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st: Hausman, smhsiao or suest?
From
"Pungkas B. Ali" <[email protected]>
To
<[email protected]>
Subject
st: Hausman, smhsiao or suest?
Date
Mon, 8 Nov 2010 16:00:19 +1100
Dear Statalisters
I am developing discrete models of health provider choices (with 5
alternatives).
I use Multinomial logit (-mlogit-) and test IIA assumptions using
-mlogtest, hausman- and -mlogtest, smhsiao- . Both gave different conclusion
with regard to Ho rejection (Smhsiao supports the IIA assumption).
I further tried -hausman full reduced- after running full and reduced form
but it fails to meet the asymptotic assumptions. Finally I used -mlogtest,
suest- and it gave different result
Question : For IIA test choices, some suggest me to choose the safest (no
further model modification) which is smhsiao. Is this suggestion
justifiable? Why did those 4 tests come to different conclusions?
Notes: I try to avoid -nlogit- for I will include alternative specific
characteristics in my next full model (using -asclogit- or -mixlogit-)
Thanks for help
Pungkas ali
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