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From | Nick Cox <n.j.cox@durham.ac.uk> |
To | "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |
Subject | RE: st: Multinomial Logit Model - Cramer Ridder Test |
Date | Mon, 14 Nov 2011 10:35:34 +0000 |
-crtest- as cited here long predates the introduction of factor variables in Stata. But you are not explicitly using factor variable notation. So it could well be something else. I'd . set trace on . set traced 1 . crtest -- so you can report what is issuing the error. Nick n.j.cox@durham.ac.uk Muhammad Anees 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. On Mon, Nov 14, 2011 at 11:18 AM, Ian Li <ianz.magic@hotmail.com> wrote: > I am using Stata 11.2 on a Windows OS. > > I am estimating a multinomial logit model with 7 categorical outcomes. As the estimated log odds ratio and marginal effects for some of the outcomes (e.g.) are insignificant in statistical and economic terms, I would like to do a Cramer Ridder test (see Cramer J.S. and Ridder G. (1991), "Pooling States in the Multinomial Logit Model", Journal of Econometrics, 47, 267-272). > > There is a user-written program for this test: > > package crtest from http://fmwww.bc.edu/RePEc/bocode/c > > Distribution-Date: 20031203 > > Author: Joao Pedro Azevedo, University of Newcastle-upon-Tyne, UK > Support: email j.p.azevedo@ncl.ac.uk > > However, when I estimate the logit model and use the test I get the following output and error message: > > > . mlogit overed female noneng nonaust if year == 2009, vce (robust) > > Iteration 0: log pseudolikelihood = -109594.56 > Iteration 1: log pseudolikelihood = -107547.29 > Iteration 2: log pseudolikelihood = -106989.03 > Iteration 3: log pseudolikelihood = -106976.66 > Iteration 4: log pseudolikelihood = -106976.62 > Iteration 5: log pseudolikelihood = -106976.62 > > Multinomial logistic regression Number of obs = 68352 > Wald chi2(18) = 5211.03 > Prob > chi2 = 0.0000 > Log pseudolikelihood = -106976.62 Pseudo R2 = 0.0239 > > ------------------------------------------------------------------------------ > | Robust > overed | Coef. Std. Err. z P>|z| [95% Conf. Interval] > -------------+---------------------------------------------------------------- > 1 | (base outcome) > -------------+---------------------------------------------------------------- > 2 | > female | .0054676 .0238051 0.23 0.818 -.0411895 .0521248 > noneng | -.1713411 .036681 -4.67 0.000 -.2432346 -.0994477 > nonaust | -.4023007 .0666538 -6.04 0.000 -.5329397 -.2716617 > _cons | -.6301703 .0196192 -32.12 0.000 -.6686234 -.5917173 > -------------+---------------------------------------------------------------- > 3 | > female | -.2061721 .0220245 -9.36 0.000 -.2493394 -.1630049 > noneng | .2473055 .0309354 7.99 0.000 .1866732 .3079377 > nonaust | .7666135 .0449734 17.05 0.000 .6784672 .8547598 > _cons | -.4356624 .0180227 -24.17 0.000 -.4709862 -.4003386 > -------------+---------------------------------------------------------------- > 4 | > female | -.1237307 .0222175 -5.57 0.000 -.1672762 -.0801853 > noneng | .1045945 .0315106 3.32 0.001 .0428348 .1663542 > nonaust | .6037373 .0464335 13.00 0.000 .5127293 .6947453 > _cons | -.4583203 .0183183 -25.02 0.000 -.4942236 -.422417 > -------------+---------------------------------------------------------------- > 5 | > female | -.2056775 .0364563 -5.64 0.000 -.2771306 -.1342244 > noneng | .2566406 .0474816 5.41 0.000 .1635783 .3497029 > nonaust | 1.251198 .0592131 21.13 0.000 1.135142 1.367253 > _cons | -1.871285 .0300228 -62.33 0.000 -1.930128 -1.812441 > -------------+---------------------------------------------------------------- > 6 | > female | -.4014462 .0451968 -8.88 0.000 -.4900303 -.3128621 > noneng | 1.138732 .0587742 19.37 0.000 1.023536 1.253927 > nonaust | 2.322202 .0632143 36.74 0.000 2.198304 2.4461 > _cons | -2.876826 .0415611 -69.22 0.000 -2.958284 -2.795368 > -------------+---------------------------------------------------------------- > 7 | > female | -.0626167 .1889866 -0.33 0.740 -.4330237 .3077902 > noneng | -.1017222 .2996702 -0.34 0.734 -.6890651 .4856207 > nonaust | .9465996 .3576756 2.65 0.008 .2455683 1.647631 > _cons | -5.264885 .1549144 -33.99 0.000 -5.568511 -4.961258 > ------------------------------------------------------------------------------ > > . > end of do-file > > . crtest > factor variables and time-series operators not allowed > r(101); > > Could anyone please advise on what is causing the error message, and how I may resolve thi? * * 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/