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st: Testing for IAA in mlogit


From   Adrian Gonzalez-Gonzalez <gonzalez-gonzale.1@osu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Testing for IAA in mlogit
Date   Tue, 16 Mar 2004 12:57:28 -0500

Dear Stata users

I am testing for IIA after mlogit using the mlogtest command (Some output
below).

Is there any other testing technique/command available?

Also, base on the Hausman test my interpretation is that IIA is OK with my
empirical model, but based on the Small-Hsiao test my interpretation is the
opposite.  Am I interpreting the results in the right way?  Is it common to
get opposite results with these two tests?

Thanks in advanced for any help

Adrian Gonzalez
Ph.D Candidate
Agricultural, Environmental and Development Economics
The Ohio State University

**** Hausman test of IIA assumption

    Test:  Ho:  difference in coefficients not systematic

*** Summary of results

 Omitted |      chi2   df   P>chi2   evidence
---------+------------------------------------
Reschedu |    -0.790   14     ---    for Ho    
Partiall |    -0.253   14     ---    for Ho    
  0_None |    -0.198   28     ---    for Ho    
  0_Work |    -0.360   28     ---    for Ho    
  0_Savi |     0.065   28    1.000   for Ho    
 0_W+Sav |     0.404   28    1.000   for Ho    
  -_None |     0.076   28    1.000   for Ho    
  -_Work |    -0.002   28     ---    for Ho    
 -_W+Sav |     3.098   28    1.000   for Ho    
0_W+Sav+ |     0.106   28    1.000   for Ho    
-_W+Sav+ |     0.479   28    1.000   for Ho    
 More_30 |    -2.629   28     ---    for Ho    
----------------------------------------------
 Note: If chi2<0, the estimated model does not
 meet asymptotic assumptions of the test.


**** 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
---------+---------------------------------------------------------
Reschedu |  -1373.820  -1033.875 679.889   14    0.000   against Ho
Partiall |  -1370.112  -1050.340 639.542   14    0.000   against Ho
  0_None |  -1280.828   -901.153 759.350   14    0.000   against Ho
  0_Work |  -1337.598   -952.108 770.981   14    0.000   against Ho
  0_Savi |  -1374.106  -1029.493 689.227   14    0.000   against Ho
 0_W+Sav |  -1334.401   -948.032 772.738   14    0.000   against Ho
  -_None |  -1371.393   -983.072 776.642   14    0.000   against Ho
  -_Work |  -1417.680  -1028.537 778.287   14    0.000   against Ho
 -_W+Sav |  -1327.989   -944.182 767.614   14    0.000   against Ho
0_W+Sav+ |  -1423.891  -1037.675 772.432   14    0.000   against Ho
-_W+Sav+ |  -1233.047  -1005.512 455.069   14    0.000   against Ho
 More_30 |  -1428.613  -1017.914 821.399   14    0.000   against Ho
-------------------------------------------------------------------

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