I estimate:
mlogit choice sex eta yearsedu y000 unempl y000papa
lavoramammaspread affitto_r td* reg_*, vce(cluster nquest)
and the output is:
Multinomial logistic regression Number
of obs = 9130
Wald
chi2(32)
=
.
Prob
>
chi2
=
.
Log pseudolikelihood = -3185.8196 Pseudo
R2 = 0.5029
(Std. Err. adjusted for 5719
clusters in nquest)
------------------------------------------------------------------------------
| Robust
choice | Coef. Std. Err. z P>|z|
[95% Conf. Interval]
-------------+----------------------------------------------------------------
Indep.couple |
sex | -1.259999 .0892111 -14.12 0.000
-1.43485 -1.085149
eta | .369897 .0155086 23.85 0.000
.3395007 .4002934
yearsedu | -.1782479 .0150689 -11.83 0.000
-.2077824 -.1487133
y000 | .0325322 .0062735 5.19 0.000
.0202364 .0448281
unempl | -1.387266 .1695346 -8.18 0.000
-1.719548 -1.054985
y000papa | .03222 .0059338 5.43 0.000
.0205899 .0438501
lavoramamma | 23.84664 1.046417 22.79 0.000
21.7957 25.89758
spread | 31.92757 10.33789 3.09 0.002
11.66567 52.18947
affitto_r | -17.1902 8.191793 -2.10 0.036
-33.24582 -1.134579
td1995 | -.7098379 .1494154 -4.75 0.000
-1.002687 -.416989
td1998 | -.5893725 .1931463 -3.05 0.002
-.9679324 -.2108126
td2000 | -.6813418 .2790856 -2.44 0.015
-1.228339 -.1343441
td2002 | -.9640511 .256836 -3.75 0.000
-1.46744 -.4606618
reg_NO | 1.055877 .3113467 3.39 0.001
.4456483 1.666105
reg_NE | .8436263 .3178704 2.65 0.008
.2206117 1.466641
reg_CE | .6105833 .2383532 2.56 0.010
.1434196 1.077747
_cons | -33.96454 . . .
. .
-------------+----------------------------------------------------------------
Indep.single |
sex | -.2966189 .1449906 -2.05 0.041
-.5807953 -.0124424
eta | .251174 .0260973 9.62 0.000
.2000242 .3023237
yearsedu | -.0148035 .0222393 -0.67 0.506
-.0583918 .0287848
y000 | .0728665 .0113887 6.40 0.000
.0505449 .095188
unempl | -1.143601 .3043513 -3.76 0.000
-1.740119 -.5470836
y000papa | -.1020295 .0105506 -9.67 0.000
-.1227083 -.0813508
lavoramamma | 25.67025 1.589592 16.15 0.000
22.5547 28.78579
spread | 30.10601 15.7503 1.91 0.056
-.7640025 60.97603
affitto_r | .6206542 11.4264 0.05 0.957
-21.77468 23.01599
td1995 | -.9829992 .2635091 -3.73 0.000
-1.499468 -.4665307
td1998 | -.5831464 .3118048 -1.87 0.061
-1.194273 .0279797
td2000 | -.4690283 .4415194 -1.06 0.288
-1.33439 .3963338
td2002 | -.4568875 .3842724 -1.19 0.234
-1.210048 .2962725
reg_NO | 1.52762 .4547395 3.36 0.001
.6363469 2.418893
reg_NE | .9431163 .4625978 2.04 0.041
.0364414 1.849791
reg_CE | .8397561 .3691794 2.27 0.023
.1161779 1.563334
_cons | -36.50551 . . .
. .
------------------------------------------------------------------------------
(choice==Co-reside is the base outcome)
>
> ------------------ Messaggio originale -------------------
> Oggetto: st: RE: Missing standard errors in multinomial
> logit
> Da: "Verkuilen, Jay" <[email protected]>
> Data: Dom, 10 Maggio 2009, 12:29 am
> A: [email protected]
> ----------------------------------------------------------
>
> [email protected] wrote:
>
>>>I am trying to estimate choices about living
>>> arrangements
> by a multinomial logit (mlogit).
> If I use more than one dummy variable (ex regional
> dummies, or sex and a dummy for employee) stata fails to
> compute standard errors of the coefficient of the constant
> term (they are missing in the output table and zero in the
> variance/covariance matrix).
> How can I solve my problem?<<
>
> When Stata fails to compute standard errors this is
> usually a sign of a
> larger problem with your model. I'd guess that you have
> near perfect
> prediction---common when you enter dummies into a
> multinomial logit---so
> Stata is able to generate an estimate but it's a nearly
> useless one. But
> it could be some other serious misspecification.
>
> Perhaps you could post your syntax and the exact output
> that Stata gave,
> especially any warnings it threw, because as of now
> there's very little
> anyone can tell you for sure....
>
> JV
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
>
*
* For searches and help try:
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