So I run two Probit regressions with different commands, one is with i(2 3 4 5).c_lable and the other is with o1.c_lable. I expected the same result, but the second command omitted the 5th dummy variable. Is there something wrong in using o?
. probit strat dum79 teamtreatment ib1.c_lable dum79#i(2 3 4 5).c_lable
Iteration 0: log likelihood = -2871.1415
Iteration 1: log likelihood = -2623.3692
Iteration 2: log likelihood = -2620.9958
Iteration 3: log likelihood = -2620.9955
Probit regression Number of obs = 4,752
LR chi2(10) = 500.29
Prob > chi2 = 0.0000
Log likelihood = -2620.9955 Pseudo R2 = 0.0871
-------------------------------------------------------------------------------
strat | Coef. Std. Err. z P>|z| [95% Conf. Interval]
--------------+----------------------------------------------------------------
dum79 | .2324858 .0894534 2.60 0.009 .0571603 .4078112
teamtreatment | .3655842 .0417382 8.76 0.000 .2837788 .4473895
|
c_lable |
2 | .6677904 .0843016 7.92 0.000 .5025624 .8330185
3 | .7539576 .0996171 7.57 0.000 .5587117 .9492034
4 | .8631431 .0986463 8.75 0.000 .6697999 1.056486
5 | 1.019718 .0981376 10.39 0.000 .8273721 1.212064
|
dum79#c_lable |
1 2 | -.0783333 .1156842 -0.68 0.498 -.3050703 .1484036
1 3 | .0716399 .1338501 0.54 0.592 -.1907014 .3339812
1 4 | .1734201 .1326691 1.31 0.191 -.0866065 .4334468
1 5 | .149775 .1321952 1.13 0.257 -.1093229 .408873
|
_cons | -1.446935 .0687576 -21.04 0.000 -1.581697 -1.312172
-------------------------------------------------------------------------------
. probit strat dum79 teamtreatment ib1.c_lable dum79#o1.c_lable
note: 1.dum79#5.c_lable omitted because of collinearity
Iteration 0: log likelihood = -2871.1415
Iteration 1: log likelihood = -2623.3692
Iteration 2: log likelihood = -2620.9958
Iteration 3: log likelihood = -2620.9955
Probit regression Number of obs = 4,752
LR chi2(10) = 500.29
Prob > chi2 = 0.0000
Log likelihood = -2620.9955 Pseudo R2 = 0.0871
-------------------------------------------------------------------------------
strat | Coef. Std. Err. z P>|z| [95% Conf. Interval]
--------------+----------------------------------------------------------------
dum79 | .3822608 .0979081 3.90 0.000 .1903645 .5741571
teamtreatment | .3655842 .0417382 8.76 0.000 .2837788 .4473895
|
c_lable |
2 | .6677904 .0843016 7.92 0.000 .5025624 .8330185
3 | .7539576 .0996171 7.57 0.000 .5587117 .9492034
4 | .8631431 .0986463 8.75 0.000 .6697999 1.056486
5 | 1.019718 .0981376 10.39 0.000 .8273721 1.212064
|
dum79#c_lable |
1 1 | -.149775 .1321952 -1.13 0.257 -.408873 .1093229
1 2 | -.2281084 .1223995 -1.86 0.062 -.468007 .0117902
1 3 | -.0781351 .1397113 -0.56 0.576 -.3519643 .195694
1 4 | .0236451 .1385827 0.17 0.865 -.2479719 .2952621
1 5 | 0 (omitted)
|
_cons | -1.446935 .0687576 -21.04 0.000 -1.581697 -1.312172
-------------------------------------------------------------------------------
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