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?
