st: rank of differenced matrix while testing IIA

["Alexander Nervedi" <alexnerdy@hotmail.com>]

Hi Statlist users:

I am trying to check the IIA assumption for a case in which a patient has 
three options - full medication (2),  some medication (1) and no medication 
(0). Numbers in brackets indicate how they have been coded in the data.

i specify the test as:

mlogit medlevel indepvariables, basecategory (1)
estmiate store fullset
mlogit medlevel indepvariables if medlevel !=0, basecategory(1)
estmiate store subset
hausman . fullset


the models are estimated and the test is run but with a warning message:

Note: the rank of the differenced variance matrix (6) does not equal the
       number of coefficients being tested (7).

I was wondeirng what this really means - with the sub-model i am just down 
to just two alternatives, whereas with the main i have three - should this 
result in these kinds of warning messages - or is there something more 
serious that may be wrong?

many thanks

Alex Nerd.

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