Hi all,
I estimated a Multinominal logit model with 7 choices. I
have 17 independent variables. I specified mlogtest after I
ran the mlogit command.
I am not sure about my results. Does anyone know how it is
possible to get a negative Chi-square for the hausman test
for IIA as I did in my results? Also, how are the degrees
of freedom calculated, it appears that I should have 17 and
not what is reported.
Furthermore, my results of the hausman test differ from the
small-hsiao test, they contradict each other, I read online
this is common, does anyone know how one determines which
one is appropriate?
Here is my output. Thanks in advance for any help.
Marilyn.
**** Hausman tests of IIA assumption
Ho: Odds(Outcome-J vs Outcome-K) are independent of other
alternatives.
(storing estimation results as _HAUSMAN)
Omitted | chi2 df P>chi2 evidence
---------+------------------------------------
2 | 7.285 70 1.000 for Ho
3 | 0.057 71 1.000 for Ho
4 | -4.897 69 1.000 for Ho
5 | 2.062 69 1.000 for Ho
6 | -1.460 69 1.000 for Ho
7 | -4.474 69 1.000 for Ho
----------------------------------------------
**** 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
---------+---------------------------------------------------
------
2 | -3123.828 -3080.945 85.767 17 0.000
against Ho
3 | -5769.906 -5729.245 81.323 17 0.000
against Ho
4 | -5647.749 -5601.483 92.532 17 0.000
against Ho
5 | -5774.945 -5730.604 88.682 17 0.000
against Ho
6 | -5633.140 -5594.139 78.001 17 0.000
against Ho
7 | -5429.578 -5384.741 89.674 17 0.000
against Ho
-------------------------------------------------------------
------
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
