Dear Stata users
I am testing for IIA after mlogit using the mlogtest command (Some output
below).
Is there any other testing technique/command available?
Also, base on the Hausman test my interpretation is that IIA is OK with my
empirical model, but based on the Small-Hsiao test my interpretation is the
opposite. Am I interpreting the results in the right way? Is it common to
get opposite results with these two tests?
Thanks in advanced for any help
Adrian Gonzalez
Ph.D Candidate
Agricultural, Environmental and Development Economics
The Ohio State University
**** Hausman test of IIA assumption
Test: Ho: difference in coefficients not systematic
*** Summary of results
Omitted | chi2 df P>chi2 evidence
---------+------------------------------------
Reschedu | -0.790 14 --- for Ho
Partiall | -0.253 14 --- for Ho
0_None | -0.198 28 --- for Ho
0_Work | -0.360 28 --- for Ho
0_Savi | 0.065 28 1.000 for Ho
0_W+Sav | 0.404 28 1.000 for Ho
-_None | 0.076 28 1.000 for Ho
-_Work | -0.002 28 --- for Ho
-_W+Sav | 3.098 28 1.000 for Ho
0_W+Sav+ | 0.106 28 1.000 for Ho
-_W+Sav+ | 0.479 28 1.000 for Ho
More_30 | -2.629 28 --- for Ho
----------------------------------------------
Note: If chi2<0, the estimated model does not
meet asymptotic assumptions of the test.
**** Small-Hsiao tests of IIA assumption
Ho: Odds(Outcome-J vs Outcome-K) are independent of other alternatives.
Omitted | lnL(full) lnL(omit) chi2 df P>chi2 evidence
---------+---------------------------------------------------------
Reschedu | -1373.820 -1033.875 679.889 14 0.000 against Ho
Partiall | -1370.112 -1050.340 639.542 14 0.000 against Ho
0_None | -1280.828 -901.153 759.350 14 0.000 against Ho
0_Work | -1337.598 -952.108 770.981 14 0.000 against Ho
0_Savi | -1374.106 -1029.493 689.227 14 0.000 against Ho
0_W+Sav | -1334.401 -948.032 772.738 14 0.000 against Ho
-_None | -1371.393 -983.072 776.642 14 0.000 against Ho
-_Work | -1417.680 -1028.537 778.287 14 0.000 against Ho
-_W+Sav | -1327.989 -944.182 767.614 14 0.000 against Ho
0_W+Sav+ | -1423.891 -1037.675 772.432 14 0.000 against Ho
-_W+Sav+ | -1233.047 -1005.512 455.069 14 0.000 against Ho
More_30 | -1428.613 -1017.914 821.399 14 0.000 against Ho
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