Code:
. xtnbreg collab_weight lie_dummy lmie_dummy umie_dummy hie_dummy crudeoil distance exp_goods imp_goods langcom colotrad t i.year > if year <1998, pa difficult vce(robust) Iteration 1: tolerance = .77210018 Iteration 2: tolerance = .44260885 Iteration 3: tolerance = 2.8172375 Iteration 4: tolerance = .99112408 Iteration 5: tolerance = .5789772 Iteration 6: tolerance = .28003152 Iteration 7: tolerance = .86038193 Iteration 8: tolerance = 3.1303517 Iteration 9: tolerance = 59.62716 estimates diverging (missing predictions) r(430);
Code:
. xtpoisson collab_weight lie_dummy lmie_dummy umie_dummy hie_dummy crudeoil distance exp_goods imp_goods langcom colotrad t i.yea > r, r Fitting Poisson model: Iteration 0: log pseudolikelihood = -5819637 (not concave) Iteration 1: log pseudolikelihood = -5761440.7 (not concave) Iteration 2: log pseudolikelihood = -5549424.1 Iteration 3: log pseudolikelihood = -5442723.5 (backed up) Iteration 4: log pseudolikelihood = -5430822.3 (backed up) Iteration 5: log pseudolikelihood = -4420310.9 (backed up) Iteration 6: log pseudolikelihood = -3460335.3 (backed up) Iteration 7: log pseudolikelihood = -3036263.1 (backed up) Iteration 8: log pseudolikelihood = -1496255 (backed up) Iteration 9: log pseudolikelihood = -1037735.7 Iteration 10: log pseudolikelihood = -276698.27 Iteration 11: log pseudolikelihood = -167061.51 Iteration 12: log pseudolikelihood = -156156.4 Iteration 13: log pseudolikelihood = -155926.92 Iteration 14: log pseudolikelihood = -155923.43 Iteration 15: log pseudolikelihood = -155923.43 Fitting full model: Iteration 0: log pseudolikelihood = -18572.231 Iteration 1: log pseudolikelihood = -12952.323 Iteration 2: log pseudolikelihood = -11522.121 Iteration 3: log pseudolikelihood = -11507.175 Iteration 4: log pseudolikelihood = -11507.031 Iteration 5: log pseudolikelihood = -11507.031 Random-effects Poisson regression Number of obs = 6,665 Group variable: target Number of groups = 215 Random effects u_i ~ Gamma Obs per group: min = 31 avg = 31.0 max = 31 Wald chi2(38) = 310476.06 Log pseudolikelihood = -11507.031 Prob > chi2 = 0.0000 (Std. Err. adjusted for clustering on target) ------------------------------------------------------------------------------- | Robust collab_weight | Coef. Std. Err. z P>|z| [95% Conf. Interval] --------------+---------------------------------------------------------------- lie_dummy | -2.274201 .7879215 -2.89 0.004 -3.818498 -.729903 lmie_dummy | -.4998195 .7303129 -0.68 0.494 -1.931207 .9315676 umie_dummy | .3827133 .6633518 0.58 0.564 -.9174324 1.682859 hie_dummy | 2.815289 1.02745 2.74 0.006 .8015247 4.829054 crudeoil | 1.35e-11 9.19e-12 1.47 0.143 -4.55e-12 3.15e-11 distance | -1.64e-07 4.99e-08 -3.29 0.001 -2.62e-07 -6.65e-08 exp_goods | 2.02e-11 2.63e-11 0.76 0.444 -3.15e-11 7.18e-11 imp_goods | -1.24e-11 7.30e-12 -1.70 0.090 -2.67e-11 1.92e-12 langcom | .9399202 .5324221 1.77 0.078 -.1036079 1.983448 colotrad | 1.697512 .5837964 2.91 0.004 .5532924 2.841732 t | -.000233 .0001204 -1.93 0.053 -.000469 3.05e-06 | year | 1989 | .2327258 .1653442 1.41 0.159 -.0913429 .5567945 1990 | .0103387 .1600504 0.06 0.948 -.3033543 .3240317 1991 | .2671711 .1818145 1.47 0.142 -.0891787 .623521 1992 | .175082 .1103716 1.59 0.113 -.0412423 .3914064 1993 | .6880291 .1898473 3.62 0.000 .3159352 1.060123 1994 | .8123215 .1816326 4.47 0.000 .4563282 1.168315 1995 | .8296807 .2136778 3.88 0.000 .4108799 1.248481 1996 | .8666348 .1835742 4.72 0.000 .5068359 1.226434 1997 | 1.252203 .2266925 5.52 0.000 .8078938 1.696512 1998 | 1.755356 .160692 10.92 0.000 1.440406 2.070307 1999 | 1.779675 .1955139 9.10 0.000 1.396474 2.162875 2000 | 1.774911 .1871909 9.48 0.000 1.408023 2.141798 2001 | 1.797513 .1857545 9.68 0.000 1.433441 2.161585 2002 | 1.93671 .2101448 9.22 0.000 1.524833 2.348586 2003 | 2.144361 .2271368 9.44 0.000 1.699181 2.589541 2004 | 2.188524 .2846896 7.69 0.000 1.630542 2.746505 2005 | 2.091397 .2253226 9.28 0.000 1.649773 2.533022 2006 | 2.222598 .2610636 8.51 0.000 1.710923 2.734273 2007 | 2.419143 .253332 9.55 0.000 1.922621 2.915664 2008 | 2.731458 .2579121 10.59 0.000 2.225959 3.236956 2009 | 3.038362 .2975614 10.21 0.000 2.455152 3.621571 2010 | 3.786144 .2716868 13.94 0.000 3.253647 4.31864 2011 | 4.370649 .2968693 14.72 0.000 3.788796 4.952502 2012 | 4.660286 .2953141 15.78 0.000 4.081481 5.239091 2013 | 4.969484 .2750056 18.07 0.000 4.430483 5.508485 2014 | 5.260252 .2840089 18.52 0.000 4.703605 5.816899 2015 | 5.484816 .2854457 19.21 0.000 4.925353 6.04428 2016 | 5.649095 .2794348 20.22 0.000 5.101413 6.196777 2017 | 5.653836 .3033422 18.64 0.000 5.059296 6.248375 2018 | 5.758926 .3067073 18.78 0.000 5.157791 6.360062 | _cons | .1529557 .5510348 0.28 0.781 -.9270528 1.232964 --------------+---------------------------------------------------------------- /lnalpha | 1.542755 2.034685 -2.445155 5.530664 --------------+---------------------------------------------------------------- alpha | 4.677457 9.517151 .0867127 252.3114 ------------------------------------------------------------------------------- LR test of alpha=0: chibar2(01) = 2.9e+05 Prob >= chibar2 = 0.000 . end of do-file .
Comment