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

st: rank of differenced matrix while testing IIA


From   "Alexander Nervedi" <alexnerdy@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: rank of differenced matrix while testing IIA
Date   Thu, 26 May 2005 06:52:19 +0000

Hi Statlist users:

I am trying to check the IIA assumption for a case in which a patient has three options - full medication (2), some medication (1) and no medication (0). Numbers in brackets indicate how they have been coded in the data.

i specify the test as:

mlogit medlevel indepvariables, basecategory (1)
estmiate store fullset
mlogit medlevel indepvariables if medlevel !=0, basecategory(1)
estmiate store subset
hausman . fullset


the models are estimated and the test is run but with a warning message:

Note: the rank of the differenced variance matrix (6) does not equal the
number of coefficients being tested (7).

I was wondeirng what this really means - with the sub-model i am just down to just two alternatives, whereas with the main i have three - should this result in these kinds of warning messages - or is there something more serious that may be wrong?

many thanks

Alex Nerd.

_________________________________________________________________
Express yourself instantly with MSN Messenger! Download today - it's FREE! http://messenger.msn.click-url.com/go/onm00200471ave/direct/01/

*
* 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