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From |
"Jens Clausen" <JC@akf.dk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: Testing IIA of multinomial logistic survey? |

Date |
Mon, 01 Aug 2005 14:32:48 +0200 |

Dear all, I have a 'how-to' question which I would really appreciate some help with: How to test IIA of a multinomial logistic model for survey data? Below is some explanation of the setup (I appreciate corrections and suggestions) The survey contains several responses (Y can take the values 0 1 2 3) for some subjects (one row/line/record for each response for each subject). The subjects are identified by IDNR and should be weighted by VGT1. The explanatory variables in `xlist' are constant for each subject. I estimating the model and test simple hypotheses by . svyset [pweight=VGT1], psu(IDNR); . svydes; . svymlogit Y `xlist', basecategory(0); . testparm AGEGRP*; However, I am not sure how to test the IIA assumption. I seem to be unable to (figure out how to?) use lrtest or the estimates from svymlogit for testing, so instead I re-estimate the model using iweight-ed mlogit (with one resonse left out at a time) and then use suest,svy to get the robust covariance matrix for testing between the models: . quietly mlogit Y `xlist' [iweight=VGT1], basecategory(0) score(iia0_*); . est store iia0; . foreach i in 1 2 3 {; . quietly mlogit Y `xlist' [iweight=VGT1] if Y~=`i', basecategory(0) score(iia`i'_*); . est store iia`i'; . }; . suest iia*, svy; Now I can think of two ways of testing, either test equality of differences from the base model iia0: . foreach i in `xlist' {; . quietly test ([iia0_1]`i'-[iia0_2]`i'=[iia3_1]`i'-[iia3_2]`i') . ([iia0_1]`i'-[iia0_3]`i'=[iia2_1]`i'-[iia2_3]`i') . ([iia0_2]`i'-[iia0_3]`i'=[iia1_2]`i'-[iia1_3]`i'), notest accumulate; . }; . test, accumulate; or test equality with the base model: . test ([iia0_1=iia2_1=iia3_1]) ([iia0_2=iia1_2=iia3_2]) ([iia0_3=iia1_3=iia2_3]), common; but which is correct, if any of the two? Or is there a better way to test the IIA of such a survey? (The two tests give the same F-value but the second has twice as many degrees of freedom) Thank you, Jens Clausen * * 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/

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