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st: Re: Hausman test for Independence from irrelevant alternatives


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Hausman test for Independence from irrelevant alternatives
Date   Tue, 29 Apr 2003 19:50:00 -0500

----- Original Message -----
From: <hsk22@cam.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, April 29, 2003 6:33 AM
Subject: st: Hausman test for Independence from irrelevant alternatives


> Dear STATA users,
>
> I would like to ask a question. I want to run a conditional logit and I
> have 3 alternatives such as C:keeping current policy (baseline group),
> A:protection policy (1), B:protection policy (2).
>
> I run conditional logit model by using clogit command and got the results.
> I would like to test IIA violation when I drop one of alternatives (A or
B)
> by using Hausman test. How can I set up STATA command. According to help
> menu, there is some example of mlogit not clogit. I will be appreciated
for
> any comment on this. Thanks in advance.
>
>
You might find Jeroen Weesie's -iia- helpful (findit iia).

Description
-----------
iia performs specifications tests for clogit and mlogit, namely Hausman
tests for the assumption of "independence of irrelevant alternatives" (IIA)
for each of the alternatives.


Scott


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