Tobit regression will not work

[Anya hewertson]

I'm running a tobit regression to work out price elasticises and cross price elasticities for demand for alcohol. My dependent variable is expenditure share for wine on trade. When i run the regression, however

"tobit expshare_wine_on log_price_wine_on log_price_beer_on log_price_wine_off log_price_beer_off log_price_spirits_on log_price_spirits_off logincome socio_group gor_recode year sexhrp , ll(0)" it just keeps giving interaction terms for ages and i have quit the stata at the point where its on interaction term 11,000. Please can someone explain why this is happening

2) how would i then compute the price elasticises from the regression, I believe i have to use the -margins- command in some way but i'm not sure how to do this. Thank you



dataex expshare_wine_on log_price_wine_on log_price_beer_on log_price_wine_off log_price_beer_off log_price_spirits_on log_price_spirits_off logincome socio_group gor_recode year sexhrp






----------------------- copy starting from the next line -----------------------

* Example generated by -dataex-. To install: ssc install dataex
clear
input float(expshare_wine_on log_price_wine_on log_price_beer_on log_price_wine_off log_price_beer_off log_price_spirits_on log_price_spirits_off logincome) byte(socio_group gor_recode) int year byte sexhrp
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  6.422159 1 3 2012 1
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745   6.40044 6 3 2012 1
 .005604915 .8530697  .2070142 -.6894739  -.771152   .919964 -.7294793  7.459103 1 2 2012 2
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  6.775366 1 3 2012 1
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  7.113805 6 3 2012 2
          0 .8530697  .2070142 -.6894739  -.771152   .919964 -.7294793  6.569739 6 2 2012 1
          0 .8885115 .24245583 -.6540322 -.7357103  .9554057 -.6940376  5.533982 6 4 2012 1
          0 .8885115 .24245583 -.6540322 -.7357103  .9554057 -.6940376  7.579028 1 4 2012 1
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  6.593606 3 3 2012 2
          0 .8530697  .2070142 -.6894739  -.771152   .919964 -.7294793  5.272487 4 2 2012 1
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  6.609026 1 3 2012 1
          0 .8530697  .2070142 -.6894739  -.771152   .919964 -.7294793  5.938198 3 2 2012 2
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  7.337308 2 3 2012 1
          0 .8885115 .24245583 -.6540322 -.7357103  .9554057 -.6940376  7.146323 2 4 2012 1
 .006608747 .8885115 .24245583 -.6540322 -.7357103  .9554057 -.6940376  5.750647 1 4 2012 1
          0 .8500163 .20396078 -.6927273 -.7742054  .9169105 -.7325327  7.203275 1 5 2012 1
          0 .8885115 .24245583 -.6540322 -.7357103  .9554057 -.6940376  6.494836 3 4 2012 2
 .013427625 .8530697  .2070142 -.6894739  -.771152   .919964 -.7294793  6.484792 1 2 2012 1
          0 .8731912 .22713557 -.6693525 -.7510306  .9400854 -.7093579  6.522772 6 6 2012 2
          0 .8885115 .24245583 -.6540322 -.7357103  .9554057 -.6940376  6.285625 1 4 2012 1
          0 .8530697  .2070142 -.6894739  -.771152   .919964 -.7294793  5.278839 6 2 2012 2
          0 .8731912 .22713557 -.6693525 -.7510306  .9400854 -.7093579  5.735572 6 6 2012 1
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  6.332039 6 3 2012 1
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  6.243429 1 3 2012 2
  .04080451 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  7.020963 6 3 2012 1
          0 .8885115 .24245583 -.6540322 -.7357103  .9554057 -.6940376  6.001791 1 4 2012 1
          0 .8530697  .2070142 -.6894739  -.771152   .919964 -.7294793  4.970105 6 2 2012 2
  .05318476 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745   6.24026 6 3 2012 2
 .004725324 .8885115 .24245583 -.6540322 -.7357103  .9554057 -.6940376  6.525675 1 4 2012 2
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  5.715316 1 3 2012 2
          0 .8530697  .2070142 -.6894739  -.771152   .919964 -.7294793  6.292069 6 2 2012 1
.0021395173 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  7.579028 2 3 2012 1
          0 .8731912 .22713557 -.6693525 -.7510306  .9400854 -.7093579  5.805894 1 6 2012 1
          0 .8731912 .22713557 -.6693525 -.7510306  .9400854 -.7093579  6.336164 6 6 2012 2
 .005811018 .8530697  .2070142 -.6894739  -.771152   .919964 -.7294793   6.59858 6 2 2012 1
  .01420468 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  7.579028 2 3 2012 1
          0 .8530697  .2070142 -.6894739  -.771152   .919964 -.7294793  5.272558 6 2 2012 1
          0 .8885115 .24245583 -.6540322 -.7357103  .9554057 -.6940376  5.287823 6 4 2012 2
          0 .8885115 .24245583 -.6540322 -.7357103  .9554057 -.6940376  6.228738 1 4 2012 1
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  6.229595 3 3 2012 1
          0 .8885115 .24245583 -.6540322 -.7357103  .9554057 -.6940376  6.007731 6 4 2012 2
          0 .8731912 .22713557 -.6693525 -.7510306  .9400854 -.7093579  5.877369 6 6 2012 1
.0041208593 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745   6.54662 2 3 2012 2
   .0124029 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  5.966916 1 3 2012 2
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  6.911763 3 3 2012 1
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  6.145001 3 3 2012 1
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  7.579028 1 3 2012 1
 .006529902 .8885115 .24245583 -.6540322 -.7357103  .9554057 -.6940376  6.862258 1 4 2012 1
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  5.800377 6 3 2012 2
          0 .8885115 .24245583 -.6540322 -.7357103  .9554057 -.6940376  6.824134 1 4 2012 1
          0 .8449064  .1988509 -.6976373 -.7793153  .9118007 -.7376425  6.789703 4 7 2012 2
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  6.928361 2 3 2012 2
          0 .8885115 .24245583 -.6540322 -.7357103  .9554057 -.6940376  6.399566 6 4 2012 1
          0 .8530697  .2070142 -.6894739  -.771152   .919964 -.7294793  6.500343 3 2 2012 1
          0 .8530697  .2070142 -.6894739  -.771152   .919964 -.7294793 4.4601445 1 2 2012 2
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  6.617764 3 3 2012 1
          0 .8530697  .2070142 -.6894739  -.771152   .919964 -.7294793  5.679811 6 2 2012 1
          0 .8885115 .24245583 -.6540322 -.7357103  .9554057 -.6940376  6.867948 6 4 2012 1
  .05028144 .8731912 .22713557 -.6693525 -.7510306  .9400854 -.7093579  6.313678 3 6 2012 2
          0 .8449064  .1988509 -.6976373 -.7793153  .9118007 -.7376425  6.596409 1 7 2012 2
 .017830186 .8885115 .24245583 -.6540322 -.7357103  .9554057 -.6940376  6.492455 1 4 2012 1
          0 .8731912 .22713557 -.6693525 -.7510306  .9400854 -.7093579  6.114235 3 6 2012 1
          0 .8530697  .2070142 -.6894739  -.771152   .919964 -.7294793  6.092607 6 2 2012 1
          0 .9387252 .29266962 -.6038184 -.6854964 1.0056194 -.6438238  6.205401 3 1 2012 1
          0 .8530697  .2070142 -.6894739  -.771152   .919964 -.7294793  6.580847 3 2 2012 1
          0 .9387252 .29266962 -.6038184 -.6854964 1.0056194 -.6438238  4.314417 1 1 2012 1
 .016797012 .8500163 .20396078 -.6927273 -.7742054  .9169105 -.7325327  6.386812 1 5 2012 1
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  5.972129 3 3 2012 1
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  6.175955 6 3 2012 2
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  5.530817 6 3 2012 2
          0 .8885115 .24245583 -.6540322 -.7357103  .9554057 -.6940376   6.25011 1 4 2012 2
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  5.958502 6 3 2012 1
  .02511486 .8885115 .24245583 -.6540322 -.7357103  .9554057 -.6940376  7.579028 1 4 2012 1
          0 .8530697  .2070142 -.6894739  -.771152   .919964 -.7294793  6.898997 1 2 2012 2
          0 .8530697  .2070142 -.6894739  -.771152   .919964 -.7294793  5.885359 6 2 2012 2
          0 .8500163 .20396078 -.6927273 -.7742054  .9169105 -.7325327  6.709394 6 5 2012 1
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  5.036965 6 3 2012 2
          0 .8885115 .24245583 -.6540322 -.7357103  .9554057 -.6940376  6.327079 1 4 2012 2
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  4.998036 6 3 2012 1
          0 .9387252 .29266962 -.6038184 -.6854964 1.0056194 -.6438238  6.697083 3 1 2012 1
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  5.011914 6 3 2012 2
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  6.158079 1 3 2012 2
          0 .8885115 .24245583 -.6540322 -.7357103  .9554057 -.6940376  7.176102 1 4 2012 1
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  5.896472 6 3 2012 2
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  6.951744 2 3 2012 1
          0 .8530697  .2070142 -.6894739  -.771152   .919964 -.7294793  5.197281 3 2 2012 1
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  7.545757 2 3 2012 1
          0 .9387252 .29266962 -.6038184 -.6854964 1.0056194 -.6438238  5.673536 6 1 2012 2
  .01174157 .9387252 .29266962 -.6038184 -.6854964 1.0056194 -.6438238  6.977282 1 1 2012 2
          0 .9387252 .29266962 -.6038184 -.6854964 1.0056194 -.6438238  6.517243 6 1 2012 1
 .007315162 .8530697  .2070142 -.6894739  -.771152   .919964 -.7294793  6.570533 1 2 2012 1
          0 .8530697  .2070142 -.6894739  -.771152   .919964 -.7294793  6.649363 6 2 2012 2
          0 .8530697  .2070142 -.6894739  -.771152   .919964 -.7294793  6.787118 1 2 2012 2
          0 .8885115 .24245583 -.6540322 -.7357103  .9554057 -.6940376  7.313854 6 4 2012 1
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  6.104423 6 3 2012 2
          0 .8885115 .24245583 -.6540322 -.7357103  .9554057 -.6940376   5.72316 6 4 2012 2
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  5.897319 3 3 2012 2
          0 .8621745 .21611896 -.6803692 -.7620472  .9290687 -.7203745  5.243925 6 3 2012 2
.0021459134 .8885115 .24245583 -.6540322 -.7357103  .9554057 -.6940376  7.579028 2 4 2012 1
          0 .8530697  .2070142 -.6894739  -.771152   .919964 -.7294793  6.524854 1 2 2012 1
end
label values sexhrp SexHRP
label def SexHRP 1 "Male", modify
label def SexHRP 2 "Female", modify

[Clyde Schechter]

Well, in the example data you have a nearly perfect colinearity between log_price_wine_on and log_price_beer_off, the former being almost exactly equal to the latter plus 1.624175. This may be the source of your problem if it is true in your data set as a whole. Are these two variables supposed to be so closely related? If so, then you can't include them both in the same linear model. If not, then there is something wrong with your data set that you need to investigate and fix.

I also notice that although you have shown 100 observations, each of your log_* variables has only 7 distinct values, which suggests that these values are not really individual-level variables but are attributes of some kind of grouping--it looks like perhaps they are actually defined at the gor_recode level. Is that correct? By itself that should not be a problem. But I also note that in your -tobit- command, you have included gor_recode as a continuous variable, which is, at best very unusual, and is almost always a mistake. It is very rare that the same variable is legitimately a grouping variable and also continuous. So I suspect there is something wrong with that modeling (though I doubt it accounts for the non-convergence of the estimation.)

If that relationship does not hold in your data at large, then to get a better sense of why your model is not converging, look over your long list of 11,000 iterations (not interactions) and see where the log likelihood starts to repeat. Then re-run the tobit regression, adding the -iterate(#)- option, replacing # by a number slightly larger than the number where the iterations are producing the same log-likelihood. The regression will then run to that point and stop, giving you output. You cannot use that output as results--they are not valid. But by inspecting that output you can often find the source of the convergence problem. The offending variable(s) will usually have an absurd standard error or an absurd coefficient (or both). Look for that. If you find some variables like that, first check to say if those variables are correct data. If not fix them. If they really are correct data, then you need to omit them from the model.

[Anya hewertson]

Thanks so much Clyde for your reply, Yes that's how closely related the prices are. Ok, thank you
And yes you're correct the log_* variables are related to gor_recode (regions) and year (my dataset includes 6 years and 7 different regions). Sorry how do i include gor_recode as a non-continuous variable?

[Clyde Schechter]

Sorry how do i include gor_recode as a non-continuous variable?

Put it in the regression command as i.gor_recode. That's called factor-variable notation, and tells Stata to treat this as a discrete variable. This is just the simplest use of factor-variable notation, which can do lots of other useful things too. Read -help fvvarlist- for more information about it.

[Anya hewertson]

Sorry i made a typo with the initial regression i typed. I was running the regression as follows:

tobit expshare_wine_on log_price_wine_on log_price_beer_on log_price_wine_off log_price_beer_off log_price_spirits_on log_price_spirits_off logincome i.socio_group i.gor_recode i.year i.sexhrp , ll(0)

and that is the regression which is not converging.

This is the code i originally used to produce prices which vary with Gov region and year:

replace p_wine_on = 1.9564 if gor_recode==1 & year==2007
replace p_wine_on = 1.7958 if gor_recode==2 & year==2007
replace p_wine_on = 1.812225 if gor_recode==3 & year==2007
replace p_wine_on = 1.8605875 if gor_recode==4 & year==2007
replace p_wine_on = 1.790325 if gor_recode==5 & year==2007
replace p_wine_on = 1.8323 if gor_recode==6 & year==2007
replace p_wine_on = 1.7812 if gor_recode==7 & year==2007

replace p_wine_on = 2.04752 if gor==1 & year==2008
replace p_wine_on = 1.87944 if gor==2 & year==2008
replace p_wine_on = 1.89663 if gor==3 & year==2008
replace p_wine_on = 1.947245if gor==4 & year==2008
replace p_wine_on = 1.87371 if gor==5 & year==2008
replace p_wine_on = 1.91764 if gor==6 & year==2008
replace p_wine_on = 1.86416 if gor==7 & year==2008

replace p_wine_on = 2.09576 if gor== 1 & year==2009
replace p_wine_on = 1.92372  if gor== 2 & year==2009
replace p_wine_on = 1.941315 if gor== 3 & year==2009
replace p_wine_on = 1.993123 if gor== 4 & year==2009
replace p_wine_on =  1.917855 if gor== 5 & year==2009
replace p_wine_on = 1.96282  if gor== 6 & year==2009
replace p_wine_on = 1.90808 if gor== 7 & year==2009


replace p_wine_on = 2.17616  if gor==1 & year==2010
replace p_wine_on = 1.99752  if gor==2 & year==2010
replace p_wine_on = 2.01579 if gor==3 & year==2010
replace p_wine_on = 2.069585 if gor==4 & year==2010
replace p_wine_on = 1.99143 if gor==5 & year==2010
replace p_wine_on = 2.03812 if gor==6 & year==2010
replace p_wine_on = 1.98128  if gor==7 & year==2010

replace p_wine_on = 2.40128 if gor==1 & year==2011
replace p_wine_on = 2.20416 if gor==2 & year==2011
replace p_wine_on = 2.22432 if gor==3 & year==2011
replace p_wine_on = 2.28368 if gor==4 & year==2011
replace p_wine_on = 2.19744 if gor==5 & year==2011
replace p_wine_on = 2.24896 if gor==6 & year==2011
replace p_wine_on = 2.18624 if gor==7 & year==2011

replace p_wine_on = 2.55672 if gor==1 & year==2012
replace p_wine_on =  2.34684 if gor==2 & year==2012
replace p_wine_on = 2.368305 if gor==3 & year==2012
replace p_wine_on = 2.4315075 if gor==4 & year==2012
replace p_wine_on = 2.339685 if gor==5 & year==2012
replace p_wine_on = 2.39454 if gor==6 & year==2012
replace p_wine_on = 2.32776 if gor==7 & year==2012


BEER ON
replace p_beer_on =1.06128 if gor==1 & year==2007
replace p_beer_on = 0.97416 if gor==2 & year==2007
replace p_beer_on = 1.92642 if gor==3 & year==2007
replace p_beer_on = 1.97783 if gor==4 & year==2007
replace p_beer_on = 1.90314 if gor==5 & year==2007
replace p_beer_on = 1.94776 if gor==6 & year==2007
replace p_beer_on = 1.89344 if gor==7 & year==2007

replace p_beer_on =1.10416 if gor==1 & year==2008
replace p_beer_on =1.01352 if gor==2 & year==2008
replace p_beer_on =1.02279 if gor==3 & year==2008
replace p_beer_on =1.050085 if gor==4 & year==2008
replace p_beer_on =1.01043 if gor==5 & year==2008
replace p_beer_on =1.03412 if gor==6 & year==2008
replace p_beer_on =1.00528 if gor==7 & year==2008

replace p_beer_on =1.14704  if gor==1 & year==2009
replace p_beer_on =1.05288 if gor==2 & year==2009
replace p_beer_on =1.06251 if gor==3 & year==2009
replace p_beer_on =1.090865 if gor==4 & year==2009
replace p_beer_on =1.04967 if gor==5 & year==2009
replace p_beer_on =1.07428 if gor==6 & year==2009
replace p_beer_on =1.04432 if gor==7 & year==2009

replace p_beer_on =1.20064 if gor==1 & year==2010
replace p_beer_on =1.10208 if gor==2 & year==2010
replace p_beer_on =1.11216 if gor==3 & year==2010
replace p_beer_on =1.14184 if gor==4 & year==2010
replace p_beer_on =1.09872 if gor==5 & year==2010
replace p_beer_on =1.12448 if gor==6 & year==2010
replace p_beer_on =1.09312 if gor==7 & year==2010

replace p_beer_on =1.27568 if gor==1 & year==2011
replace p_beer_on =1.17096 gor==2 & year==2011
replace p_beer_on =1.18167 if gor==3 & year==2011
replace p_beer_on =1.213205 if gor==4 & year==2011
replace p_beer_on =1.16739 if gor==5 & year==2011
replace p_beer_on =1.19476 if gor==6 & year==2011
replace p_beer_on =1.16144 if gor==7 & year==2011

replace p_beer_on =1.34 if gor==1 & year==2012
replace p_beer_on =1.23 if gor==2 & year==2012
replace p_beer_on =1.24125 if gor==3 & year==2012
replace p_beer_on =1.274375 if gor==4 & year==2012
replace p_beer_on =1.22625 if gor==5 & year==2012
replace p_beer_on =1.255 if gor==6 & year==2012
replace p_beer_on =1.22 if gor==7 & year==2012

SPIRITS ON

replace p_spirits_on =2.07968 if gor==1 & year==2007
replace p_spirits_on =1.90896 if gor==2 & year==2007
replace p_spirits_on =1.92642 if gor==3 & year==2007
replace p_spirits_on =1.97783 if gor==4 & year==2007
replace p_spirits_on =1.90314 if gor==5 & year==2007
replace p_spirits_on =1.94776 if gor==6 & year==2007
replace p_spirits_on =1.89344 if gor==7 & year==2007

replace p_spirits_on =2.17616 if gor==1 & year==2008
replace p_spirits_on =1.99752 if gor==2 & year==2008
replace p_spirits_on =2.01579 if gor==3 & year==2008
replace p_spirits_on =2.069585 if gor==4 & year==2008
replace p_spirits_on =1.99143 if gor==5 & year==2008
replace p_spirits_on =2.03812 if gor==6 & year==2008
replace p_spirits_on =1.98128 if gor==7 & year==2008

replace p_spirits_on =2.29408 if gor==1 & year==2009
replace p_spirits_on =2.10576 if gor==2 & year==2009
replace p_spirits_on =2.12502 if gor==3 & year==2009
replace p_spirits_on =2.18173 if gor==4 & year==2009
replace p_spirits_on =2.09934 if gor==5 & year==2009
replace p_spirits_on =2.14856 if gor==6 & year==2009
replace p_spirits_on =2,08864 if gor==7 & year==2009


replace p_spirits_on =2.3048 if gor==1 & year==2010
replace p_spirits_on =2.1156 if gor==2 & year==2010
replace p_spirits_on =2.13495 if gor==3 & year==2010
replace p_spirits_on =2.191925 if gor==4 & year==2010
replace p_spirits_on =2.10915 if gor==5 & year==2010
replace p_spirits_on =2.1586 if gor==6 & year==2010
replace p_spirits_on =2.0984 if gor==7 & year==2010

replace p_spirits_on =2.50848 if gor==1 & year==2011
replace p_spirits_on =2.30256 if gor==2 & year==2011
replace p_spirits_on =2.32362 if gor==3 & year==2011
replace p_spirits_on =2.38563 if gor==4 & year==2011
replace p_spirits_on =2.29554 if gor==5 & year==2011
replace p_spirits_on =2.34936 if gor==6 & year==2011
replace p_spirits_on =2.28384 if gor==7 & year==2011

replace p_spirits_on =2.7336 if gor==1 & year==2012
replace p_spirits_on =2.5092 if gor==2 & year==2012
replace p_spirits_on =2.53215 if gor==3 & year==2012
replace p_spirits_on =2.599725 if gor==4 & year==2012
replace p_spirits_on =2.50155 if gor==5 & year==2012
replace p_spirits_on =2.5602 if gor==6 & year==2012
replace p_spirits_on =2.4888 if gor==7 & year==2012

CIDER ON

replace p_cider_on =0.90048 if gor==1 & year==2007
replace p_cider_on =0.82656 if gor==2 & year==2007
replace p_cider_on =0.83412 if gor==3 & year==2007
replace p_cider_on =0.85638 if gor==4 & year==2007
replace p_cider_on =0.82404 if gor==5 & year==2007
replace p_cider_on =0.84336 if gor==6 & year==2007
replace p_cider_on =0.81984 if gor==7 & year==2007

replace p_cider_on =0.97552 if gor==1 & year==2008
replace p_cider_on =0.89544 if gor==2 & year==2008
replace p_cider_on =0.90363 if gor==3 & year==2008
replace p_cider_on =0.927745 if gor==4 & year==2008
replace p_cider_on =0.89271 if gor==5 & year==2008
replace p_cider_on =0.91364 if gor==6 & year==2008
replace p_cider_on =0.88816 if gor==7 & year==2008

replace p_cider_on =1.03448 if gor==1 & year==2009
replace p_cider_on =0.94956 if gor==2 & year==2009
replace p_cider_on =0.958245 if gor==3 & year==2009
replace p_cider_on =0.9838175 if gor==4 & year==2009
replace p_cider_on =0.946665 if gor==5 & year==2009
replace p_cider_on =0.96886 if gor==6 & year==2009
replace p_cider_on =0.94184 if gor==7 & year==2009

replace p_cider_on =1.08808 if gor==1 & year==2010
replace p_cider_on =0.99876 if gor==2 & year==2010
replace p_cider_on =1.007895 if gor==3 & year==2010
replace p_cider_on =1.0347925 if gor==4 & year==2010
replace p_cider_on =0.995715 if gor==5 & year==2010
replace p_cider_on =1.01906 if gor==6 & year==2010
replace p_cider_on =0.99064 if gor==7 & year==2010

replace p_cider_on =1.17384 if gor==1 & year==2011
replace p_cider_on =1.07748 if gor==2 & year==2011
replace p_cider_on =1.087335 if gor==3 & year==2011
replace p_cider_on =1.1163525 if gor==4 & year==2011
replace p_cider_on =1.074195 if gor==5 & year==2011
replace p_cider_on =1.09938 if gor==6 & year==2011
replace p_cider_on =1.06872 if gor==7 & year==2011

replace p_cider_on =1.1524 if gor==1 & year==2012
replace p_cider_on =1.0578 if gor==2 & year==2012
replace p_cider_on =1.066475 if gor==3 & year==2012
replace p_cider_on =1.0959625 if gor==4 & year==2012
replace p_cider_on =1.054575 if gor==5 & year==2012
replace p_cider_on =1.0793 if gor==6 & year==2012
replace p_cider_on =1.0492 if gor==7 & year==2012


ALCOPOPS ON
replace p_alcopops_on=1.9296 if gor==1 & year==2007
replace p_alcopops_on=1.7712 if gor==2 & year ==2007
replace p_alcopops_on=1.7874 if gor==3 & year ==2007
replace p_alcopops_on=1.8351 if gor==4 & year ==2007
replace p_alcopops_on=1.7658 if gor==5 & year ==2007
replace p_alcopops_on=1.8072 if gor==6 & year ==2007
replace p_alcopops_on=1.7568 if gor==7 & year ==2007

replace p_alcopops_on=2.1976 if gor==1 & year ==2008
replace p_alcopops_on=2.0172 if gor==2 & year ==2008
replace p_alcopops_on=2.03565 if gor==3 & year ==2008
replace p_alcopops_on=2.089975 if gor==4 & year ==2008
replace p_alcopops_on=2.01105 if gor==5 & year ==2008
replace p_alcopops_on=2.0582 if gor==6 & year ==2008
replace p_alcopops_on=2.0008 if gor==7 & year ==2008

replace p_alcopops_on=2.24048 if gor==1 & year ==2009
replace p_alcopops_on=2.05656 if gor==2 & year ==2009
replace p_alcopops_on=2.07537 if gor==3 & year ==2009
replace p_alcopops_on=2.130755 if gor==4 & year ==2009
replace p_alcopops_on=2.05029 if gor==5 & year ==2009
replace p_alcopops_on=2.09836 if gor==6 & year ==2009
replace p_alcopops_on=2.03984 if gor==7 & year ==2009

replace p_alcopops_on=2.27264 if gor==1 & year ==2010
replace p_alcopops_on=2.08608 if gor==2 & year ==2010
replace p_alcopops_on=2.10516 if gor==3 & year ==2010
replace p_alcopops_on=2.16134 if gor==4 & year ==2010
replace p_alcopops_on=2.07972 if gor==5 & year ==2010
replace p_alcopops_on=2.12848 if gor==6 & year ==2010
replace p_alcopops_on=2.06912 if gor==7 & year ==2010

replace p_alcopops_on=2.1976 if gor==1 & year ==2011
replace p_alcopops_on=2.0172 if gor==2 & year ==2011
replace p_alcopops_on=2.03565 if gor==3 & year ==2011
replace p_alcopops_on=2.089975 if gor==4 & year ==2011
replace p_alcopops_on=2.01105 if gor==5 & year ==2011
replace p_alcopops_on=2.0582 if gor==6 & year ==2011
replace p_alcopops_on=2.008 if gor==7 & year ==2011

replace p_alcopops_on=2.22976 if gor==1 & year ==2012
replace p_alcopops_on=2.04672 if gor==2 & year ==2012
replace p_alcopops_on=2.06544 if gor==3 & year ==2012
replace p_alcopops_on=2.12056 if gor==4 & year ==2012
replace p_alcopops_on=2.04048 if gor==5 & year ==2012
replace p_alcopops_on=2.08832 if gor==6 & year ==2012
replace p_alcopops_on=2.03008 if gor==7 & year ==2012

WINE OFF

replace p_wine_off =0.41808 if gor==1 & year==2007
replace p_wine_off =0.38376 if gor==2 & year==2007
replace p_wine_off =0.38727 if gor==3 & year==2007
replace p_wine_off =0.397605 if gor==4 & year==2007
replace p_wine_off =0.38259 if gor==5 & year==2007
replace p_wine_off =0.39156 if gor==6 & year==2007
replace p_wine_off =0.38064 if gor==7 & year==2007

replace p_wine_off=0.43416 if gor==1 & year==2008
replace p_wine_off=0.39852 if gor==2 & year ==2008
replace p_wine_off=0.402165 if gor==3 & year ==2008
replace p_wine_off=0.4128975 if gor==4 & year ==2008
replace p_wine_off=0.397305 if gor==5 & year ==2008
replace p_wine_off=0.40662 if gor==6 & year ==2008
replace p_wine_off=0.39528 if gor==7 & year ==2008

replace p_wine_off= 0.46096 if gor==1 & year ==2009
replace p_wine_off=0.42312 if gor==2 & year ==2009
replace p_wine_off=0.42699 if gor==3 & year ==2009
replace p_wine_off=0.438385 if gor==4 & year ==2009
replace p_wine_off=0.42183 if gor==5 & year ==2009
replace p_wine_off=0.43172 if gor==6 & year ==2009
replace p_wine_off=0.41968 if gor==7 & year ==2009

replace p_wine_off=0.48776 if gor==1 & year ==2010
replace p_wine_off=0.44772 if gor==2 & year ==2010
replace p_wine_off=0.451815 if gor==3 & year ==2010
replace p_wine_off=0.4638725 if gor==4 & year ==2010
replace p_wine_off=0.446355 if gor==5 & year ==2010
replace p_wine_off=0.45682 if gor==6 & year ==2010
replace p_wine_off=0.44408 if gor==7 & year ==2010

replace p_wine_off=0.51456 if gor==1 & year ==2011
replace p_wine_off=0.47232 if gor==2 & year ==2011
replace p_wine_off=0.47664 if gor==3 & year ==2011
replace p_wine_off=0.48936 if gor==4 & year ==2011
replace p_wine_off=0.47088 if gor==5 & year ==2011
replace p_wine_off=0.48192 if gor==6 & year ==2011
replace p_wine_off=0.46848 if gor==7 & year ==2011

replace p_wine_off=0.54672 if gor==1 & year ==2012
replace p_wine_off=0.50184 if gor==2 & year ==2012
replace p_wine_off=0.50643 if gor==3 & year ==2012
replace p_wine_off=0.519945 if gor==4 & year ==2012
replace p_wine_off=0.50021 if gor==5 & year ==2012
replace p_wine_off=0.51204 if gor==6 & year ==2012
replace p_wine_off=0.49776 if gor==7 & year ==2012

BEER OFF

replace p_beer_off=0.40736 if gor==1 & year==2007
replace p_beer_off=0.37392 if gor==2 year==2007
replace p_beer_off=0.37734 if gor==3 & year==2007
replace p_beer_off=0.38741 if gor==4 & year==2007
replace p_beer_off=0.37278 if gor==5 & year==2007
replace p_beer_off=0.38152 if gor==6 & year==2007
replace p_beer_off=0.37088 if gor==7 & year==2007

replace p_beer_off=0.41808 if gor==1 & year==2008
replace p_beer_off=0.38376 if gor==2 & year==2008
replace p_beer_off=0.38727 if gor==3 & year==2008
replace p_beer_off=0.397605 if gor==4 & year==2008
replace p_beer_off=0.38259 if gor==5 & year==2008
replace p_beer_off=0.39156 if gor==6 & year==2008
replace p_beer_off=0.38064 if gor==7 & year==2008

replace p_beer_off=0.43952 if gor==1 & year==2009
replace p_beer_off=0.40344 if gor==2 & year==2009
replace p_beer_off=0.40713 if gor==3 & year==2009
replace p_beer_off=0.417995 if gor==4 & year==2009
replace p_beer_off=0.40221 if gor==5 & year==2009
replace p_beer_off=0.41164 if gor==6 & year==2009
replace p_beer_off=0.40016 if gor==7 & year==2009

replace p_beer_off=0.45024 if gor==1 & year==2010
replace p_beer_off=0.41328 if gor==2 & year==2010
replace p_beer_off=0.41706 if gor==3 & year==2010
replace p_beer_off=0.42819 if gor==4 & year==2010
replace p_beer_off=0.41202 if gor==5 & year==2010
replace p_beer_off=0.42168 if gor==6 & year==2010
replace p_beer_off=0.40992 if gor==7 & year==2010

replace p_beer_off=0.49312 if gor==1 & year==2011
replace p_beer_off=0.45264 if gor==2 & year==2011
replace p_beer_off=0.45678 if gor==3 & year==2011
replace p_beer_off=0.46897 if gor==4 & year==2011
replace p_beer_off=0.45126 if gor==5 & year==2011
replace p_beer_off=0.46184 if gor==6 & year==2011
replace p_beer_off=0.44896 if gor==7 & year==2011

replace p_beer_off=0.50384 if gor==1 & year==2012
replace p_beer_off=0.46248 if gor==2 & year==2012
replace p_beer_off=0.46671 if gor==3 & year==2012
replace p_beer_off=0.479165 if gor==4 & year==2012
replace p_beer_off=0.46107 if gor==5 & year==2012
replace p_beer_off=0.47188 if gor==6 & year==2012
replace p_beer_off=0.45872 if gor==7 & year==2012



SPIRITS OFF
replace p_spirits_off=0.40736 if gor==1 & year==2007
replace p_spirits_off=0.37392 if gor==2 & year==2007
replace p_spirits_off=0.37734 if gor==3 & year==2007
replace p_spirits_off=0.38741 if gor==4 & year==2007
replace p_spirits_off=0.37278 if gor==5 & year==2007
replace p_spirits_off=0.38152 if gor==6 & year==2007
replace p_spirits_off=0.37088 if gor==7 & year==2007

replace p_spirits_off=0.4288 if gor==1 & year==2008
replace p_spirits_off=0.3936 if gor==2 & year==2008
replace p_spirits_off=0.3972 if gor==3 & year==2008
replace p_spirits_off=0.4078 if gor==4 & year==2008
replace p_spirits_off=0.3924 if gor==5 & year==2008
replace p_spirits_off=0.4016 if gor==6 & year==2008
replace p_spirits_off=0.3904 if gor==7 & year==2008

replace p_spirits_off=0.45024 if gor==1 & year==2009
replace p_spirits_off=0.41328 if gor==2 & year==2009
replace p_spirits_off=0.41706 if gor==3 & year==2009
replace p_spirits_off=0.42819 if gor==4 & year==2009
replace p_spirits_off=0.41202 if gor==5 & year==2009
replace p_spirits_off=0.42168 if gor==6 & year==2009
replace p_spirits_off=0.40992 if gor==7 & year==2009

replace p_spirits_off=0.47168 if gor==1 & year==2010
replace p_spirits_off=0.43296 if gor==2 & year==2010
replace p_spirits_off=0.43692 if gor==3 & year==2010
replace p_spirits_off=0.44858 if gor==4 & year==2010
replace p_spirits_off=0.43164 if gor==5 & year==2010
replace p_spirits_off=0.44176 if gor==6 & year==2010
replace p_spirits_off=0.42944 if gor==7 & year==2010

replace p_spirits_off=0.49312 if gor==1 & year==2011
replace p_spirits_off=0.45264 if gor==2 & year==2011
replace p_spirits_off=0.45678 if gor==3 & year==2011
replace p_spirits_off=0.46897 if gor==4 & year==2011
replace p_spirits_off=0.45126 if gor==5 & year==2011
replace p_spirits_off=0.46184 if gor==6 & year==2011
replace p_spirits_off=0.44896 if gor==7 & year==2011

replace p_spirits_off=0.52528 if gor==1 & year==2012
replace p_spirits_off=0.48216 if gor==2 & year==2012
replace p_spirits_off=0.48657 if gor==3 & year==2012
replace p_spirits_off=0.499555 if gor==4 & year==2012
replace p_spirits_off=0.48069 if gor==5 & year==2012
replace p_spirits_off=0.49196 if gor==6 & year==2012
replace p_spirits_off=0.47824 if gor==7 & year==2012



CIDER OFF
replace p_cider_off= 0.27336 if gor==1 & year==2007
replace p_cider_off=0.25092 if gor==2 & year==2007
replace p_cider_off=0.253215 if gor==3 & year==2007
replace p_cider_off=0.2599725 if gor==4 & year==2007
replace p_cider_off=0.250155 if gor==5 & year==2007
replace p_cider_off=0.25602 if gor==6 & year==2007
replace p_cider_off=0.24888 if gor==7 & year==2007

replace p_cider_off=0.27336 if gor=1= & year==2008
replace p_cider_off=0.25092 if gor==2 & year==2008
replace p_cider_off=0.253215 if gor==3 & year==2008
replace p_cider_off=0.2599725 if gor==4 & year==2008
replace p_cider_off=0.250155 if gor==5 & year==2008
replace p_cider_off=0.25602 if gor==6 & year==2008
replace p_cider_off=0.24888 if gor==7 & year==2008

replace p_cider_off=0.30552 if gor==1 & year==2009
replace p_cider_off=0.28044 if gor==2 & year==2009
replace p_cider_off=0.283005 if gor==3 & year==2009
replace p_cider_off=0.2905575 if gor==4 & year==2009
replace p_cider_off=0.279585 if gor==5 & year==2009
replace p_cider_off=0.28614 if gor==6 & year==2009
replace p_cider_off=0.27816 if gor==7 & year==2009

replace p_cider_off=0.31624 if gor==1 & year==2010
replace p_cider_off=0.29028 if gor==2 & year==2010
replace p_cider_off=0.292935 if gor==3 & year==2010
replace p_cider_off=0.3007525 if gor==4 & year==2010
replace p_cider_off=0.289395 if gor==5 & year==2010
replace p_cider_off=0.29618 if gor==6 & year==2010
replace p_cider_off=0.28792 if gor==7 & year==2010

replace p_cider_off=0.33768 if gor==1 & year==2011
replace p_cider_off=0.30996 if gor==2 & year==2011
replace p_cider_off=0.312795 if gor==3 & year==2011
replace p_cider_off=0.3211425 if gor==4 & year==2011
replace p_cider_off=0.309015 if gor==5 & year==2011
replace p_cider_off=0.31626 if gor==6 & year==2011
replace p_cider_off=0.30744 if gor==7 & year==2011

replace p_cider_off=0.35912 if gor==1 & year==2012
replace p_cider_off=0.32964 if gor==2 & year==2012
replace p_cider_off=0.332655 if gor==3 & year==2012
replace p_cider_off=0.3415325 if gor==4 & year==2012
replace p_cider_off=0.328635 if gor==5 & year==2012
replace p_cider_off=0.33634 if gor==6 & year==2012
replace p_cider_off=0.32696 if gor==7 & year==2012

ALCOPOPS OFFF

replace p_alcopops_off=0.87904 if gor==1 & year==2007
replace p_alcopops_off=0.80688 if gor==2 & year==2007
replace p_alcopops_off=0.81426 if gor==3 & year==2007
replace p_alcopops_off=0.83599 if gor==4 & year==2007
replace p_alcopops_off=0.80442 if gor==5 & year==2007
replace p_alcopops_off=0.82328 if gor==6 & year==2007
replace p_alcopops_off=0.80032 if gor==7 & year==2007

replace p_alcopops_off=0.90048 if gor==1 & year==2008
replace p_alcopops_off=0.82656 if gor==2 & year==2008
replace p_alcopops_off=0.83412 if gor==3 & year==2008
replace p_alcopops_off=0.85638 if gor==4 & year==2008
replace p_alcopops_off=0.82404 if gor==5 & year==2008
replace p_alcopops_off=0.84336 if gor==6 & year==2008
replace p_alcopops_off=0.81984 if gor==7 & year==2008

replace p_alcopops_off=0.92192 if gor==1 & year==2009
replace p_alcopops_off=0.84624 if gor==2 & year==2009
replace p_alcopops_off=0.85398 if gor==3 & year==2009
replace p_alcopops_off=0.87677 if gor==4 & year==2009
replace p_alcopops_off=0.84366 if gor==5 & year==2009
replace p_alcopops_off=0.86344 if gor==6 & year==2009
replace p_alcopops_off=0.83936 if gor==7 & year==2009

replace p_alcopops_off =0.9112 if gor==1 & year==2010
replace p_alcopops_off =0.8364 if gor==2 & year==2010
replace p_alcopops_off =0.84405 if gor==3 & year==2010
replace p_alcopops_off =0.866575 if gor==4 & year==2010
replace p_alcopops_off =0.83385 if gor==5 & year==2010
replace p_alcopops_off =0.8534 if gor==6 & year==2010
replace p_alcopops_off =0.8296 if gor==7 & year==2010

replace p_alcopops_off=0.98624 if gor==1 & year==2011
replace p_alcopops_off=0.90528 if gor==2 & year==2011
replace p_alcopops_off=0.91356 if gor==3 & year==2011
replace p_alcopops_off=0.93794 if gor==4 & year==2011
replace p_alcopops_off=0.90252 if gor==5 & year==2011
replace p_alcopops_off=0.92368 if gor==6 & year==2011
replace p_alcopops_off=0.89792 if gor==7 & year==2011

replace p_alcopops_off=1.05056 if gor==1 & year==2012
replace p_alcopops_off=0.96432 if gor==2 & year==2012
replace p_alcopops_off=0.97314 if gor==3 & year==2012
replace p_alcopops_off=0.99911 if gor==4 & year==2012
replace p_alcopops_off=0.96138 if gor==5 & year==2012
replace p_alcopops_off=0.98392 if gor==6 & year==2012
replace p_alcopops_off=0.95648 if gor==7 & year==2012

i originally was typing gor_recode but gor is recoded the same
could there be a problem with my codes for prices?
I then calculated log_price* by:
log_price_wine_on = log(p_wine_on) etc for all alcohol types

[Anya hewertson]

Also i've ran the tobit regression excluding log_price_beer_off But I've kept log_price_wine_on and the same thing has happened where the tobit regression won't converge

tobit expshare_wine_on log_price_wine_on log_price_beer_on log_price_wine_off log_price_cider_on log_price_cider_off log_price_spirits_on log_price_spirits_off log_price_alcopops_on log_price_alcopops_off logincome i.socio_group i.gor_recode i.year i.sexhrp , ll(0)

[Clyde Schechter]

OK, I see the problem. All of these _on and _off variables are actually just direct functions of gor and year. So although they are many variables, they actually have only two degrees of freedom among them. That is why -tobit- will not converge: the structure of your model is massively colinear: literally everything exxcept sexhrp is colinear with all the other variables. You will never get convergence in a situation like that. Of all the variables log_*_on, i.gor, and i.year, you can only include two of them (any two) in the model and get convergence. So pick the two you consider most salient to your problem.