Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
RE: st: Multinomial Logit Model - Cramer Ridder Test
From
Ian Li <[email protected]>
To
Statalist <[email protected]>
Subject
RE: st: Multinomial Logit Model - Cramer Ridder Test
Date
Mon, 14 Nov 2011 07:55:28 +0000
Thanks, but that is not it. I initially estimated a model with observations for multiple years in it, and included dummy variables for years, but got the same error message and thus restricted the sample and omitted the year dummies.
For illustration, running the 'full' sample gives me:
. mlogit overed female noneng nonaust if empnat1==1 & overed!= 0
Iteration 0: log likelihood = -869628.84
Iteration 1: log likelihood = -864292.36
Iteration 2: log likelihood = -857382.33
Iteration 3: log likelihood = -857052.63
Iteration 4: log likelihood = -857050.54
Iteration 5: log likelihood = -857050.54
Multinomial logistic regression Number of obs = 566758
LR chi2(18) = 25156.61
Prob > chi2 = 0.0000
Log likelihood = -857050.54 Pseudo R2 = 0.0145
------------------------------------------------------------------------------
overed | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
1 | (base outcome)
-------------+----------------------------------------------------------------
2 |
female | -.0665102 .0078792 -8.44 0.000 -.0819531 -.0510672
noneng | -.1927152 .0113891 -16.92 0.000 -.2150374 -.170393
nonaust | -.3274604 .0285201 -11.48 0.000 -.3833587 -.2715621
_cons | -.6380651 .0064792 -98.48 0.000 -.650764 -.6253662
-------------+----------------------------------------------------------------
3 |
female | -.3193849 .0077407 -41.26 0.000 -.3345564 -.3042135
noneng | .1913581 .0103309 18.52 0.000 .1711098 .2116064
nonaust | .7069291 .0200759 35.21 0.000 .667581 .7462771
_cons | -.5751631 .0062579 -91.91 0.000 -.5874283 -.562898
-------------+----------------------------------------------------------------
4 |
female | -.0578355 .0076683 -7.54 0.000 -.0728651 -.042806
noneng | .1304178 .0102257 12.75 0.000 .1103758 .1504598
nonaust | .678697 .0200446 33.86 0.000 .6394102 .7179838
_cons | -.6413862 .0063754 -100.60 0.000 -.6538817 -.6288906
-------------+----------------------------------------------------------------
5 |
female | -.1673004 .0137346 -12.18 0.000 -.1942198 -.140381
noneng | .1705464 .0179613 9.50 0.000 .1353429 .2057499
nonaust | 1.225811 .0279006 43.93 0.000 1.171127 1.280495
_cons | -2.127142 .0113192 -187.92 0.000 -2.149327 -2.104956
-------------+----------------------------------------------------------------
6 |
female | -.4087381 .0197191 -20.73 0.000 -.4473868 -.3700895
noneng | 1.223924 .0224788 54.45 0.000 1.179866 1.267981
nonaust | 2.457085 .0262176 93.72 0.000 2.4057 2.508471
_cons | -3.386475 .0179543 -188.62 0.000 -3.421665 -3.351286
-------------+----------------------------------------------------------------
7 |
female | -.2350719 .0840274 -2.80 0.005 -.3997626 -.0703812
noneng | .1498775 .1103836 1.36 0.175 -.0664703 .3662254
nonaust | 1.174268 .1602489 7.33 0.000 .8601858 1.48835
_cons | -5.829502 .0683024 -85.35 0.000 -5.963373 -5.695632
------------------------------------------------------------------------------
. crtest
factor variables and time-series operators not allowed
r(101);
end of do-file
r(101);
I get the same error when the model includes year dummies.
I have read through the help file for 'crtest', but there appears to be no solution to my problem there.
Regards
Ian
----------------------------------------
> Date: Mon, 14 Nov 2011 12:43:33 +0500
> Subject: Re: st: Multinomial Logit Model - Cramer Ridder Test
> From: [email protected]
> To: [email protected]
>
> try without the -if year == 2009- as the help file suggests -crtest-
> "performs the test for pooling states" after the Multinomial logit
> models. The error suggest to not use time operators and factor
> variables. Also read the -help crtest- file for more information.
>
>
*
* 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/