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st: Re: Hausman test for IIA, anyone??


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Hausman test for IIA, anyone??
Date   Fri, 7 Nov 2003 08:25:39 -0600

----- Original Message ----- 
From: "Robert Bozick" <rbozick@smtp.aed.org>
To: <statalist@hsphsun2.harvard.edu>
Sent: Thursday, November 06, 2003 8:21 AM
Subject: st: Hausman test for IIA, anyone??


> Hey Stata users -- I posted a question a few days back and haven't heard from
anyone, (which means either no one knows the answer or the message may have
gotten buried in your inbox).  In any case, I am reposting it again --- any
help/thoughts are appreciated!
>
> I am having a problem using the Hausman test of independence of irrelevant
alternatives (IIA) following the estimation of a multinomial logistic regression
model.  I have a three category nominal dependent variable called DV (0 = no
college, 1 = immediate enrollment in college, and 2 = on-time enrollment in
college).
>
> I first estimate the model:
> mlogit DV x1 x2 x3 x4
>
> STATA estimates the model with no problem.  I then use the commands to obtain
the Hausman test:
>
> mlogtest, hausman base
>
> STATA tells me
> **** Hausman tests of IIA assumption
>
> Ho: Odds(Outcome-J vs Outcome-K) are independent of other alternatives.
>
> no coefficients in common; specify -equations(matchlist)- for the problem of
different equation names. r(498);
>
>
> Does anyone know if I am doing something wrong?
>
> Thanks in advance for your help,
> Robert
>

Do you have the most recent version of mlogtest?

. which mlogtest
c:\ado\stbplus\m\mlogtest.ado
*! version 1.6.4 2/11/03 correct hausman problem for Stata 8


Scott



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