--------------------------------------------------------------------------------- log: c:\drive\econ272\econ771_march_25_2008.log log type: text opened on: 25 Mar 2008, 09:31:11 . use "C:\drive\econ276\nger.dta", clear . ta TREAT TREAT | Freq. Percent Cum. ------------+----------------------------------- 1 | 646 36.64 36.64 2 | 803 45.55 82.19 3 | 314 17.81 100.00 ------------+----------------------------------- Total | 1,763 100.00 . oprobit TREAT EDUC SEX OWNVEH HINCOME Iteration 0: log likelihood = -1821.8286 Iteration 1: log likelihood = -1802.6071 Iteration 2: log likelihood = -1802.6035 Ordered probit regression Number > of obs > = 1763 LR chi > 2(4) > = 38.45 Prob > > chi2 > = 0.0000 Log likelihood = -1802.6035 Pseudo > R2 > = 0.0106 -------------------------------------------------------- > ---------------------- TREAT | Coef. Std. Err. z P>|z| > [95% Conf. Interval] -------------+------------------------------------------ > ---------------------- EDUC | .0524293 .017682 2.97 0.003 > .0177733 > .0870854 SEX | .2067267 .0539024 3.84 0.000 > .10108 > .3123735 OWNVEH | .2317017 .062459 3.71 0.000 > .1092843 > .3541191 HINCOME | -.0000982 .0001722 -0.57 0.569 > -.0004357 > .0002393 -------------+------------------------------------------ > ---------------------- /cut1 | .1178363 .1013036 > -.0807151 > .3163876 /cut2 | 1.39981 .1050768 > 1.193863 > 1.605757 -------------------------------------------------------- > ---------------------- . oprobit TREAT EDUC SEX OWNVEH HINCOME Iteration 0: log likelihood = -1821.8286 Iteration 1: log likelihood = -1802.6071 Iteration 2: log likelihood = -1802.6035 Ordered probit regression Number of obs = 1763 LR chi2(4) = 38.45 Prob > chi2 = 0.0000 Log likelihood = -1802.6035 Pseudo R2 = 0.0106 ------------------------------------------------------------------------------ TREAT | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- EDUC | .0524293 .017682 2.97 0.003 .0177733 .0870854 SEX | .2067267 .0539024 3.84 0.000 .10108 .3123735 OWNVEH | .2317017 .062459 3.71 0.000 .1092843 .3541191 HINCOME | -.0000982 .0001722 -0.57 0.569 -.0004357 .0002393 -------------+---------------------------------------------------------------- /cut1 | .1178363 .1013036 -.0807151 .3163876 /cut2 | 1.39981 .1050768 1.193863 1.605757 ------------------------------------------------------------------------------ . predict p1 p2 3p 3p invalid name r(198); . predict p1 p2 p3 (option pr assumed; predicted probabilities) . si p1 p2 p3 unrecognized command: si r(199); . su p1 p2 p3 Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- p1 | 1763 .3661292 .0608065 .0488618 .5598415 p2 | 1763 .4556388 .0184391 .3053337 .4784526 p3 | 1763 .178232 .0452103 .0759945 .6458046 . ta TREAT TREAT | Freq. Percent Cum. ------------+----------------------------------- 1 | 646 36.64 36.64 2 | 803 45.55 82.19 3 | 314 17.81 100.00 ------------+----------------------------------- Total | 1,763 100.00 . drop p1-p3 . mlogit TREAT EDUC SEX OWNVEH HINCOME Iteration 0: log likelihood = -1821.8286 Iteration 1: log likelihood = -1798.3467 Iteration 2: log likelihood = -1797.9674 Iteration 3: log likelihood = -1797.9673 Multinomial logistic regression Number of obs = 1763 LR chi2(8) = 47.72 Prob > chi2 = 0.0000 Log likelihood = -1797.9673 Pseudo R2 = 0.0131 ------------------------------------------------------------------------------ TREAT | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- 1 | EDUC | -.0016824 .0361017 -0.05 0.963 -.0724404 .0690756 SEX | -.1155822 .1067966 -1.08 0.279 -.3248997 .0937352 OWNVEH | -.2983301 .1284806 -2.32 0.020 -.5501475 -.0465127 HINCOME | .0003791 .0003534 1.07 0.283 -.0003136 .0010719 _cons | -.0039361 .1975237 -0.02 0.984 -.3910755 .3832033 -------------+---------------------------------------------------------------- 3 | EDUC | .1480849 .0422572 3.50 0.000 .0652624 .2309074 SEX | .4707217 .1398715 3.37 0.001 .1965786 .7448648 OWNVEH | .2671089 .1485044 1.80 0.072 -.0239545 .5581723 HINCOME | .0002494 .0004283 0.58 0.560 -.0005901 .0010889 _cons | -2.079589 .2708508 -7.68 0.000 -2.610447 -1.548731 ------------------------------------------------------------------------------ (TREAT==2 is the base outcome) . mlogit TREAT EDUC SEX OWNVEH HINCOME,base(1) Iteration 0: log likelihood = -1821.8286 Iteration 1: log likelihood = -1798.3467 Iteration 2: log likelihood = -1797.9674 Iteration 3: log likelihood = -1797.9673 Multinomial logistic regression Number of obs = 1763 LR chi2(8) = 47.72 Prob > chi2 = 0.0000 Log likelihood = -1797.9673 Pseudo R2 = 0.0131 ------------------------------------------------------------------------------ TREAT | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- 2 | EDUC | .0016824 .0361017 0.05 0.963 -.0690756 .0724404 SEX | .1155822 .1067966 1.08 0.279 -.0937352 .3248997 OWNVEH | .2983301 .1284806 2.32 0.020 .0465127 .5501475 HINCOME | -.0003791 .0003534 -1.07 0.283 -.0010719 .0003136 _cons | .0039361 .1975237 0.02 0.984 -.3832033 .3910755 -------------+---------------------------------------------------------------- 3 | EDUC | .1497673 .0441548 3.39 0.001 .0632254 .2363092 SEX | .5863039 .1452637 4.04 0.000 .3015923 .8710155 OWNVEH | .565439 .1583766 3.57 0.000 .2550265 .8758515 HINCOME | -.0001298 .0004144 -0.31 0.754 -.000942 .0006824 _cons | -2.075653 .2794289 -7.43 0.000 -2.623324 -1.527982 ------------------------------------------------------------------------------ (TREAT==1 is the base outcome) . predict p1 p2 p3 (option pr assumed; predicted probabilities) . su p1 p2 p3 Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- p1 | 1763 .3664209 .0496979 .0459603 .498774 p2 | 1763 .4554736 .0276333 .1349049 .5195932 p3 | 1763 .1781055 .0594774 .0589907 .8191347 . est store m1 . mlogit TREAT EDUC SEX OWNVEH HINCOME if TREAT~=2,base(1) Iteration 0: log likelihood = -606.81008 Iteration 1: log likelihood = -586.78473 Iteration 2: log likelihood = -586.65563 Iteration 3: log likelihood = -586.65561 Multinomial logistic regression Number of obs = 960 LR chi2(4) = 40.31 Prob > chi2 = 0.0000 Log likelihood = -586.65561 Pseudo R2 = 0.0332 ------------------------------------------------------------------------------ TREAT | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- 3 | EDUC | .1480771 .0455416 3.25 0.001 .0588173 .2373369 SEX | .5353516 .1463691 3.66 0.000 .2484734 .8222297 OWNVEH | .5454394 .1596655 3.42 0.001 .2325007 .8583781 HINCOME | -.0001254 .0005158 -0.24 0.808 -.0011363 .0008854 _cons | -1.984321 .281555 -7.05 0.000 -2.536158 -1.432483 ------------------------------------------------------------------------------ (TREAT==1 is the base outcome) . est store m2 . suest m1 m2 Simultaneous results for m1, m2 Number of obs = 1763 ------------------------------------------------------------------------------ | Robust | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- m1_2 | EDUC | .0016824 .0354256 0.05 0.962 -.0677505 .0711153 SEX | .1155822 .1063579 1.09 0.277 -.0928753 .3240398 OWNVEH | .2983301 .1287858 2.32 0.021 .0459146 .5507457 HINCOME | -.0003791 .0004045 -0.94 0.349 -.001172 .0004137 _cons | .0039361 .1979897 0.02 0.984 -.3841165 .3919887 -------------+---------------------------------------------------------------- m1_3 | EDUC | .1497673 .044027 3.40 0.001 .063476 .2360586 SEX | .5863039 .142105 4.13 0.000 .3077833 .8648246 OWNVEH | .565439 .1578878 3.58 0.000 .2559846 .8748935 HINCOME | -.0001298 .0003457 -0.38 0.707 -.0008072 .0005477 _cons | -2.075653 .2730258 -7.60 0.000 -2.610774 -1.540532 -------------+---------------------------------------------------------------- m2_3 | EDUC | .1480771 .0461693 3.21 0.001 .0575869 .2385672 SEX | .5353516 .1416224 3.78 0.000 .2577768 .8129263 OWNVEH | .5454394 .1593103 3.42 0.001 .2331971 .8576818 HINCOME | -.0001254 .0005349 -0.23 0.815 -.0011738 .0009229 _cons | -1.984321 .2700359 -7.35 0.000 -2.513581 -1.45506 ------------------------------------------------------------------------------ . test [m1_3=m2_3] ( 1) [m1_3]EDUC - [m2_3]EDUC = 0 ( 2) [m1_3]SEX - [m2_3]SEX = 0 ( 3) [m1_3]OWNVEH - [m2_3]OWNVEH = 0 ( 4) [m1_3]HINCOME - [m2_3]HINCOME = 0 chi2( 4) = 6.36 Prob > chi2 = 0.1736 . log close log: c:\drive\econ272\econ771_march_25_2008.log log type: text closed on: 25 Mar 2008, 10:44:47 -------------------------------------------------------------------------------