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 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
