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Re: st: mlogtest after mlogit
From
Chiara Mussida <[email protected]>
To
[email protected]
Subject
Re: st: mlogtest after mlogit
Date
Tue, 25 Oct 2011 12:10:21 +0200
On 25 October 2011 01:10, Richard Williams
<[email protected]> wrote:
> At 05:59 AM 10/24/2011, Muhammad Anees wrote:
>>
>> have you tried -mlogtest, all- to verify if these categories have no
>> other issues. Otherwise the test on -combine- might have resulted
>> becaure some of the categories had small or no observations so
>> checking the condition of equal coefficients from -comibe- did not
>> work.
>
> I agree - I get nervous about using multiple-outcome commands like mlogit
> with lots and lots of independent variables. You may be spreading the data
> too thin. But, before taking this too much further, I'd like the original
> poster to confirm that the most current version of mlogtest is indeed being
> used. Otherwise we might be talking about a problem that was fixed 6 months
> ago. Also, it might be good to present a frequency of the dependent
> variable. Long and Freese's commands are sometimes pickier about coding than
> Stata is, e.g. they sometimes don't like non-integer coding. Also, you would
> see if some of the categories have very small frequency counts. Finally, I
> would run a simple model with only one or two independent variables followed
> by mlogtest. If the simple model works and the more complicated one doesn't,
> that might indicate problems with one or more of the added variables or with
> the data being spread too thin to do the test.
>
>
Dear All, I confirm that my current version of mlogtest is and was the
one indicated by Nick, precisely:
. which mlogtest, all
C:\Program Files\Stata12\ado\updates\m\mlogtest.ado
*! version 1.7.6 jsl 2009-10-18
in terms of model estimates, I guess that the issue is related to the
relative frequency of my dependent variables categories':
ta transition
transition | Freq. Percent Cum.
------------+-----------------------------------
1 | 271 0.70 0.70
2 | 132 0.34 1.04
3 | 1,119 2.90 3.94
4 | 379 0.98 4.93
5 | 722 1.87 6.80
6 | 13,959 36.17 42.97
7 | 388 1.01 43.98
8 | 168 0.44 44.41
9 | 21,450 55.59 100.00
------------+-----------------------------------
Total | 38,588 100.00
e.g., categories 2 and 8 might be too small. Now, I cannot collapse my
dep variable in a reduced number of categories and I hope that
notwithstanding the STATA alert message after typing the test command
(below I copied all the results) do not bias my results. ps: for the
test N=25441 since the model estimates are referred to a subsample
(aged 15-64) of the overall population (38588).
mlogtest, c
Problem determining number of categories.
**** Wald tests for combining alternatives (N=25441)
Ho: All coefficients except intercepts associated with a given pair
of alternatives are 0 (i.e., alternatives can be combined).
Alternatives tested| chi2 df P>chi2
-------------------+------------------------
1- 2 | 18.576 5 0.002
1- 3 | 5.990 5 0.307
1- 4 | 13.565 5 0.019
1- 5 | 148.448 5 0.000
1- 6 | 178.434 5 0.000
1- 7 | 33.226 5 0.000
1- 8 | 68.938 5 0.000
1- 9 | 311.133 5 0.000
2- 3 | 19.911 5 0.001
2- 4 | 23.931 5 0.000
2- 5 | 68.619 5 0.000
2- 6 | 68.197 5 0.000
2- 7 | 24.027 5 0.000
2- 8 | 55.161 5 0.000
2- 9 | 127.081 5 0.000
3- 4 | 36.426 5 0.000
3- 5 | 438.391 5 0.000
3- 6 | 703.923 5 0.000
3- 7 | 59.553 5 0.000
3- 8 | 103.537 5 0.000
3- 9 | 1130.422 5 0.000
4- 5 | 197.002 5 0.000
4- 6 | 103.387 5 0.000
4- 7 | 91.631 5 0.000
4- 8 | 132.381 5 0.000
4- 9 | 530.943 5 0.000
5- 6 | 592.783 5 0.000
5- 7 | 192.566 5 0.000
5- 8 | 142.185 5 0.000
5- 9 | 281.162 5 0.000
6- 7 | 520.969 5 0.000
6- 8 | 430.911 5 0.000
6- 9 | 5946.722 5 0.000
7- 8 | 24.867 5 0.000
7- 9 | 231.357 5 0.000
8- 9 | 82.933 5 0.000
--------------------------------------------
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME: (574)289-5227
> EMAIL: [email protected]
> WWW: http://www.nd.edu/~rwilliam
>
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>
--
Chiara Mussida
PhD candidate
Doctoral school of Economic Policy
Catholic University, Piacenza (Italy)
*
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