I using cmp to estimate a simultaneous probit of the form:
w=b1nbf* + b2X1 +e1
nbf=b3w + b4X2 +e2
where w and and nbf are binary.
I'm using data from a stratified sample and use the svy option. Most RHS variables are categorical. I know this is an aggressive specification, and I'm a bit surprised it converges. But it does. The issues I'm concerned about is that the coefficient on nbf# is about 1.0 and has a very-very small standard error.
I have options for the dependent variable in the nbf equation. nbf stands for never breastfeed. For example, I can substitute pff3mo (partially formula fed at 3months) instead, and i get nearly the same coefficient on pff3mo#.
I also note that rho_12 is -.999.
Am I right to be concerned that cmp has a bug and is giving me unreliable results, or am I ok to report these results.
Stata code
w=b1nbf* + b2X1 +e1
nbf=b3w + b4X2 +e2
where w and and nbf are binary.
I'm using data from a stratified sample and use the svy option. Most RHS variables are categorical. I know this is an aggressive specification, and I'm a bit surprised it converges. But it does. The issues I'm concerned about is that the coefficient on nbf# is about 1.0 and has a very-very small standard error.
I have options for the dependent variable in the nbf equation. nbf stands for never breastfeed. For example, I can substitute pff3mo (partially formula fed at 3months) instead, and i get nearly the same coefficient on pff3mo#.
I also note that rho_12 is -.999.
Am I right to be concerned that cmp has a bug and is giving me unreliable results, or am I ok to report these results.
Stata code
Code:
cmp (w= nbf# c.trend##state i.educ1 i.income i.mo_und30 i.race_k i.married i.childnm winreb) (nbf= w c.trend##state i.educ1 i.mo_und30 i.income i.married i.race_k i.childnm worklaw) , difficult svy subpop(ws) ind($cmp_probit $cmp_probit)
Code:
Iteration 14: log pseudolikelihood = -9217244.8
Iteration 15: log pseudolikelihood = -9217244.8
Iteration 16: log pseudolikelihood = -9217244.7
Iteration 17: log pseudolikelihood = -9217244.7
Iteration 18: log pseudolikelihood = -9217244.7
Iteration 19: log pseudolikelihood = -9217244.7
Mixed-process regression
Number of strata = 221 Number of obs = 193,838
Number of PSUs = 185,406 Population size = 16,884,705
Subpop. no. obs = 193,838
Subpop. size = 16,884,705
Design df = 185,185
F( 123, 185063) = 69.45
Prob > F = 0.0000
-------------------------------------------------------------------------------
| Linearized
| Coef. Std. Err. t P>|t| [95% Conf. Interval]
--------------+----------------------------------------------------------------
w |
nbf# | 1.000483 .0002956 3384.98 0.000 .9999035 1.001062
trend | .0361203 .0051876 6.96 0.000 .0259528 .0462877
|
state |
1 | 0 (empty)
2 | .8269386 .0612432 13.50 0.000 .7069033 .9469739
4 | .6308326 .0556742 11.33 0.000 .5217125 .7399527
5 | .0761189 .0466982 1.63 0.103 -.0154084 .1676462
6 | .8291675 .0550861 15.05 0.000 .7212001 .937135
8 | .6211922 .0538704 11.53 0.000 .5156074 .7267769
9 | .3987304 .065039 6.13 0.000 .2712554 .5262055
10 | .1674849 .0579003 2.89 0.004 .0540016 .2809682
11 | .4168546 .0486449 8.57 0.000 .3215117 .5121975
12 | .43547 .0551345 7.90 0.000 .3274077 .5435323
13 | .2119695 .0565238 3.75 0.000 .1011842 .3227548
15 | .724303 .0546921 13.24 0.000 .6171078 .8314982
16 | .6919786 .0606141 11.42 0.000 .5731763 .8107809
17 | .2689868 .0536675 5.01 0.000 .1637997 .3741739
18 | .1995432 .0473934 4.21 0.000 .1066533 .2924332
19 | .1703909 .0591862 2.88 0.004 .0543872 .2863946
20 | .3766411 .0591621 6.37 0.000 .2606848 .4925974
21 | -.2153144 .0563831 -3.82 0.000 -.3258239 -.1048049
22 | -.2140159 .0535663 -4.00 0.000 -.3190045 -.1090272
23 | .3562032 .0485561 7.34 0.000 .2610343 .4513721
24 | .3524251 .0593237 5.94 0.000 .2361521 .4686982
25 | .4064941 .0655972 6.20 0.000 .2779252 .535063
26 | .167464 .056276 2.98 0.003 .0571644 .2777636
27 | .4877566 .0638516 7.64 0.000 .3626089 .6129043
28 | -.1754889 .0546665 -3.21 0.001 -.2826339 -.0683439
29 | .1444572 .0566166 2.55 0.011 .03349 .2554244
30 | .6380382 .0515194 12.38 0.000 .5370613 .7390152
31 | .3204039 .0596119 5.37 0.000 .203566 .4372418
32 | .5397263 .0565807 9.54 0.000 .4288294 .6506231
33 | .2949785 .0633407 4.66 0.000 .1708321 .4191249
34 | .4916047 .062205 7.90 0.000 .3696844 .613525
35 | .5321068 .0484384 10.99 0.000 .4371687 .6270448
36 | .549661 .0446423 12.31 0.000 .4621631 .637159
37 | .2316955 .0568899 4.07 0.000 .1201926 .3431985
38 | .2461327 .0591724 4.16 0.000 .1301562 .3621092
39 | .0420705 .0551995 0.76 0.446 -.0661193 .1502603
40 | .2501749 .0481846 5.19 0.000 .1557342 .3446155
41 | .9506096 .0563894 16.86 0.000 .8400876 1.061132
42 | .09877 .0545368 1.81 0.070 -.0081208 .2056609
44 | .3330702 .0597925 5.57 0.000 .2158783 .4502621
45 | .0642138 .0557791 1.15 0.250 -.0451119 .1735396
46 | .3789601 .0589229 6.43 0.000 .2634726 .4944476
47 | .0542528 .0552427 0.98 0.326 -.0540217 .1625274
48 | .4749543 .0507975 9.35 0.000 .3753923 .5745162
49 | .8255499 .0516951 15.97 0.000 .7242287 .926871
50 | .4980604 .0523702 9.51 0.000 .3954159 .6007048
51 | .3350534 .0608451 5.51 0.000 .2157983 .4543084
53 | .9000201 .059351 15.16 0.000 .7836935 1.016347
54 | -.228354 .0550692 -4.15 0.000 -.3362883 -.1204196
55 | .2849066 .0580434 4.91 0.000 .1711429 .3986702
56 | .5391612 .0606995 8.88 0.000 .4201915 .6581309
|
state#c.trend |
2 | -.002827 .0088297 -0.32 0.749 -.0201331 .0144791
4 | -.0281063 .0074545 -3.77 0.000 -.042717 -.0134957
5 | -.0117102 .0080999 -1.45 0.148 -.0275858 .0041654
6 | -.0241029 .0084891 -2.84 0.005 -.0407413 -.0074645
8 | -.0210272 .0093481 -2.25 0.024 -.0393493 -.0027051
9 | .0114163 .0100643 1.13 0.257 -.0083096 .0311422
10 | -.0064898 .0080204 -0.81 0.418 -.0222097 .0092301
11 | -.0122535 .0080378 -1.52 0.127 -.0280075 .0035005
12 | -.0173927 .0074781 -2.33 0.020 -.0320496 -.0027357
13 | .0048694 .007696 0.63 0.527 -.0102146 .0199533
15 | -.0113825 .0086007 -1.32 0.186 -.0282397 .0054747
16 | -.0121452 .0085745 -1.42 0.157 -.0289509 .0046605
17 | -.0093645 .0070335 -1.33 0.183 -.0231499 .0044209
18 | -.0078326 .0080423 -0.97 0.330 -.0235953 .0079301
19 | -.0010968 .0084294 -0.13 0.896 -.0176181 .0154245
20 | -.0187258 .0083114 -2.25 0.024 -.0350159 -.0024357
21 | .0048768 .0079776 0.61 0.541 -.010759 .0205127
22 | .0058848 .0070461 0.84 0.404 -.0079254 .0196951
23 | -.0048186 .0086269 -0.56 0.576 -.0217271 .0120899
24 | .0003856 .0085936 0.04 0.964 -.0164577 .0172288
25 | -.0104285 .0098366 -1.06 0.289 -.029708 .008851
26 | -.0013008 .0077317 -0.17 0.866 -.0164547 .0138531
27 | -.0136092 .0098861 -1.38 0.169 -.0329858 .0057674
28 | -.01181 .0071902 -1.64 0.100 -.0259026 .0022827
29 | .0114286 .0078877 1.45 0.147 -.0040312 .0268884
30 | -.0138492 .0087376 -1.59 0.113 -.0309747 .0032762
31 | -.0046214 .0085966 -0.54 0.591 -.0214705 .0122277
32 | -.0248377 .0076092 -3.26 0.001 -.0397516 -.0099239
33 | .0115718 .0094004 1.23 0.218 -.0068528 .0299963
34 | -.0061353 .0087509 -0.70 0.483 -.0232869 .0110162
35 | -.0181919 .0078797 -2.31 0.021 -.033636 -.0027479
36 | -.0180698 .0073092 -2.47 0.013 -.0323956 -.003744
37 | -.0043383 .0081797 -0.53 0.596 -.0203704 .0116937
38 | -.0093845 .0084767 -1.11 0.268 -.0259985 .0072296
39 | .0098378 .0074584 1.32 0.187 -.0047805 .0244561
40 | -.0088671 .0075421 -1.18 0.240 -.0236493 .0059152
41 | -.0271268 .0096097 -2.82 0.005 -.0459616 -.008292
42 | .0044854 .0075414 0.59 0.552 -.0102955 .0192663
44 | -.0115995 .0083605 -1.39 0.165 -.0279859 .0047868
45 | -.0013152 .0076252 -0.17 0.863 -.0162605 .0136301
46 | -.0110184 .0081726 -1.35 0.178 -.0270365 .0049997
47 | .0058074 .0078275 0.74 0.458 -.0095344 .0211492
48 | -.008833 .0061845 -1.43 0.153 -.0209545 .0032885
49 | -.026506 .0095052 -2.79 0.005 -.0451359 -.0078761
50 | -.0064569 .0091683 -0.70 0.481 -.0244267 .0115128
51 | -.0060313 .0093634 -0.64 0.519 -.0243833 .0123208
53 | -.036419 .0087205 -4.18 0.000 -.053511 -.0193269
54 | .0028564 .0072421 0.39 0.693 -.011338 .0170508
55 | -.0141969 .0080258 -1.77 0.077 -.0299273 .0015334
56 | .0064781 .0084266 0.77 0.442 -.0100378 .0229941
|
educ1 |
1 | 0 (empty)
2 | .0075656 .0151469 0.50 0.617 -.0221219 .0372531
3 | .3007715 .0164541 18.28 0.000 .2685218 .3330211
4 | .5589237 .0205151 27.24 0.000 .5187147 .5991328
|
income |
3 | 0 (empty)
4 | .0954707 .0248492 3.84 0.000 .0467669 .1441746
5 | .102624 .02302 4.46 0.000 .0575053 .1477427
6 | .1034846 .0256924 4.03 0.000 .053128 .1538411
7 | .1136219 .0248972 4.56 0.000 .0648239 .16242
8 | .1214615 .0236419 5.14 0.000 .0751239 .167799
9 | .0627446 .0261118 2.40 0.016 .0115661 .1139232
10 | .1166464 .0246263 4.74 0.000 .0683794 .1649135
11 | .0611332 .027124 2.25 0.024 .0079708 .1142955
12 | .0489566 .0319762 1.53 0.126 -.013716 .1116291
13 | -.0659666 .0409993 -1.61 0.108 -.1463242 .0143911
14 | -.0510158 .0618123 -0.83 0.409 -.1721665 .0701349
15 | -.0332672 .0999848 -0.33 0.739 -.2292351 .1627007
|
mo_und30 |
0 | 0 (empty)
1 | .0043647 .0123551 0.35 0.724 -.019851 .0285804
|
race_k |
1 | 0 (empty)
2 | -.2598961 .0145448 -17.87 0.000 -.2884036 -.2313886
3 | -.1269742 .0188415 -6.74 0.000 -.1639031 -.0900454
|
married |
0 | 0 (empty)
1 | .29741 .013263 22.42 0.000 .2714147 .3234053
|
childnm |
1 | 0 (empty)
2 | .0058177 .0150045 0.39 0.698 -.0235908 .0352262
3 | -.0247269 .0189171 -1.31 0.191 -.0618041 .0123502
|
winreb | -.0002698 .0000445 -6.06 0.000 -.0003571 -.0001826
_cons | -.0819644 .0428519 -1.91 0.056 -.1659531 .0020243
--------------+----------------------------------------------------------------
nbf |
w | .1493306 .0168524 8.86 0.000 .1163004 .1823608
trend | -.0358213 .0051854 -6.91 0.000 -.0459846 -.025658
|
state |
1 | 0 (empty)
2 | -.8613629 .0489783 -17.59 0.000 -.9573592 -.7653666
4 | -.6646071 .0417201 -15.93 0.000 -.7463774 -.5828367
5 | -.067828 .0463017 -1.46 0.143 -.1585782 .0229221
6 | -.814905 .0534644 -15.24 0.000 -.919694 -.710116
8 | -.6114644 .0533771 -11.46 0.000 -.7160822 -.5068466
9 | -.3855985 .0638784 -6.04 0.000 -.5107988 -.2603983
10 | -.2013051 .0445542 -4.52 0.000 -.2886302 -.11398
11 | -.4043571 .0480718 -8.41 0.000 -.4985767 -.3101375
12 | -.4694376 .0407669 -11.52 0.000 -.5493398 -.3895354
13 | -.1983384 .0550645 -3.60 0.000 -.3062635 -.0904134
15 | -.7335198 .0501403 -14.63 0.000 -.8317937 -.6352459
16 | -.7231454 .047596 -15.19 0.000 -.8164324 -.6298585
17 | -.2555753 .052221 -4.89 0.000 -.3579273 -.1532234
18 | -.190263 .0468285 -4.06 0.000 -.2820458 -.0984803
19 | -.2042565 .0463712 -4.40 0.000 -.2951429 -.1133701
20 | -.4109306 .0464485 -8.85 0.000 -.5019685 -.3198927
21 | .1805817 .0424016 4.26 0.000 .0974756 .2636878
22 | .17964 .0388817 4.62 0.000 .1034328 .2558472
23 | -.3486311 .0482416 -7.23 0.000 -.4431835 -.2540786
24 | -.3858124 .0462727 -8.34 0.000 -.4765059 -.2951189
25 | -.4405847 .0530969 -8.30 0.000 -.5446535 -.3365159
26 | -.2011316 .0423626 -4.75 0.000 -.2841614 -.1181019
27 | -.473884 .0626089 -7.57 0.000 -.596596 -.351172
28 | .1407939 .0402313 3.50 0.000 .0619414 .2196464
29 | -.178096 .0428185 -4.16 0.000 -.2620193 -.0941726
30 | -.6284111 .0511542 -12.28 0.000 -.7286722 -.5281499
31 | -.3553005 .0471295 -7.54 0.000 -.4476731 -.2629279
32 | -.5737883 .0430102 -13.34 0.000 -.6580872 -.4894893
33 | -.3296193 .0516867 -6.38 0.000 -.430924 -.2283145
34 | -.525358 .0485551 -10.82 0.000 -.6205249 -.4301911
35 | -.5222246 .0479606 -10.89 0.000 -.6162263 -.428223
36 | -.5394045 .0440307 -12.25 0.000 -.6257037 -.4531053
37 | -.2658179 .0433135 -6.14 0.000 -.3507113 -.1809245
38 | -.2798415 .0460699 -6.07 0.000 -.3701373 -.1895456
39 | -.0760126 .0409796 -1.85 0.064 -.1563318 .0043065
40 | -.2388108 .0477683 -5.00 0.000 -.3324355 -.145186
41 | -.939945 .0558629 -16.83 0.000 -1.049435 -.830455
42 | -.1324765 .0401292 -3.30 0.001 -.2111287 -.0538243
44 | -.3198909 .0585178 -5.47 0.000 -.4345845 -.2051974
45 | -.0975045 .0415118 -2.35 0.019 -.1788667 -.0161423
46 | -.4136123 .046067 -8.98 0.000 -.5039026 -.3233221
47 | -.0401979 .0536828 -0.75 0.454 -.1454149 .0650191
48 | -.5091095 .0350578 -14.52 0.000 -.5778219 -.440397
49 | -.8223975 .0512821 -16.04 0.000 -.9229093 -.7218857
50 | -.4839582 .0521401 -9.28 0.000 -.5861515 -.3817648
51 | -.3221697 .0595673 -5.41 0.000 -.4389202 -.2054191
53 | -.9327826 .0462205 -20.18 0.000 -1.023374 -.8421915
54 | .1937373 .0412435 4.70 0.000 .1129009 .2745737
55 | -.3184501 .0445423 -7.15 0.000 -.405752 -.2311482
56 | -.5733067 .0483822 -11.85 0.000 -.6681347 -.4784788
|
state#c.trend |
2 | .0026536 .0088253 0.30 0.764 -.0146439 .0199511
4 | .0277537 .0074506 3.73 0.000 .0131507 .0423568
5 | .0128237 .008166 1.57 0.116 -.0031814 .0288288
6 | .0237281 .0084866 2.80 0.005 .0070946 .0403617
8 | .0219872 .0094229 2.33 0.020 .0035185 .0404559
9 | -.011602 .0100597 -1.15 0.249 -.0313187 .0081147
10 | .0062425 .0080165 0.78 0.436 -.0094695 .0219546
11 | .0133686 .0081085 1.65 0.099 -.0025238 .0292611
12 | .0171667 .0074741 2.30 0.022 .0025176 .0318159
13 | -.0050775 .0076918 -0.66 0.509 -.0201533 .0099983
15 | .0157084 .0090594 1.73 0.083 -.0020478 .0334646
16 | .0113936 .0085679 1.33 0.184 -.0053994 .0281866
17 | .009135 .00703 1.30 0.194 -.0046436 .0229136
18 | .0084698 .0081011 1.05 0.296 -.0074081 .0243478
19 | .0009303 .0084253 0.11 0.912 -.0155831 .0174437
20 | .0184864 .0083074 2.23 0.026 .0022041 .0347687
21 | -.0049386 .007974 -0.62 0.536 -.0205674 .0106903
22 | -.0060596 .0070433 -0.86 0.390 -.0198642 .007745
23 | .0059657 .0086894 0.69 0.492 -.0110653 .0229967
24 | -.0006801 .0085894 -0.08 0.937 -.0175151 .016155
25 | .010177 .0098371 1.03 0.301 -.0091035 .0294575
26 | .0010856 .0077287 0.14 0.888 -.0140626 .0162337
27 | .0134651 .0098814 1.36 0.173 -.0059023 .0328324
28 | .0115419 .0071863 1.61 0.108 -.0025432 .0256269
29 | -.011577 .0078838 -1.47 0.142 -.0270291 .0038751
30 | .014371 .0087728 1.64 0.101 -.0028235 .0315655
31 | .0044421 .0085924 0.52 0.605 -.0123988 .021283
32 | .024543 .0076056 3.23 0.001 .0096361 .0394499
33 | -.0118661 .0093961 -1.26 0.207 -.0302823 .0065501
34 | .0058316 .0087605 0.67 0.506 -.0113387 .0230019
35 | .01879 .0079205 2.37 0.018 .003266 .034314
36 | .0187738 .0073662 2.55 0.011 .0043363 .0332113
37 | .0041823 .0081767 0.51 0.609 -.0118438 .0202084
38 | .008967 .0084711 1.06 0.290 -.0076362 .0255702
39 | -.0100936 .0074551 -1.35 0.176 -.0247054 .0045181
40 | .0095484 .0076128 1.25 0.210 -.0053725 .0244693
41 | .0276474 .009665 2.86 0.004 .0087042 .0465907
42 | -.0045943 .0075385 -0.61 0.542 -.0193695 .0101809
44 | .0113596 .0083562 1.36 0.174 -.0050184 .0277376
45 | .001162 .0076218 0.15 0.879 -.0137765 .0161006
46 | .0108485 .0081683 1.33 0.184 -.0051613 .0268582
47 | -.005955 .0078239 -0.76 0.447 -.0212897 .0093797
48 | .008606 .0061814 1.39 0.164 -.0035094 .0207213
49 | .0279007 .0096417 2.89 0.004 .0090032 .0467982
50 | .0107712 .0093119 1.16 0.247 -.0074798 .0290222
51 | .005902 .0093597 0.63 0.528 -.0124429 .0242468
53 | .0359766 .0087155 4.13 0.000 .0188944 .0530587
54 | -.0030883 .0072387 -0.43 0.670 -.017276 .0110993
55 | .013872 .0080222 1.73 0.084 -.0018513 .0295954
56 | -.0068175 .0084221 -0.81 0.418 -.0233246 .0096896
|
educ1 |
1 | 0 (empty)
2 | -.0076411 .0151423 -0.50 0.614 -.0373197 .0220375
3 | -.30013 .0164444 -18.25 0.000 -.3323606 -.2678994
4 | -.5572109 .0205651 -27.10 0.000 -.5975179 -.5169039
|
mo_und30 |
0 | 0 (empty)
1 | -.0044879 .012353 -0.36 0.716 -.0286994 .0197236
|
income |
3 | 0 (empty)
4 | -.0955747 .0248373 -3.85 0.000 -.1442552 -.0468941
5 | -.1027423 .0230104 -4.47 0.000 -.1478422 -.0576423
6 | -.1036377 .0256822 -4.04 0.000 -.1539742 -.0533011
7 | -.1137701 .0248866 -4.57 0.000 -.1625472 -.0649929
8 | -.1215389 .0236309 -5.14 0.000 -.1678548 -.0752229
9 | -.0630088 .0261006 -2.41 0.016 -.1141654 -.0118523
10 | -.1165889 .0246247 -4.73 0.000 -.1648527 -.0683251
11 | -.0609399 .0271363 -2.25 0.025 -.1141264 -.0077533
12 | -.0486586 .0320232 -1.52 0.129 -.1114233 .014106
13 | .0665745 .041031 1.62 0.105 -.0138453 .1469943
14 | .0513747 .061805 0.83 0.406 -.0697616 .172511
15 | .0336514 .0999371 0.34 0.736 -.162223 .2295259
|
married |
0 | 0 (empty)
1 | -.2962922 .0132657 -22.34 0.000 -.3222927 -.2702917
|
race_k |
1 | 0 (empty)
2 | .2590466 .0145421 17.81 0.000 .2305445 .2875486
3 | .1267943 .018829 6.73 0.000 .0898898 .1636988
|
childnm |
1 | 0 (empty)
2 | -.0059867 .0149996 -0.40 0.690 -.0353856 .0234121
3 | .0248054 .0189088 1.31 0.190 -.0122555 .0618663
|
worklaw | -.0475372 .0347519 -1.37 0.171 -.11565 .0205757
_cons | .026062 .040598 0.64 0.521 -.0535091 .1056331
--------------+----------------------------------------------------------------
/atanhrho_12 | -5.591066 .347917 -16.07 0.000 -6.272976 -4.909157
--------------+----------------------------------------------------------------
rho_12 | -.9999722 .0000194 -.9999929 -.9998911
-------------------------------------------------------------------------------
