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st: AW: mlogtest (fwd)


From   Daniel Muller <d.mueller@agr.uni-goettingen.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: mlogtest (fwd)
Date   Fri, 15 Nov 2002 23:02:28 +0100

Hannah,

the test tells you that you're odds depend of other outcomes and, therefore, you
are violating the IIA assumption. As Scott and Freese (2001) note in their book,
results of the various IIA tests are often inconsistent. McFadden (1973)
suggests that models estimated with -mlogit- and -clogit- should only be used if
outcome categories can be plausibly differentiated and weighed independently by
decision-makers. I also observed with some of our data sets that IIA holds
according to the Hausman test, but is violated in the Small & Hsiao test. For
further insights on that I would be grateful.

Greetings,
Daniel

---------- Forwarded Message ----------
Date: 15 November 2002 15:16 +0000
From: Hannah Kewsberry <hannah_kewsberry@hotmail.com>
To: baum@bc.edu
Subject: mlogtest


Hi there,

Sorry to send this e-mail to your personal a/c. I have posted a question to
the Statalist this morning, but it didn't appear even 12 hours later. Since
this issue is kind of urgent, I am sending my question to a few people who
ever replied to my inquiries before, hope you don't mind. My question is: I
tried to run Small-Hsiao test for my multinomial logit but the response
says 'against H0', could you kindly suggest where have I possibly have gone
wrong?

**** Small-Hsiao tests of IIA assumption

Ho: Odds(Outcome-J vs Outcome-K) are independent of other alternatives.

Omitted |  lnL(full)  lnL(omit)    chi2   df   P>chi2   evidence
---------+---------------------------------------------------------
       1 |  -3931.826  -3839.075 185.502   15    0.000   against Ho
       2 |  -3659.149  -3589.573 139.151   15    0.000   against Ho
       3 |  -3122.853  -3027.661 190.384   15    0.000   against Ho
       4 |  -3495.731  -3432.914 125.632   15    0.000   against Ho
       5 |  -3232.598  -3135.791 193.614   15    0.000   against Ho
       8 |  -3350.732  -3261.296 178.871   15    0.000   against Ho
       9 |  -3325.947  -3228.943 194.009   15    0.000   against Ho
-------------------------------------------------------------------


Thanks in advance, Hannah




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