Dear readers,
I am using Stata 15. I am trying to run an ordered logit regression on panel data with the following characteristics:
The dependent variable is an ordinal variable with minimum value of 1 and maximum value of 6. I am using 8 independent variables (the first three variables are binary, while the others are discrete or continuous). When I run -xtologit-, I can see that "LR test vs. ologit model" gives me zero degrees of freedom. See below. I don't know how I can interpret the result of the test. Is there anything wrong that I am doing with the code or with the model?
I don't know why I get 0 degrees of freedom using 8 independent variables even if I have 423 observations in total. Is it because the minimum number of observations per group is 9? Given the following results, can I stick to the -xtologit- model or do I need to switch to a different model? Thank you.
I am using Stata 15. I am trying to run an ordered logit regression on panel data with the following characteristics:
Code:
. xtset teamid year panel variable: teamid (unbalanced) time variable: year, 1990 to 2005 delta: 1 unit
I don't know why I get 0 degrees of freedom using 8 independent variables even if I have 423 observations in total. Is it because the minimum number of observations per group is 9? Given the following results, can I stick to the -xtologit- model or do I need to switch to a different model? Thank you.
Code:
xtologit season_perf TMTMplayoffL1 TMTMconferencesemifinalsL1 TMTMnbachampionL1 yearsin > team firstyearinteam PERprvs3ssn team_current_injury5 teamsimexp Fitting comparison model: Iteration 0: log likelihood = -601.26536 Iteration 1: log likelihood = -500.94447 Iteration 2: log likelihood = -494.676 Iteration 3: log likelihood = -494.52421 Iteration 4: log likelihood = -494.52414 Iteration 5: log likelihood = -494.52414 Refining starting values: Grid node 0: log likelihood = -505.95414 Fitting full model: Iteration 0: log likelihood = -505.95414 (not concave) Iteration 1: log likelihood = -499.68727 (not concave) ... Iteration 47: log likelihood = -494.52414 (backed up) Random-effects ordered logistic regression Number of obs = 423 Group variable: teamid Number of groups = 29 Random effects u_i ~ Gaussian Obs per group: min = 9 avg = 14.6 max = 15 Integration method: mvaghermite Integration pts. = 12 Wald chi2(8) = 168.86 Log likelihood = -494.52414 Prob > chi2 = 0.0000 ---------------------------------------------------------------------------------------- season_perf | Coef. Std. Err. z P>|z| [95% Conf. Interval] -----------------------+---------------------------------------------------------------- TMTMplayoffL1 | .9466701 .2482169 3.81 0.000 .4601739 1.433166 TMTMconferencesemifi~1 | 1.369127 .2581991 5.30 0.000 .8630663 1.875188 TMTMnbachampionL1 | 1.933308 .5662724 3.41 0.001 .8234347 3.043182 yearsinteam | .3753574 .2108604 1.78 0.075 -.0379213 .7886362 firstyearinteam | -2.427727 .8950941 -2.71 0.007 -4.18208 -.6733752 PERprvs3ssn | .3886468 .0881193 4.41 0.000 .2159361 .5613575 team_current_injury5 | .0761697 .0677475 1.12 0.261 -.0566131 .2089524 teamsimexp | -1.994576 1.06875 -1.87 0.062 -4.089288 .1001358 -----------------------+---------------------------------------------------------------- /cut1 | 4.386512 1.558613 1.331687 7.441338 /cut2 | 6.155003 1.573321 3.071351 9.238656 /cut3 | 7.336614 1.586068 4.227978 10.44525 /cut4 | 8.300373 1.597244 5.169831 11.43091 /cut5 | 9.201347 1.613779 6.038399 12.3643 -----------------------+---------------------------------------------------------------- /sigma2_u | 3.50e-32 7.76e-17 . . ---------------------------------------------------------------------------------------- LR test vs. ologit model: chi2(0) = 0.00 Prob > chi2 = .
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