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st: mlogit outlier
Dear Statalisters,
I am now running mlogit model that has four
categories. My problem is that my Pseudo R2 is 1 while
my loglihood is -2.676e-13. So I think it should be
some problems such as outlier. I have checked my data
by deleting data that has independent value exceed and
lower than 3time of standard deviation.
However I still face the same problem. could
anyone suggest me what I will do or how I will check
outlier in mlogit model.
The following is my model estimation.
Thank you very much.
Somsupa
mlogit loca lnprod mmr gdpdeflator_2000 k_l lnaggl
,nolog base(3) robust
Multinomial logistic regression Number of obs =
453
Wald chi2(15) = .
Prob > chi2 = .
Log pseudolikelihood = -2.676e-13 Pseudo R2 =
1.0000
loca Coef. Robust z P>z [95% Conf. Interval]
Std. Err.
Thailand
lnprod 24.36669 1.398603 17.42 0 21.62548 27.1079
mmr -1.161723 0.1949555 -5.96 0 -1.543829 -0.7796175
gdpdefl~2000 -6.010435 0.3225363 -18.63 0 -6.642595
-5.378276
k_l -41.4972 0.460219 -90.17 0 -42.39921 -40.59519
lnaggl 168.1013 9.164816 18.34 0 150.1386 186.064
_cons -484.5797 . . . . .
Malaysia
lnprod -8.564474 0.6935952 -12.35 0 -9.923896
-7.205052
mmr -6.412616 0.0790822 -81.09 0 -6.567615 -6.257618
gdpdefl~2000 -0.1889368 0.0214649 -8.8 0 -0.2310073
-0.1468664
k_l 53.92499 0.8171914 65.99 0 52.32332 55.52665
lnaggl -26.08898 1.041421 -25.05 0 -28.13013 -24.04784
_cons 213.2393 6.827779 31.23 0 199.8571 226.6215
Indonesia
lnprod 21.32817 3.32382 6.42 0 14.81361 27.84274
mmr 7.19923 0.4604767 15.63 0 6.296713 8.101748
gdpdefl~2000 -9.331812 0.5171074 -18.05 0 -10.34532
-8.3183
k_l -70.35383 1.866545 -37.69 0 -74.01219 -66.69547
lnaggl 255.675 14.29446 17.89 0 227.6584 283.6916
_cons -713.84 10.95042 -65.19 0 -735.3025 -692.3776
(loca==Philippines is the base outcome)
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