Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: Testing for IAA in mlogit


From   "Daniel Mueller" <dm_lists@gmx.net>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Testing for IAA in mlogit
Date   Tue, 16 Mar 2004 22:38:32 +0100

It is quite common that the tests give differing results. The SH test
*randomly* divides the data into subsets. You can probably reproduce this by
using different random seeds (-set seed ...-), which might give you
different results (which does not mean you should look for a seed until IIA
holds...). Inconsistencies do happen quite often (see also the book of Long
& Freese). They also note that McFadden suggests that MNL should only be
used when you ccan plausibly assume that the categories are distinct, i.e.
alternatives are dissimilar. That might not be the case with your data.

Greetings,
Daniel
 
> 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
> -------------------------------------------------------------------
> 
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
> 

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index