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st: RE: mlogit IIA tests hausman, suest, smhsiao and error msg.


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: mlogit IIA tests hausman, suest, smhsiao and error msg.
Date   Fri, 3 Dec 2004 18:03:07 -0000

Uygar Yuzereroglu

> I use stata version 6. I am trying to test the
> validity of an mlogit model. While doing Hausman IIA
> test, I encounter some problems like having negative
> chi-square results for some of the categories. And for
> some categories, it does not even give a result, but
> give an error message of "big is not found r(111)". I
> guess the negative chi-squared results are related to
> asymptotic assumptions of the test. But I can not
> figure out the latter problem. Any ideas, why it can
> be?
> 
> I see that there are two alternatives for doing IIA
> test. One is doing the hausman test with suest. The
> second one is smhsiao function.
> 
> I found ado files of smhsiao on the web. It worked for
> giving the mlogit results, but did not give the test
> results. The error message is "eq() invalid r(198)".
> Would this error be related to the version I am using?

Not obviously. -smhsiao- by Nick Winter was written 
for Stata 6. 

> Suest alternative on the other hand again does not
> exist in my version. Is there a module or a program
> that I can download from the web (as the one for
> smhsiao) to do this test?

. search suest 

in your Stata should point to Jeroen Weesie's original
files in STB-52. 

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