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  • Regression output featuring a period for one variable

    I'm using logit regression to link state-level policies with an individual's probability of reemployment. As controls, I feature a handful of state-by-month labor market data. As in prior work that's used the same data I'm working with, and that's explored the same outcome, the model also controls for squared and cubed values of these labor market slack measures: so unemployment rate, expressed as a proportion (e.g., 0.065); then unemployment rate^2 (0.004225); and unemployment rate^3 (0.000275). Some of the non-squared or -cubed proportions are rather small; which means the squared and cubed values are even smaller. I assume that's why the regression output associated with those variables shows a dot or period, as below (see INITRATE3). Is there anything to be concerned about here? Should I remove the variable for which a dot is showing up?

    Code:
                          ur_sa |   8.80e-10   1.12e-08    -1.64   0.100     1.38e-20    56.01906
                         ur2_sa |   2.56e+64   2.57e+66     1.47   0.141     4.65e-22    1.4e+150
                         ur3_sa |   5.2e-175   1.3e-172    -1.56   0.119            0    1.28e+45
                            iur |   .1303132   .9846071    -0.27   0.787     4.83e-08      351892
                           iur2 |   1.09e+14   8.32e+15     0.42   0.673     7.56e-52    1.56e+79
                           iur3 |   3.96e-41   8.42e-39    -0.44   0.661     6.3e-222    2.5e+140
                       initrate |   .0017314    .083949    -0.13   0.896     9.25e-45    3.24e+38
                      initrate2 |   1.1e-221   3.5e-218    -0.16   0.872            0           .
                      initrate3 |          .          .     0.19   0.849            0           .
                      empgrowth |   1.156185   .0878403     1.91   0.056     .9962262    1.341828
                           emp2 |   .9770312   .0225311    -1.01   0.314     .9338542    1.022205
                           emp3 |   1.002295   .0017089     1.34   0.179     .9989514     1.00565

  • #2
    Claire:
    the main issue with your regression outcome is that there's no evidence that your coefficients differ from 1 if expressed on OR metric.
    Why this is so I cannot say, as you reported only a part of what Stata gave you back and no regression code at all.
    Kind regards,
    Carlo
    (Stata 19.0)

    Comment


    • #3
      Right. Thanks, Carlo Lazzaro. Here's the code, and the output. In the meantime, I'm going to investigate if anything went wrong when I merged data sets...:

      Code:
      logit reemp3 i.rq##i.prepostperiod i.hidh##i.prepostperiod i.lorh##i.prepostperiod i.lorech##i.prepostperiod b3.age_group b1.race_wbho b4.edu4 i.woman##i.marstdum1##i.ownkidd_18 b1.ind_nilf b1.uh_occmaj_b2 sampjl b1.durg ur_sa ur2_sa ur3_sa iur iur2 iur3 initrate initrate2 initrate3 empgrowth emp2 emp3 incrate_jhu stringd i.cutoff3n if sampall==1 & age>=18 & age<65 [pw=wtfinl], vce(cluster statefip) or
      Code:
      note: 11.uh_occmaj_b2 omitted because of collinearity.
      Iteration 0:   log pseudolikelihood =  -20682850  
      Iteration 1:   log pseudolikelihood =  -19713507  
      Iteration 2:   log pseudolikelihood =  -19682778  
      Iteration 3:   log pseudolikelihood =  -19682601  
      Iteration 4:   log pseudolikelihood =  -19682601  
      
      Logistic regression                                     Number of obs = 10,380
                                                              Wald chi2(43) =      .
                                                              Prob > chi2   =      .
      Log pseudolikelihood = -19682601                        Pseudo R2     = 0.0484
      
                                                   (Std. err. adjusted for 45 clusters in statefip)
      ---------------------------------------------------------------------------------------------
                                  |               Robust
                           reemp3 | Odds ratio   std. err.      z    P>|z|     [95% conf. interval]
      ----------------------------+----------------------------------------------------------------
                             1.rq |   1.303789   .2088128     1.66   0.098     .9525336    1.784573
                  1.prepostperiod |    1.96668   .4754841     2.80   0.005     1.224444    3.158848
                                  |
                 rq#prepostperiod |
                             1 1  |   .7607078   .1140951    -1.82   0.068     .5669569    1.020671
                                  |
                           1.hidh |   .9630058   .1174915    -0.31   0.757       .75819     1.22315
                                  |
               hidh#prepostperiod |
                             1 1  |    1.01543   .1280341     0.12   0.903     .7930919      1.3001
                                  |
                           1.lorh |   1.058664   .0863695     0.70   0.485     .9022237    1.242231
                                  |
               lorh#prepostperiod |
                             1 1  |   1.029519   .1007378     0.30   0.766     .8498547    1.247165
                                  |
                         1.lorech |   .7904797   .1392273    -1.33   0.182      .559717    1.116382
                                  |
             lorech#prepostperiod |
                             1 1  |   1.270628   .2499634     1.22   0.223     .8641044    1.868402
                                  |
                        age_group |
                           18-24  |    1.14913   .1105757     1.44   0.149     .9516163    1.387639
                           25-34  |   .9743042   .0852849    -0.30   0.766     .8207017    1.156655
                           45-54  |   .9802508   .0706162    -0.28   0.782     .8511725    1.128904
                           55-64  |   .8323383   .0606694    -2.52   0.012     .7215319    .9601613
                                  |
                        race_wbho |
                      2 black nh  |   .6766168    .075328    -3.51   0.000     .5439741    .8416031
               3 hispanic/latino  |   .9216113   .0871562    -0.86   0.388     .7656851    1.109291
                        other nh  |   .7288072   .0790963    -2.91   0.004     .5891598    .9015549
                                  |
                             edu4 |
                  1 Less than HS  |    1.00358   .1162179     0.03   0.975     .7997975    1.259285
                     2 HS or GED  |   1.002949   .0888458     0.03   0.973     .8430934    1.193115
      3 Some college or Associ..  |   .9976285   .0869765    -0.03   0.978     .8409271     1.18353
                                  |
                          1.woman |   1.131493   .0843544     1.66   0.098      .977673    1.309514
                      1.marstdum1 |   1.481742   .1759729     3.31   0.001      1.17404    1.870087
                                  |
                  woman#marstdum1 |
                             1 1  |   .7691248   .1265107    -1.60   0.111     .5571672    1.061715
                                  |
                       ownkidd_18 |
      1: Own children, <18, in..  |   .8563432   .1368613    -0.97   0.332      .626049    1.171352
                                  |
                 woman#ownkidd_18 |
                               1 #|
      1: Own children, <18, in..  |   1.242547   .2498485     1.08   0.280     .8378289    1.842768
                                  |
             marstdum1#ownkidd_18 |
                               1 #|
      1: Own children, <18, in..  |   1.043226   .2892507     0.15   0.879     .6058561    1.796335
                                  |
       woman#marstdum1#ownkidd_18 |
                               1 #|
                               1 #|
      1: Own children, <18, in..  |   .8733474   .2490553    -0.47   0.635     .4993984    1.527309
                                  |
                         ind_nilf |
                               2  |   .2856043   .0913719    -3.92   0.000     .1525613    .5346693
                               3  |   .8386183   .3070126    -0.48   0.631     .4092089    1.718635
                               4  |    .891526    .394866    -0.26   0.795     .3742209    2.123929
                               5  |   .8300109   .2969469    -0.52   0.603     .4116761    1.673447
                               6  |   .7522237     .24655    -0.87   0.385     .3956907    1.430007
                               7  |   .8772725   .2995761    -0.38   0.701     .4492223    1.713199
                               8  |   .9668094   .3269283    -0.10   0.920     .4983169    1.875755
                               9  |   .6830549   .2527665    -1.03   0.303     .3307242    1.410734
                              10  |   .9983931   .3128206    -0.01   0.996      .540256     1.84503
                              11  |   .6522217   .2161597    -1.29   0.197     .3406351    1.248823
                              12  |   .8519087   .3124858    -0.44   0.662     .4151132    1.748314
                              13  |   .9185155   .3199965    -0.24   0.807     .4640248    1.818159
                              14  |    .438974   .3880842    -0.93   0.352     .0776097    2.482913
                                  |
                     uh_occmaj_b2 |
      professional and related..  |   1.156541   .1200235     1.40   0.161      .943681    1.417415
             service occupations  |     1.2894   .1463898     2.24   0.025     1.032163    1.610748
      sales and related occupa..  |   1.062328   .1361729     0.47   0.637     .8263212    1.365742
      office and administrativ..  |   1.031202   .1366578     0.23   0.817     .7953167    1.337049
      farming, fishing, and fo..  |    .675783   .2323057    -1.14   0.254     .3445086    1.325606
      construction and extract..  |    1.11496   .1612931     0.75   0.452     .8396964    1.480459
      installation, maintenanc..  |   .9600837   .2208604    -0.18   0.859     .6116406     1.50703
          production occupations  |   1.003564   .0862979     0.04   0.967     .8479084    1.187794
      transportation and mater..  |   1.116894   .1430619     0.86   0.388     .8689248    1.435627
                    armed forces  |          1  (omitted)
                                  |
                           sampjl |   1.444842   .0975986     5.45   0.000     1.265674    1.649372
                                  |
                             durg |
                       5-8 weeks  |   .7304258   .0516235    -4.44   0.000     .6359408    .8389489
                      9-12 weeks  |   .6455754   .0481113    -5.87   0.000     .5578424    .7471064
                     13-16 weeks  |   .4872494   .0368639    -9.50   0.000     .4200991    .5651333
                     17-20 weeks  |   .3956191   .0542556    -6.76   0.000     .3023726     .517621
                     21-26 weeks  |   .4462529   .0398389    -9.04   0.000     .3746198    .5315834
                     27-32 weeks  |   .4439254   .0853959    -4.22   0.000     .3044866    .6472198
                     33-38 weeks  |   .4067732   .0550623    -6.65   0.000     .3119829     .530364
                     39-44 weeks  |   .4229108   .1022635    -3.56   0.000     .2632818    .6793238
                     45-50 weeks  |   .3427082    .109676    -3.35   0.001     .1830277    .6417003
                     51-52 weeks  |   .3869811   .0802235    -4.58   0.000      .257769    .5809635
                       >52 weeks  |   .2136835   .0428064    -7.70   0.000     .1442956    .3164382
                                  |
                            ur_sa |   8.80e-10   1.12e-08    -1.64   0.100     1.38e-20    56.01906
                           ur2_sa |   2.56e+64   2.57e+66     1.47   0.141     4.65e-22    1.4e+150
                           ur3_sa |   5.2e-175   1.3e-172    -1.56   0.119            0    1.28e+45
                              iur |   .1303132   .9846071    -0.27   0.787     4.83e-08      351892
                             iur2 |   1.09e+14   8.32e+15     0.42   0.673     7.56e-52    1.56e+79
                             iur3 |   3.96e-41   8.42e-39    -0.44   0.661     6.3e-222    2.5e+140
                         initrate |   .0017314    .083949    -0.13   0.896     9.25e-45    3.24e+38
                        initrate2 |   1.1e-221   3.5e-218    -0.16   0.872            0           .
                        initrate3 |          .          .     0.19   0.849            0           .
                        empgrowth |   1.156185   .0878403     1.91   0.056     .9962262    1.341828
                             emp2 |   .9770312   .0225311    -1.01   0.314     .9338542    1.022205
                             emp3 |   1.002295   .0017089     1.34   0.179     .9989514     1.00565
                      incrate_jhu |   .9997373   .0001608    -1.63   0.102     .9994221    1.000053
                          stringd |   .9982051   .0043141    -0.42   0.678     .9897853    1.006696
                       1.cutoff3n |    1.09651   .0791278     1.28   0.202     .9518902    1.263101
                            _cons |   .6563045   .3035794    -0.91   0.363     .2650786    1.624935
      ---------------------------------------------------------------------------------------------
      Note: _cons estimates baseline odds.

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