again with polr
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