I need to do build a simple regression model around the productivity of various land units in SAS but I am fairly new to it. I have the following parameters:
Prodbanana / ELEVATION / SLOPE / SOILTYPE
The productivity vaules of banana are in kg/ha; The elevation and slope parameters are already classified (6 classes) as well as SOILTYPE (6 classes)
The model should be: Productivity = x1* ELEVATION + x2*SLOPE + x3*SOILTYPE
I tried so far:
proc glm data=Work.Banana2;
class ELEVATION SLOPE SOILTYPE;
model Prodbanana = ELEVATION + SLOPE + SOILTYPE;
run;
But it returns the following error:`
45 proc glm data=Work.Banana2;
46 class ELEVATION SLOPE SOILTYPE;
47 model Prodbanana = ELEVATION + SLOPE + SOILTYPE;
-
22
-----
202
NOTE: The previous statement has been deleted.
ERROR 22-322: Syntax error, expecting one of the following: a name, ;, (, *, -, /, #,
CHARACTER, CHAR, NUMERIC, |.
ERROR 202-322: The option or parameter is not recognized and will be ignored.
48 run;`
Any suggestions?
cheers
The addition operator is unnecessary. You can find a quick guide to model specification syntax
here. Works across SAS regression procedures.
Related
I am trying to run a multinomial logit with year fixed effects in mlogit in Stata (panel data: year-country), but I do not get standard errors for some of the models. When I run the same model using multinom in R I get both coefficients and standard errors.
I do not use Stata frequently, so I may be missing something or I may be running different models in Stata and R and should not be comparing them in the first place. What may be happening?
So a few details about the simple version of the model of interest:
I created a data example to show what the problem is
Dependent variable (will call it DV1) with 3 categories of -1, 0, 1 (unordered and 0 as reference)
Independent variables: 2 continuous variables, 3 binary variables, interaction of 2 of the 3 binary variables
Years: 1995-2003
Number of observations in the model: 900
In R I run the code and get coefficients and standard errors as below.
R version of code creating data and running the model:
## Fabricate example data
library(fabricatr)
data <- fabricate(
N = 900,
id = rep(1:900, 1),
IV1 = draw_binary(0.5, N = N),
IV2 = draw_binary(0.5, N = N),
IV3 = draw_binary(0.5, N = N),
IV4 = draw_normal_icc(mean = 3, N = N, clusters = id, ICC = 0.99),
IV5 = draw_normal_icc(mean = 6, N = N, clusters = id, ICC = 0.99))
library(AlgDesign)
DV = gen.factorial(c(3), 1, center=TRUE, varNames=c("DV"))
year = gen.factorial(c(9), 1, center=TRUE, varNames=c("year"))
DV = do.call("rbind", replicate(300, DV, simplify = FALSE))
year = do.call("rbind", replicate(100, year, simplify = FALSE))
year[year==-4]= 1995
year[year==-3]= 1996
year[year==-2]= 1997
year[year==-1]= 1998
year[year==0]= 1999
year[year==1]= 2000
year[year==2]= 2001
year[year==3]= 2002
year[year==4]= 2003
data1=cbind(data, DV, year)
data1$DV1 = relevel(factor(data1$DV), ref = "0")
## Save data as csv file (to use in Stata)
library(foreign)
write.csv(data1, "datafile.csv", row.names=FALSE)
## Run multinom
library(nnet)
model1 <- multinom(DV1 ~ IV1 + IV2 + IV3 + IV4 + IV5 + IV1*IV2 + as.factor(year), data = data1)
Results from R
When I run the model using mlogit (without fixed effects) in Stata I get both coefficients and standard errors.
So I tried including year fixed effects in the model using Stata three different ways and none worked:
femlogit
factor-variable and time-series operators not allowed
depvar and indepvars may not contain factor variables or time-series operators
mlogit
fe option: fe not allowed
used i.year: omits certain variables and/or does not give me standard errors and only shows coefficients (example in code below)
* Read file
import delimited using "datafile.csv", clear case(preserve)
* Run regression
mlogit DV1 IV1 IV2 IV3 IV4 IV5 IV1##IV2 i.year, base(0) iterate(1000)
Stata results
xtmlogit
error - does not run
error message: total number of permutations is 2,389,461,218; this many permutations require a considerable amount of memory and can result in long run times; use option force to proceed anyway, or consider using option rsample()
Fixed effects and non-linear models (such as logits) are an awkward combination. In a linear model you can simply add dummies/demean to get rid of a group-specific intercept, but in a non-linear model none of that works. I mean you could do it technically (which I think is what the R code is doing) but conceptually it is very unclear what that actually does.
Econometricians have spent a lot of time working on this, which has led to some work-arounds, usually referred to as conditional logit. IIRC this is what's implemented in femlogit. I think the mistake in your code is that you tried to include the fixed effects through a dummy specification (i.year). Instead, you should xtset your data and then run femlogit without the dummies.
xtset year
femlogit DV1 IV1 IV2 IV3 IV4 IV5 IV1##IV2
Note that these conditional logit models can be very slow. Personally, I'm more a fan of running two one-vs-all linear regressions (1=1 and 0/-1 set to zero, then -1=1 and 0/1 set to zero). However, opinions are divided (Wooldridge appears to be a fan too, many others very much not so).
I am working with a educational dataset called IPEDS from the National Center for Educational Statistics. They track students in college based upon major, degree completion, etc. The problem in Stata is that I am trying to determine the total count for degrees obtained by a specific major.
They have a variable cipcode which contains values that serve as "majors". cipcode might be 14.2501 "petroleum engineering, 16.0102 "Linguistics" and so forth.
When I write a particular code like
tab cipcode if cipcode==14.2501
it reports no observations. What code will give me the totals?
/*Convert Float Variable to String Variable and use Force Replace*/
tostring cipcode, gen(cipcode_str) format(%6.4f) force
replace cipcode_str = reverse(substr(reverse(cipcode_str), indexnot(reverse(cipcode_str), "0"), .))
replace cipcode_str = reverse(substr(reverse(cipcode_str), indexnot(reverse(cipcode_str), "."), .))
/* Created a total variable called total_t1 for total count of all stem majors listed in table 1*/
gen total_t1 = cipcode_str== "14.2501" + "14.3901" + "15.0999" + "40.0601"
This minimal example confirms your problem. (See, by the way, https://stackoverflow.com/help/mcve for advice on good examples.)
* code
clear
input code
14.2501
14.2501
14.2501
end
tab code if code == 14.2501
tab code if code == float(14.2501)
* results
. tab code if code == 14.2501
no observations
. tab code if code == float(14.2501)
code | Freq. Percent Cum.
------------+-----------------------------------
14.2501 | 3 100.00 100.00
------------+-----------------------------------
Total | 3 100.00
The keyword is one you use, precision. In Stata, search precision for resources, starting with blog posts by William Gould. A decimal like 14.2501 is hard (impossible) to hold exactly in binary and the details of holding a variable as type float can bite.
It's hard to see what you're doing with your last block of code, which you don't explain. The last statement looks puzzling, as you're adding strings. Consider what happens with
. gen whatever = "14.2501" + "14.3901" + "15.0999" + "40.0601"
. di whatever[1]
14.250114.390115.099940.0601
The result is a long string that cannot be a valid cipcode. I suspect that you are reaching towards
... if inlist(cipcode_str, "14.2501", "14.3901", "15.0999", "40.0601")
which is quite different.
But using float() is the minimal trick for this problem.
I have the following model:
Y_{it} = alpha_i + B1*weight_{it} + B2*Dummy_Foreign_{i} + B3*(weight*Dummy_Foreign)_ {it} + e_{it}
and I am interested on the effect on Y of weight for foreign cars and to graph the evolution of the relevant coefficient across quantiles, with the respective standard errors. That is, I need to see the evolution of the coefficients (B1+ B3). I know this is a non-linear effect, and would require some sort of delta method to obtain the variance-covariance matrix to obtain the standard error of (B1+B3).
Before I delve into writing a program that attempts to do this, I thought I would try and ask if there is a way of doing it with grqreg. If this is not possible with grqreg, would someone please guide me into how they would start writing a code that computes the proper standard errors, and graphs the quantile coefficient.
For a cross section example of what I am trying to do, please see code below.
I use grqred to generate the evolution of the separate coefficients (but I need the joint one)-- One graph for the evolution of (B1+B3) with it's respective standard errors.
Thanks.
(I am using Stata 14.1 on Windows 10):
clear
sysuse auto
set scheme s1color
gen gptm = 1000/mpg
label var gptm "gallons / 1000 miles"
gen weight_foreign= weight*foreign
label var weight_foreign "Interaction weight and foreign car"
qreg gptm weight foreign weight_foreign , q(.5)
grqreg weight weight_foreign , ci ols olsci reps(40)
*** Question 1: How to constuct the plot of the coefficient of interest?
Your second question is off-topic here since it is statistical. Try the CV SE site or Statalist.
Here's how you might do (1) in a cross section, using margins and marginsplot:
clear
set more off
sysuse auto
set scheme s1color
gen gptm = 1000/mpg
label var gptm "gallons / 1000 miles"
sqreg gptm c.weight##i.foreign, q(10 25 50 75 95) reps(500) coefl
margins, dydx(weight) predict(outcome(q10)) predict(outcome(q25)) predict(outcome(q50)) predict(outcome(q75)) predict(outcome(q95)) at(foreign=(0 1))
marginsplot, xdimension(_predict) xtitle("Quantile") ///
legend(label(1 "Domestic") label(2 "Foreign")) ///
xlabel(none) xlabel(1 "Q10" 2 "Q25" 3 "Q50" 4 "Q75" 5 "Q95", add) ///
title("Marginal Effect of Weight By Origin") ///
ytitle("GPTM")
This produces a graph like this:
I didn't recast the CI here since it would look cluttered, but that would make it look more like your graph. Just add recastci(rarea) to the options.
Unfortunately, none of the panel quantile regression commands play nice with factor variables and margins. But we can hack something together. First, you can calculate the sums of coefficients with nlcom (instead of more natural lincom, which the lacks the post option), store them, and use Ben Jann's coefplot to graph them. Here's a toy example to give you the main idea where we will look at the effect of tenure for union members:
set more off
estimates clear
webuse nlswork, clear
gen tXu = tenure*union
local quantiles 1 5 10 25 50 75 90 95 99 // K quantiles that you care about
local models "" // names of K quantile models for coefplot to graph
local xlabel "" // for x-axis labels
local j=1 // counter for quantiles
foreach q of numlist `quantiles' {
qregpd ln_wage tenure union tXu, id(idcode) fix(year) quantile(`q')
nlcom (me_tu:_b[tenure]+_b[tXu]), post
estimates store me_tu`q'
local models `"`models' me_tu`q' || "'
local xlabel `"`xlabel' `j++' "Q{sub:`q'}""'
}
di "`models'
di `"`xlabel'"'
coefplot `models' ///
, vertical bycoefs rescale(100) ///
xlab(none) xlabel(`xlabel', add) ///
title("Marginal Effect of Tenure for Union Members On Each Conditional Quantile Q{sub:{&tau}}", size(medsmall)) ///
ytitle("Wage Change in Percent" "") yline(0) ciopts(recast(rcap))
This makes a dromedary curve, which suggests that the effect of tenure is larger in the middle of the wage distribution than at the tails:
I am trying to build a MM model using a SAS procedure proc nlin on the following columns (attaching 4 lines of the actual data):
ACVDO ACVFO ACVFD ACVPR
7.84 12.82 1.21 44.34
4.96 22.54 2.77 40.69
6.51 12.23 0.63 32.42
4.97 13.3 2.46 37.06
& the code I used is as follows:
proc nlin data=Bags UNCORRECTEDDF;
parameters b0=0 b1=0 b2=0 b3=0.004,b4=0 ;
bounds 0.004<b3<=0.00717 ;*/
bounds b4>0.00253;
model mi_EQ = b0+b1*ACVDO+b2*ACVFO+b3*ACVFD+b4*ACVPR;
output out=nlinout predicted=pred ;
run;
There are other variables also that has to be included in the model but the problem that I am facing with this code is that in spite of setting a range the coefficients that I get are taking either of the extremes & not something within the range specified.
Can someone help me out as to how can I fix this issue?Is that I am missing out something while writing the code ?
I am attempting to extract tables from very large text files (computer logs). Dickoa provided very helpful advice to an earlier question on this topic here: extracting table from text file
I modified his suggestion to fit my specific problem and posted my code at the link above.
Unfortunately I have encountered a complication. One column in the table contains spaces. These spaces are generating an error when I try to run the code at the link above. Is there a way to modify that code, or specifically the read.table function to recognize the second column below as a column?
Here is a dummy table in a dummy log:
> collect.models(, adjust = FALSE)
model npar AICc DeltaAICc weight Deviance
5 AA(~region + state + county + city)BB(~region + state + county + city)CC(~1) 17 11111.11 0.0000000 5.621299e-01 22222.22
4 AA(~region + state + county)BB(~region + state + county)CC(~1) 14 22222.22 0.0000000 5.621299e-01 77777.77
12 AA(~region + state)BB(~region + state)CC(~1) 13 33333.33 0.0000000 5.621299e-01 44444.44
12 AA(~region)BB(~region)CC(~1) 6 44444.44 0.0000000 5.621299e-01 55555.55
>
> # the three lines below count the number of errors in the code above
Here is the R code I am trying to use. This code works if there are no spaces in the second column, the model column:
my.data <- readLines('c:/users/mmiller21/simple R programs/dummy.log')
top <- '> collect.models\\(, adjust = FALSE)'
bottom <- '> # the three lines below count the number of errors in the code above'
my.data <- my.data[grep(top, my.data):grep(bottom, my.data)]
x <- read.table(text=my.data, comment.char = ">")
I believe I must use the variables top and bottom to locate the table in the log because the log is huge, variable and complex. Also, not every table contains the same number of models.
Perhaps a regex expression could be used somehow taking advantage of the AA and the CC(~1) present in every model name, but I do not know how to begin. Thank you for any help and sorry for the follow-up question. I should have used a more realistic example table in my initial question. I have a large number of logs. Otherwise I could just extract and edit the tables by hand. The table itself is an odd object which I have only ever been able to export directly with capture.output, which would probably still leave me with the same problem as above.
EDIT:
All spaces seem to come right before and right after a plus sign. Perhaps that information can be used here to fill the spaces or remove them.
try inserting my.data$model <- gsub(" *\\+ *", "+", my.data$model) before read.table
my.data <- my.data[grep(top, my.data):grep(bottom, my.data)]
my.data$model <- gsub(" *\\+ *", "+", my.data$model)
x <- read.table(text=my.data, comment.char = ">")