st: Re: rank of differenced matrix while testing IIA

["R.E. De Hoyos" <redeho@hotmail.com>]

Alexander,

Try using S. Long's post estimation command -mlogtest-. It computes Hausman 
and Small-Hsiao tests for IIA. If not installed type:

findit spostado

It will lead you to the ado's.

You are actually trying to compare parameters between a -mlogit- against a 
logit (two options). If you want to carry on the hausman test your self, the 
coding would have to be a bit more complicated. You will have to tell Stata 
which equation (out of the two that are being estimated by -mlogit-) you 
want to compare with the logit.

I hope this helps,

Rafa
________________________
R.E. De Hoyos
Faculty of Economics
University of Cambridge
CB3 9DE, UK
www.econ.cam.ac.uk/phd/red29/


----- Original Message ----- 
From: "Alexander Nervedi" <alexnerdy@hotmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Thursday, May 26, 2005 9:52 AM
Subject: st: rank of differenced matrix while testing IIA



> 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/
*
*   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/