method = "probit")> Coefficients: > log(y) log(1 + nfiglimin) > 0.76200482 -0.17791762 > log(1 + nfiglimagg) log(ncomp - nfiglitot) > -0.33306775 -0.22487707 > eta I(eta^2) > -0.03177126 0.00030204 > uomomaschio elem > -0.02737021 0.05259243 > laurea saluteno > 0.19143184 -0.23067414 > extra > -0.27810954> Intercepts: > 0|1 1|2 2|3 3|4 4|5 5|6 6|7 7|8 > 5.22647 5.42504 5.76277 6.03395 6.31709 6.88459 7.27907 7.82273 > 8|9 9|10 > 8.50723 8.83105> Residual Deviance: 16325.59 > AIC: 16367.59 > (58 observations deleted due to missingness)unfortunately when I do> summary(try.op)I get> summary(try.op) > Errore in svd(X) : valori infiniti o mancanti in 'x'... infinite or missing values. If I exclude I(eta^2) from the estimation I can do summaries: but I need also I(eta^2) in order to compare this model with the same specification estimated with Ols Can you please help me or give me an hint? If it can be useful, i hereby put an estimation with stata's oprobit function (varnames are a little bit different)> . oprobit lz2_1 ly lnfiglimin lnfiglimagg lnadulti eta eta2 uomo elem laurea saluteno extra> Iteration 0: log likelihood = -7877.9258 > Iteration 1: log likelihood = -7633.4001 > Iteration 2: log likelihood = -7633.3455> Ordered probit estimates Number of obs = 3747 > LR chi2(11) = 489.16 > Prob > chi2 = 0.0000 > Log likelihood = -7633.3455 Pseudo R2 = 0.0310> ------------------------------------------------------------------------------ > lz2_1 | Coef. Std. Err. z P>|z| [95% Conf. Interval] > -------------+---------------------------------------------------------------- > ly | .6998939 .0369605 18.94 0.000 .6274526 .7723351 > lnfiglimin | -.1177089 .0467595 -2.52 0.012 -.209356 -.0260619 > lnfiglimagg | -.3195756 .0475709 -6.72 0.000 -.4128128 -.2263383 > lnadulti | -.2644527 .0588268 -4.50 0.000 -.379751 -.1491544 > eta | -.0245736 .0048287 -5.09 0.000 -.0340376 -.0151096 > eta2 | .000236 .0000485 4.87 0.000 .0001409 .000331 > uomo | -.0226491 .03348 -0.68 0.499 -.0882686 .0429705 > elem | -.0072757 .0524754 -0.14 0.890 -.1101257 .0955743 > laurea | .119691 .0527058 2.27 0.023 .0163895 .2229925 > saluteno | -.1299579 .0724971 -1.79 0.073 -.2720495 .0121337 > extra | -.3077715 .0963483 -3.19 0.001 -.4966107 -.1189323 > -------------+---------------------------------------------------------------- > _cut1 | 4.403418 .3797857 (Ancillary parameters) > _cut2 | 5.018157 .3793925 > _cut3 | 5.372828 .3796109 > _cut4 | 5.705886 .3800993 > _cut5 | 6.314861 .3814847 > _cut6 | 6.723659 .3826026 > _cut7 | 7.278588 .3842792 > _cut8 | 7.963981 .386254 > _cut9 | 8.288727 .3871242 > ------------------------------------------------------------------------------> . log close > log: z:/home/luca/stata_oprob.log > log type: text > closed on: 15 Mar 2008, 10:13:50 > --------------------------------------------------------------------------------------------------------thank you Luca -- Luca Braglia, aka Bragliozzo http://bragliozzo.altervista.org
Hello everybody
as I said, i'm not a ordered probit guru, but what happened seems
to me a little strange.
Here I put my dataset
http://bragliozzo.altervista.org/asd.dta
this is the code you can try
# -------------------
library(foreign)
library(MASS)
asd <- read.dta("asd.dta",
convert.underscore = F)
base.op <- polr(
as.ordered(lz2_1) ~
ly +
lnfiglimin +
lnfiglimagg +
lnadulti +
eta +
eta2 +
uomo +
laurea +
saluteno +
extra
,
## weights = w,
data = asd,
method = "probit",
Hess = T
)
summary(base.op)
# -------------------
The problem is: you can try _any_ combination of the explaining
variables, but when you insert eta2 (eta == age in years, eta2 =age^2) you
can't do the summary. I don't see why: it's a variable
like others with no strange problems (at least it seems to me to
be so).
If I'm wrong please tell me, otherwise I'll submit a bug report
ok
On 15/03/08 - 10:29, Luca Braglia wrote:> hello everybody
>
> solved the problem with summary, now I have another one
>
> eg I estimate
>
> > try.op <- polr(
> > as.ordered(sod.sit.ec.fam) ~
> > log(y) +
> > log(1 + nfiglimin) +
> > log(1 + nfiglimagg) +
> > log(ncomp - nfiglitot) +
>
> > eta +
> > I(eta^2) +
> > uomo +
> > elem +
> > laurea +
> > saluteno +
> > extra
> > ,
>
> > data = dfscale,
> > method = "probit",
> > Hess = T
> > )
>
>
> now I've putted Hess=T in order to perform a summary on the
> estimate. I missed this option last time
>
> > try.op
> > Call:
> > polr(formula = as.ordered(sod.sit.ec.fam) ~ log(y) + log(1 +
> > nfiglimin) + log(1 + nfiglimagg) + log(ncomp - nfiglitot) +
> > eta + I(eta^2) + uomo + elem + laurea + saluteno + extra,
> > data = dfscale, Hess = T, method = "probit")
>
> > Coefficients:
> > log(y) log(1 + nfiglimin)
> > 0.76200482 -0.17791762
> > log(1 + nfiglimagg) log(ncomp - nfiglitot)
> > -0.33306775 -0.22487707
> > eta I(eta^2)
> > -0.03177126 0.00030204
> > uomomaschio elem
> > -0.02737021 0.05259243
> > laurea saluteno
> > 0.19143184 -0.23067414
> > extra
> > -0.27810954
>
> > Intercepts:
> > 0|1 1|2 2|3 3|4 4|5 5|6 6|7 7|8
> > 5.22647 5.42504 5.76277 6.03395 6.31709 6.88459 7.27907 7.82273
> > 8|9 9|10
> > 8.50723 8.83105
>
> > Residual Deviance: 16325.59
> > AIC: 16367.59
> > (58 observations deleted due to missingness)
>
>
> unfortunately when I do
>
> > summary(try.op)
>
> I get
>
> > summary(try.op)
> > Errore in svd(X) : valori infiniti o mancanti in 'x'
>
> ... infinite or missing values.
>
> If I exclude I(eta^2) from the estimation I can do summaries: but
> I need also I(eta^2) in order to compare this model with the same
> specification estimated with Ols
>
> Can you please help me or give me an hint?
>
> If it can be useful, i hereby put an estimation with stata's
> oprobit function (varnames are a little bit different)
>
> > . oprobit lz2_1 ly lnfiglimin lnfiglimagg lnadulti eta eta2 uomo elem
laurea saluteno extra
>
> > Iteration 0: log likelihood = -7877.9258
> > Iteration 1: log likelihood = -7633.4001
> > Iteration 2: log likelihood = -7633.3455
>
> > Ordered probit estimates Number of obs =
3747
> > LR chi2(11) =
489.16
> > Prob > chi2 =
0.0000
> > Log likelihood = -7633.3455 Pseudo R2 =
0.0310
>
> >
------------------------------------------------------------------------------
> > lz2_1 | Coef. Std. Err. z P>|z| [95%
Conf. Interval]
> >
-------------+----------------------------------------------------------------
> > ly | .6998939 .0369605 18.94 0.000 .6274526
.7723351
> > lnfiglimin | -.1177089 .0467595 -2.52 0.012 -.209356
-.0260619
> > lnfiglimagg | -.3195756 .0475709 -6.72 0.000 -.4128128
-.2263383
> > lnadulti | -.2644527 .0588268 -4.50 0.000 -.379751
-.1491544
> > eta | -.0245736 .0048287 -5.09 0.000 -.0340376
-.0151096
> > eta2 | .000236 .0000485 4.87 0.000 .0001409
.000331
> > uomo | -.0226491 .03348 -0.68 0.499 -.0882686
.0429705
> > elem | -.0072757 .0524754 -0.14 0.890 -.1101257
.0955743
> > laurea | .119691 .0527058 2.27 0.023 .0163895
.2229925
> > saluteno | -.1299579 .0724971 -1.79 0.073 -.2720495
.0121337
> > extra | -.3077715 .0963483 -3.19 0.001 -.4966107
-.1189323
> >
-------------+----------------------------------------------------------------
> > _cut1 | 4.403418 .3797857 (Ancillary parameters)
> > _cut2 | 5.018157 .3793925
> > _cut3 | 5.372828 .3796109
> > _cut4 | 5.705886 .3800993
> > _cut5 | 6.314861 .3814847
> > _cut6 | 6.723659 .3826026
> > _cut7 | 7.278588 .3842792
> > _cut8 | 7.963981 .386254
> > _cut9 | 8.288727 .3871242
> >
------------------------------------------------------------------------------
>
> > . log close
> > log: z:/home/luca/stata_oprob.log
> > log type: text
> > closed on: 15 Mar 2008, 10:13:50
> >
--------------------------------------------------------------------------------------------------------
>
>
>
> thank you
> Luca
>
> --
> Luca Braglia, aka Bragliozzo
> http://bragliozzo.altervista.org
--
Luca Braglia, aka Bragliozzo
http://bragliozzo.altervista.org