Dear Herv�,
Multinomial logit and gologit estimate multiple parameters for each
explanatory variable. What -mlogtest, lr- does is a likelihood ratio
test of whether all parameters of a single explanatory variable are
simultaneously equal to zero. In other words: it compares the
likelihood of a model with and without the explanatory variable
(leaving a variable out is the same as constraining all the parameters
for this variable to be zero).
This can easily be implemented in STATA. In the example below I test
whether all parameters of weight are equal to zero. It results in a
chi-square statistic of 18.27 with 4 degrees of freedom, so the null
hypothesis (all parameters of weight are zero) is rejected at the .001
level.
sysuse auto
gologit rep78 price weight
estimates store A
gologit rep78 price
lrtest A
Maarten
--- In [email protected], "Herve STOLOWY" <stolowy@h...> wrote:
> Dear All:
>
> In the multinomial logit regression, in order to test the effects of
the independent variables, I do: -mlogtest, lr-.
>
> I want to do the equivalent after a gologit regression. Is it possible?
>
> Best regards
>
> Herv� Stolowy
> HEC Paris
>
> ***********************************************************
> HEC Paris
> D�partement Comptabilit�-Contr�le de gestion / Dept of Accounting
and Management Control
> 1, rue de la Liberation
> 78351 - Jouy-en-Josas
> France
> Tel: +33 1 39 67 94 42
> Fax: +33 1 39 67 70 86
> stolowy@h...
> http://campus.hec.fr/profs/stolowy/perso/home.htm
>
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