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st: can I use -parmest- with -mlogit-?


From   Jamie Fagg <[email protected]>
To   [email protected]
Subject   st: can I use -parmest- with -mlogit-?
Date   Mon, 14 Jun 2010 11:07:40 +0100

Dear all,

I am trying to write estimates from an -mlogit- command using the
-parmest- by Roger Newson. He seems to suggest that this should be
possible (see http://www.stata.com/statalist/archive/2002-12/msg00025.html)

Parmest seems to work fine (using Stata 10.1) when I try it with logit
(see below), but returns an error when run with mlogit. This
replicates the error that I find when I try to use it with my own
data. I can't find any specific references to this in the parmest help
file. Do I need to specify further options to use parmest with mlogit?

Thanks,

Jamie

. use http://www.stata-press.com/data/lf2/ordwarm2,clear
(77 & 89 General Social Survey)

. logit white age,nolog

Logistic regression                               Number of obs   =       2293
                                                 LR chi2(1)      =       5.84
                                                 Prob > chi2     =     0.0157
Log likelihood = -853.93381                       Pseudo R2       =     0.0034

------------------------------------------------------------------------------
      white |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        age |   .0093244    .003902     2.39   0.017     .0016767    .0169721
      _cons |   1.550548   .1794133     8.64   0.000     1.198904    1.902191
------------------------------------------------------------------------------

. parmest

. use http://www.stata-press.com/data/lf2/ordwarm2,clear
(77 & 89 General Social Survey)

. mlogit warm yr89,nolog

Multinomial logistic regression                   Number of obs   =       2293
                                                 LR chi2(3)      =      76.96
                                                 Prob > chi2     =     0.0000
Log likelihood = -2957.2879                       Pseudo R2       =     0.0128

------------------------------------------------------------------------------
       warm |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
SD           |
       yr89 |  -1.174919   .1591851    -7.38   0.000    -1.486916    -.862922
      _cons |  -.6803538    .079895    -8.52   0.000    -.8369451   -.5237625
-------------+----------------------------------------------------------------
D            |
       yr89 |  -.3810336   .1033743    -3.69   0.000    -.5836435   -.1784237
      _cons |  -.0129591   .0657255    -0.20   0.844    -.1417787    .1158604
-------------+----------------------------------------------------------------
SA           |
       yr89 |   .0964589   .1196593     0.81   0.420     -.138069    .3309868
      _cons |  -.7642883    .082184    -9.30   0.000    -.9253661   -.6032105
------------------------------------------------------------------------------
(warm==A is the base outcome)

. parmest
Data will not be replaced
Estimates and SEs could not be extracted
r(498);

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