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Re: st: mlogtest after mlogit
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: mlogtest after mlogit
Date
Tue, 25 Oct 2011 13:03:25 +0100
My point remains that it is evident that the -spost- suite
misunderstands your data-model combination. The precise allocation of
blame can't be established until the two are reconciled. Possibly the
-spost- programs are entirely at fault; possibly they also are
reacting indirectly to something about what you are asking. It is
difficult to see, for example, that any of your extra results from
-spost- are as yet publishable on the evidence of this thread,
although -mlogit- is not itself indicted.
Nick
On Tue, Oct 25, 2011 at 12:55 PM, Chiara Mussida <[email protected]> wrote:
> On 25 October 2011 13:30, Nick Cox <[email protected]> wrote:
>> Now we are really getting somewhere. "__000000" is a temporary name;
>> in essence it surely does not belong there. I guess now that you have
>> tickled a bug in one of the -spost- routines and, as recommended
>> already in this thread, you should bring this to the attention of the
>> authors, who as said are not active members of Statalist.
>>
>> Note that -_pecats- does find all your categories 1/9 which supports
>> my earlier wild conjecture that their frequencies were not an issue.
>>
>> So, the warning message itself now appears to be an error, but there
>> is no obvious reason to credit the rest of the output if -mlogtest- is
>> misunderstanding what is going on with your model and data. You did
>> not comment on the fact that -r(refval) is missing in your output, so
>> other difficulties may lie undetected.
>>
>> Nick
>>
> Surely, I'm going to bring the attention of my problem to the authors
> of mlogtest ado.
> Nonetheless, the estimates of the mlogit for 9 categories do not seem
> to be biased:
> the results are consistent of previous findings obtained by running 3 separate
> mlogit (3 mlogit with common origin state). My attempt to put all the
> categories/outcome
> together is to avoid to get mixed up with sample selection issues.
>
>
>> On Tue, Oct 25, 2011 at 12:18 PM, Chiara Mussida <[email protected]> wrote:
>>> On 25 October 2011 12:57, Nick Cox <[email protected]> wrote:
>>>> If you look at the code of -mlogtest- the warning message that worries
>>>> you is when a helper program -_pecats- produces output that is
>>>> inconsistent. After your -mlogit- call you can run -_pecats- followed
>>>> by -return list-. In a well-behaved case, you will get output like
>>>> this in which r(numcats) matches the number of elements in r(catvals).
>>>> Your output will probably not match up. I don't know why that might
>>>> be, but I doubt that the category frequencies are somehow the issue.
>>>> (For "STATA" read "Stata".)
>>>>
>>>> . _pecats
>>>>
>>>> . return list
>>>>
>>>> scalars:
>>>> r(numcats) = 9
>>>> r(refval) = 3
>>>>
>>>> macros:
>>>> r(catnms8) : "1 2 4 5 6 7 8 9 3"
>>>> r(catvals) : "1 2 4 5 6 7 8 9 3"
>>>> r(catnms) : "1 2 4 5 6 7 8 9 3"
>>>> r(refnm) : "3"
>>>>
>>> Exactly Nick and thanks: when I type -_pecats- and -return list- I get:
>>>
>>> return list
>>>
>>> scalars:
>>> r(numcats) = 9
>>> r(refval) = .
>>>
>>> macros:
>>> r(catnms8) : "1 2 3 4 5 6 7 8 9"
>>> r(catvals) : "1 2 3 4 5 6 7 8 9 __000000"
>>> r(catnms) : "1 2 3 4 5 6 7 8 9"
>>>
>>> where as you correctly assumed, I do not have the match between
>>> r(numcats) and r(catvals), but something like __000000 which does not
>>> allow a perfect matching. I still do not know why it happens.
>>>
>>>
>>>
>>>
>>>
>>>>
>>>> On Tue, Oct 25, 2011 at 11:10 AM, Chiara Mussida <[email protected]> wrote:
>>>>> 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
>>>>> --------------------------------------------
>>>>>
>>
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>>
>
>
>
> --
> Chiara Mussida
> PhD candidate
> Doctoral school of Economic Policy
> Catholic University, Piacenza (Italy)
>
> *
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>
*
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