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  • Margins command and not estimable

    Hello,

    I am working on an ologit model that is exploring changes in a survey respondent's satisfaction with their financial condition based in part on their income levels related to Medicaid and tax credits/subsidies in health benefit exchanges. Here is my model:

    Code:
     . svy: ologit satisfact_fin_con mcaid_exp eng_d eng_d_mexp gender i.ethnicity i.education c.income2012##c.income2012 c.income2015##c.income2015 c.income2018##c.income2018 i.living_arr_and_dep_kids full_time_employment unemployed retirement i.state h1 hi_under55 Y2012 Y2015 Y2018
    (running ologit on estimation sample)
    
    Survey: Ordered logistic regression
    
    Number of strata =      1                         Number of obs   =     14,221
    Number of PSUs   = 14,221                         Population size = 13,787.025
                                                      Design df       =     14,220
                                                      F(75, 14146)    =          .
                                                      Prob > F        =          .
    
    -----------------------------------------------------------------------------------------------------------------------
                                                          |             Linearized
                                        satisfact_fin_con | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
    ------------------------------------------------------+----------------------------------------------------------------
                                                mcaid_exp |   .1646864   .1034007     1.59   0.111    -.0379924    .3673652
                                                    eng_d |  -.0615908    .159987    -0.38   0.700    -.3751862    .2520047
                                               eng_d_mexp |  -.0904735   .1796805    -0.50   0.615    -.4426709    .2617238
                                                   gender |  -.1703788   .0374672    -4.55   0.000    -.2438193   -.0969382
                                                          |
                                                ethnicity |
                                      Black non-Hispanic  |  -.2072806   .0694167    -2.99   0.003    -.3433465   -.0712147
                                       Hispanic any race  |   .1789224   .0930218     1.92   0.054    -.0034126    .3612574
                                      Asian non-Hispanic  |  -.0258495   .1193996    -0.22   0.829    -.2598883    .2081893
    Other non-Hispanic (American Indian, Other, 2+ et..)  |  -.3363047   .1096566    -3.07   0.002     -.551246   -.1213635
                                                          |
                                                education |
                                                 HS Grad  |   .2893673   .1314109     2.20   0.028     .0317848    .5469497
                                            Some College  |    .132868   .1304964     1.02   0.309    -.1229221    .3886581
                                            College Grad  |   .2768922   .1345936     2.06   0.040     .0130712    .5407133
                                         Graduate Degree  |   .3131309   .1382932     2.26   0.024     .0420582    .5842037
                                                          |
                                               income2012 |    .000023   2.03e-06    11.34   0.000      .000019    .0000269
                                                          |
                                c.income2012#c.income2012 |  -4.62e-11   8.22e-12    -5.62   0.000    -6.23e-11   -3.01e-11
                                                          |
                                               income2015 |   .0000285   2.15e-06    13.27   0.000     .0000243    .0000327
                                                          |
                                c.income2015#c.income2015 |  -7.30e-11   9.29e-12    -7.85   0.000    -9.12e-11   -5.48e-11
                                                          |
                                               income2018 |   .0000307   2.29e-06    13.39   0.000     .0000262    .0000351
                                                          |
                                c.income2018#c.income2018 |  -7.55e-11   1.01e-11    -7.50   0.000    -9.53e-11   -5.58e-11
                                                          |
                                  living_arr_and_dep_kids |
                                      1 adult and kid(s)  |    .087429    .138907     0.63   0.529    -.1848469    .3597049
                                  multiple adults 0 kids  |  -.1008708   .0517836    -1.95   0.051    -.2023734    .0006318
                              multiple adults and kid(s)  |  -.4064206   .0641402    -6.34   0.000    -.5321439   -.2806974
                                                          |
                                     full_time_employment |  -.0373899   .0474741    -0.79   0.431    -.1304452    .0556655
                                               unemployed |  -.5802745   .0823599    -7.05   0.000    -.7417108   -.4188382
                                               retirement |   .6634571   .0480713    13.80   0.000      .569231    .7576831
                                                          |
                                                    state |
                                                  Alaska  |   .1538897   .1760655     0.87   0.382    -.1912216    .4990011
                                                 Arizona  |   .1245345   .1930407     0.65   0.519    -.2538505    .5029195
                                                Arkansas  |  -.2068757   .1744907    -1.19   0.236    -.5489002    .1351489
                                              California  |  -.0172462   .1913838    -0.09   0.928    -.3923835    .3578911
                                                Colorado  |  -.1777846   .1807532    -0.98   0.325    -.5320844    .1765152
                                             Connecticut  |  -.1672435    .196774    -0.85   0.395    -.5529464    .2184593
                                                Delaware  |  -.1971523   .1927451    -1.02   0.306    -.5749579    .1806534
                                    District of Columbia  |   .1646567   .2132393     0.77   0.440    -.2533203    .5826337
                                                 Florida  |   .0692714   .1685594     0.41   0.681    -.2611271    .3996699
                                                 Georgia  |  -.1744549   .1670467    -1.04   0.296    -.5018883    .1529784
                                                  Hawaii  |  -.0304913   .2121641    -0.14   0.886    -.4463607    .3853781
                                                   Idaho  |   .2478786   .1989769     1.25   0.213    -.1421422    .6378994
                                                Illinois  |  -.2319925   .1820535    -1.27   0.203    -.5888411    .1248562
                                                 Indiana  |   .2669032   .1806815     1.48   0.140    -.0872561    .6210625
                                                    Iowa  |   .2057265   .1849483     1.11   0.266    -.1567965    .5682494
                                                  Kansas  |  -.1776296   .1708918    -1.04   0.299    -.5125999    .1573407
                                                Kentucky  |   .1653678   .1799308     0.92   0.358    -.1873202    .5180557
                                               Louisiana  |  -.1946951   .1729925    -1.13   0.260    -.5337829    .1443927
                                                   Maine  |   .0247627   .1701336     0.15   0.884    -.3087214    .3582468
                                                Maryland  |  -.3649838   .1906788    -1.91   0.056    -.7387392    .0087716
                                           Massachusetts  |  -.1235645   .1991212    -0.62   0.535    -.5138682    .2667391
                                                Michigan  |   .2547052   .1898303     1.34   0.180     -.117387    .6267973
                                               Minnesota  |   .0610862   .1978241     0.31   0.757    -.3266749    .4488473
                                             Mississippi  |  -.0527727   .1631322    -0.32   0.746    -.3725332    .2669878
                                                Missouri  |   .1649411   .1774707     0.93   0.353    -.1829246    .5128069
                                                 Montana  |   .2149899   .1628347     1.32   0.187    -.1041875    .5341673
                                                Nebraska  |   .2146402   .1744895     1.23   0.219     -.127382    .5566624
                                                  Nevada  |   .1408843    .177398     0.79   0.427     -.206839    .4886076
                                           New Hampshire  |   .1156075   .1859118     0.62   0.534    -.2488041     .480019
                                              New Jersey  |  -.3679061   .1867893    -1.97   0.049    -.7340376   -.0017746
                                              New Mexico  |   .0306712   .1895149     0.16   0.871    -.3408028    .4021451
                                                New York  |   .0323792    .187452     0.17   0.863    -.3350512    .3998096
                                          North Carolina  |   .0651057   .1677474     0.39   0.698    -.2637011    .3939126
                                            North Dakota  |   .1516464    .178594     0.85   0.396    -.1984212     .501714
                                                    Ohio  |   .0250083   .1848407     0.14   0.892    -.3373037    .3873202
                                                Oklahoma  |   .0063428   .1657666     0.04   0.969    -.3185814     .331267
                                                  Oregon  |   .0246889   .1664366     0.15   0.882    -.3015486    .3509263
                                            Pennsylvania  |  -.2375424   .1765484    -1.35   0.178    -.5836004    .1085155
                                            Rhode Island  |   .0370566   .1809652     0.20   0.838    -.3176589     .391772
                                          South Carolina  |  -.0746881   .1667144    -0.45   0.654    -.4014701    .2520938
                                            South Dakota  |   .3004683   .1699385     1.77   0.077    -.0326333    .6335699
                                               Tennessee  |   .1044944   .1737673     0.60   0.548    -.2361123    .4451011
                                                   Texas  |  -.0364918   .1742135    -0.21   0.834    -.3779731    .3049895
                                                    Utah  |   .1578976   .1832772     0.86   0.389    -.2013496    .5171449
                                                 Vermont  |   .1289547   .1882139     0.69   0.493    -.2399691    .4978786
                                                Virginia  |  -.1747913   .1764976    -0.99   0.322    -.5207497    .1711672
                                              Washington  |   .0195483    .169052     0.12   0.908    -.3118158    .3509124
                                           West Virginia  |  -.0328476   .1762213    -0.19   0.852    -.3782645    .3125693
                                               Wisconsin  |  -.0327713   .1753222    -0.19   0.852    -.3764257    .3108831
                                                 Wyoming  |    .172028   .1554212     1.11   0.268    -.1326179    .4766738
                                                          |
                                                       h1 |  -.4917407   .0686699    -7.16   0.000    -.6263427   -.3571387
                                               hi_under55 |   .4188247   .5985703     0.70   0.484    -.7544513    1.592101
                                                    Y2012 |   -.112137   .1479055    -0.76   0.448    -.4020511    .1777772
                                                    Y2015 |   .0166794   .1310208     0.13   0.899    -.2401386    .2734974
                                                    Y2018 |          0  (omitted)
    ------------------------------------------------------+----------------------------------------------------------------
                                                    /cut1 |  -.2341094   .7699423                     -1.743297    1.275078
                                                    /cut2 |   1.196162   .7701736                     -.3134793    2.705803
                                                    /cut3 |   3.500011    .771525                      1.987722    5.012301
    -----------------------------------------------------------------------------------------------------------------------
    The next step that I am working on is to look at the results of margins by specific income level year groupings across 3 income eligibility groups and years. The first command yields results:
    Code:
    ​​​​​​. margins if income2012<26614.2, dydx(income2012) predict(xb)
    
    Average marginal effects
    
    Number of strata =      1                         Number of obs   =     10,465
    Number of PSUs   = 14,221                         Population size = 13,787.025
    Model VCE: Linearized                             Design df       =     14,220
    
    Expression: Linear prediction (cutpoints excluded), predict(xb)
    dy/dx wrt:  income2012
    
    ------------------------------------------------------------------------------
                 |            Delta-method
                 |      dy/dx   std. err.      t    P>|t|     [95% conf. interval]
    -------------+----------------------------------------------------------------
      income2012 |   .0000228   2.00e-06    11.41   0.000     .0000189    .0000267
    ------------------------------------------------------------------------------
    But when I move to my next income group, I get a not estimable result that I cannot figure out:
    Code:
    .  margins if income2012>26614.2 & income2012<77142.61, dydx(income2012) predict(xb)
    
    Average marginal effects
    
    Number of strata =      1                         Number of obs   =      1,198
    Number of PSUs   = 14,221                         Population size = 13,787.025
    Model VCE: Linearized                             Design df       =     14,220
    
    Expression: Linear prediction (cutpoints excluded), predict(xb)
    dy/dx wrt:  income2012
    
    ------------------------------------------------------------------------------
                 |            Delta-method
                 |      dy/dx   std. err.      t    P>|t|     [95% conf. interval]
    -------------+----------------------------------------------------------------
      income2012 |          .  (not estimable)
    ------------------------------------------------------------------------------
    Previously, about a month ago, I ran this same ologit model and marings commands which produced results. The only differences between then and now are: 1) I updated Stata from 16 to 17 and 2) deleted 83 observations due to responses being out of range with do not know and prefer not to answer. Any insight is appreciated.

  • #2
    Have you tried rescaling the income variable to larger units? Your polynomial interaction terms are asking Stata to perform numerical differentiation of values on the order of 10-11.

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