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From | Maarten buis <maartenbuis@yahoo.co.uk> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Multinomial logit - not significant coefficents - |
Date | Mon, 14 Jun 2010 08:11:12 +0000 (GMT) |
--- On Sun, 13/6/10, Paolina Medina wrote: > I'm running a multinomial logit with 10 possible outcomes. > Some of the variables i am including are significant for > the 6 first outcomes, but not for the last outcomes. > Should i just keep the variables that are significant for > all the possible outcomes and run the mlogit again? > Is there anyway to use different regressor for the > different possible outcomes? Would it be conceptually right? Excluding variables because they are insignificant is always conceptually wrong. If you think a variable is interesting enough to introduce it in your model, then it is still interesting to show that it is insignificant. If you think of these variables as control variables, see: <http://www.stata.com/support/faqs/stat/stepwise.html> However, it is even worse in -mlogit-, the coefficients do not correspond with one outcome but two: the outcome mentioned in the equation and reference category. Unless you have a very specific hypothesis that that ratio of relative risks equals zero, you should not impose that constraint. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/