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Re: st: Multinomial Logit Model - Cramer Ridder Test
From
Muhammad Anees <[email protected]>
To
[email protected]
Subject
Re: st: Multinomial Logit Model - Cramer Ridder Test
Date
Mon, 14 Nov 2011 13:30:45 +0500
So can we have a sample of your data, if not otherwise, bothering. It
would help me apply the test and check the nature of the data.
On Mon, Nov 14, 2011 at 12:55 PM, Ian Li <[email protected]> wrote:
> 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.
>>
>>
>
>
> *
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> * http://www.ats.ucla.edu/stat/stata/
>
--
Regards
---------------------------
Muhammad Anees
Assistant Professor
COMSATS Institute of Information Technology
Attock 43600, Pakistan
www.aneconomist.com
*
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