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

Re: st: Gologit and equivalent of mlogtest, lr


From   "maartenbuis" <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Gologit and equivalent of mlogtest, lr
Date   Sun, 26 Sep 2004 13:33:13 -0000

Dear Hervé,

Multinomial logit and gologit estimate multiple parameters for each
explanatory variable. What -mlogtest, lr- does is a likelihood ratio
test of whether all parameters of a single explanatory variable are
simultaneously equal to zero. In other words: it compares the
likelihood of a model with and without the explanatory variable
(leaving a variable out is the same as constraining all the parameters
for this variable to be zero).

This can easily be implemented in STATA. In the example below I test
whether all parameters of weight are equal to zero. It results in a
chi-square statistic of 18.27 with 4 degrees of freedom, so the null
hypothesis (all parameters of weight are zero) is rejected at the .001
level.

sysuse auto
gologit rep78 price weight
estimates store A
gologit rep78 price
lrtest A

Maarten

--- In statalist@yahoogroups.com, "Herve STOLOWY" <stolowy@h...> wrote:
> Dear All:
>
> In the multinomial logit regression, in order to test the effects of
the independent variables, I do: -mlogtest, lr-.
>
> I want to do the equivalent after a gologit regression. Is it possible?
>
> Best regards
>
> Hervé Stolowy
> HEC Paris
>
> ***********************************************************
> HEC Paris
> Département Comptabilité-Contrôle de gestion / Dept of Accounting
and Management Control
> 1, rue de la Liberation
> 78351 - Jouy-en-Josas
> France
> Tel: +33 1 39 67 94 42
> Fax: +33 1 39 67 70 86
> stolowy@h...
> http://campus.hec.fr/profs/stolowy/perso/home.htm
>
> *
> *   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