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From | Simon Falck <simon.falck@abe.kth.se> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | st: Hausman IIA test after asclogit in Stata11 |
Date | Thu, 21 Mar 2013 13:52:29 +0000 |
Hi Statalist, I have a question that is not new to Statalist regarding the Hausman IIA test after obtaining results from an alternative specific choice model with 72 choices, implemented with -asclogit-. The dependent variable take the value 1 when an alternative is chosen, otherwise 0. I have 10 independent variables. The asclogit model runs well and is specified as: asclogit Y $xlist, case(id) casevars() alternatives(alt) basealternative() noconstant est sto full asclogit Y $xlist if alt!=72, case(id) casevars() alternatives(alt) basealternative() noconstant est sto partial Thus, the full model includes all 72 alternatives (full), and the reduced model (partial) excludes one of these alternatives. I get the following results from the hausman test regarding IIA test. hausman partial full Test: Ho: difference in coefficients not systematic chi2(13) = (b-B)'[(V_b-V_B)^(-1)](b-B) = 1.59 Prob>chi2 = 0.9999 (V_b-V_B is not positive definite) It seems there is a problem as the test reports "V_b-V_B is not positive definite". I have looked through previous conversations regarding similar cases but could not find any satisfying answer. Any suggestions what may be wrong in my specific case? Thanks in advance Simon * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/