Conformability Error R503
Contents |
Fri, 09 Jan 2004 09:04:56 -0500 Just to report back to anyone interested on the list: Namratha's problem was caused because conformability error in stata some variables were dropped from the estimation (due to collinearity) 3200 conformability error in one or more of the replicate samples, which means that variances can't be calculated for stata matrix conformability error this model, in this sample. -svrmodel- should--and eventually will--catch this and issue a more reasonable error message. --Nick Winter At 10:49 AM 1/8/2004 -0600, you
Stata Matrix
wrote: I am analyzing data from the California Health Interview Survey, but am not allowed to have the real data. I send my programs to the Data Programmers at UCLA and they run them for me. Every time they run the following SVR regression on black men, I get back a conformability (r503) error: xi: svrmodel activity i.age i.nativity intEnglish i.neweduc married employed density stability ses4 immigrant if male=1&race==3 Because I do not have access to the data, what should I do? How can I figure out where I have missing values and where the problem lies? I can send the programmers at UCLA any commands or programs, but am not sure what to do. This does not occur in the dummy data set I have, so I can't really explore the problem using the fake data. I only get it on this regression for black men and no other one......other regressions with black men and different outcomes work fine. Thanks, Namratha Kandula ____________________________ Namratha Kandula, MD, MPH University of Chicago MC 2007 5841 S. Maryland Avenue Chicago, IL 60622 phone: 772-834-9180 fax: 773-702-1295 * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ -------------------------------------------------------- Nicholas Winter 607.255.8819 t Assi
'Login or Register' at the top-right of this page. For more information on Statalist, see the FAQ. Announcement Collapse No announcement yet. X Collapse Posts Latest Activity Search Page of 1 Filter Time All Time Today Last Week Last Month Show All Discussions only Photos only Videos only Links only Polls only Filtered by: Clear All new posts Martyn Sherriff New Member Join Date: Mar 2014 Posts: 21 #1 melogit, margins conformability error r(503) 10 Aug 2014, 07:35 I http://www.stata.com/statalist/archive/2004-01/msg00167.html have analysed some data using melogit: melogit xla i.time c.c || op:, or and I can estimate margins at particular values of c: . margins time, at(c = 2) predict(mu fixedonly) Adjusted predictions Number of obs = 584 Model VCE : OIM Expression : Predicted mean, fixed portion only, predict(mu fixedonly) at : c = 2 ------------------------------------------------------------------------------ | Delta-method | Margin http://www.statalist.org/forums/forum/general-stata-discussion/general/140686-melogit-margins-conformability-error-r-503 Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- time | 1 | .0971724 .0316593 3.07 0.002 .0351213 .1592236 2 | .0482318 .0186977 2.58 0.010 .0115851 .0848786 ------------------------------------------------------------------------------ and also: . margins, dydx(time) at(c=(2(1)7)) predict(mu fixedonly) Conditional marginal effects Number of obs = 584 Model VCE : OIM Expression : Predicted mean, fixed portion only, predict(mu fixedonly) dy/dx w.r.t. : 2.time ------------------------------------------------------------------------------ | Delta-method | dy/dx Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- 1.time |(base outcome) -------------+---------------------------------------------------------------- 2.time | _at | 1 | -.0489406 .0239843 -2.04 0.041 -.0959489 -.0019322 2 | -.1346223 .0586578 -2.30 0.022 -.2495894 -.0196551 3 | -.1837653 .0768254 -2.39 0.017 -.3343403 -.0331903 4 | -.1024042 .0481969 -2.12 0.034 -.1968683 -.0079401 5 | -.0326304 .0184332 -1.77 0.077 -.0687589 .003498 6 | -.0085051 .0056808 -1.50 0.134 -.0196393 .0026291 ------------------------------------------------------------------------------ Note: dy/dx for factor levels is the discrete change from the base level. However when I use: margins time, at(c = (2 3)) predict(mu fixedonly) I get: conformability error r(503); I would be grateful for any advice on resolving this error. I am using Stata 13.1, Windows 8.1. Thank you, Marty
here for a quick overview of the site Help Center Detailed answers to any questions you might have Meta Discuss http://stackoverflow.com/questions/30075445/post-eb-vector-from-a-custom-program-in-stata the workings and policies of this site About Us Learn more about Stack Overflow the company Business Learn more about hiring developers or posting ads with us Stack Overflow Questions Jobs Documentation Tags Users Badges Ask Question x Dismiss Join the Stack Overflow Community Stack Overflow is a community of 4.7 million programmers, just like you, helping each conformability error other. Join them; it only takes a minute: Sign up Post e(b) vector from a custom program in Stata up vote 3 down vote favorite I wrote a program that computes a weighted regression and now I want my estimation results to be stored as an e(b) vector so that the bootstrap command can easily access the results, conformability error r503 but I keep getting an error. My program looks like: capture program drop mytest program mytest, eclass version 13 syntax varlist [if] marksample touse // mata subroutine creates matrix `b', such as mata: bla("`varlist'", "`touse'") tempname b matrix `b' = (1\2\3) ereturn post `b' end mytest town_id ereturn list But I keep getting a conformability error r(503); upon running the script. When I instead post an ordinary matrix such as ereturn matrix x = b, everything works fine but I would like to have my coefficients stored 'properly' in an e(b) vector. I checked Stata's documentation but was unable to find out why this is not working. Their advice is to code tempname b V // produce coefficient vector `b' and variance–covariance matrix `V' ereturn post `b' `V', obs(`nobs') depname(`depn') esample(`touse') The options of ereturn post are all optional. Could anyone tell me what I am missing here? Thanks! stata share|improve this question asked May 6 '15 at 11:30 Robert Aue 183 add a comment| 1 Answer 1 active oldest votes up vo