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st: mlogit outlier


From   somsupa Nopprach <nmayecon31@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: mlogit outlier
Date   Mon, 23 Oct 2006 03:57:31 -0700 (PDT)

Dear Statalisters,
 I am now running mlogit model that has four
categories. My problem is that my Pseudo R2 is 1 while
my loglihood is -2.676e-13. So I think it should be
some problems such as outlier. I have checked my data
by deleting data that has independent value exceed and
lower than 3time of standard deviation.
    However I still face the same problem. could
anyone suggest me what I will do or how I will check
outlier in mlogit model.

  The following is my model estimation.

Thank you very much.
Somsupa

mlogit loca lnprod mmr  gdpdeflator_2000 k_l				lnaggl
,nolog base(3) robust		
						
Multinomial logistic regression				Number of obs   =  
     453		
				Wald chi2(15)   =          .		
				Prob > chi2     =          .		
Log pseudolikelihood = -2.676e-13				Pseudo R2       =
    1.0000		
						
loca	Coef.	Robust	z	P>z     [95% Conf. Interval]		
		Std. Err.				
Thailand     						
lnprod	24.36669	1.398603	17.42	0	21.62548	27.1079
mmr	-1.161723	0.1949555	-5.96	0	-1.543829	-0.7796175
gdpdefl~2000	-6.010435	0.3225363	-18.63	0	-6.642595
-5.378276
k_l	-41.4972	0.460219	-90.17	0	-42.39921	-40.59519
lnaggl	168.1013	9.164816	18.34	0	150.1386	186.064
_cons	-484.5797	.	.	.	.	.
						
Malaysia						
lnprod	-8.564474	0.6935952	-12.35	0	-9.923896
-7.205052
mmr	-6.412616	0.0790822	-81.09	0	-6.567615	-6.257618
gdpdefl~2000	-0.1889368	0.0214649	-8.8	0	-0.2310073
-0.1468664
k_l	53.92499	0.8171914	65.99	0	52.32332	55.52665
lnaggl	-26.08898	1.041421	-25.05	0	-28.13013	-24.04784
_cons	213.2393	6.827779	31.23	0	199.8571	226.6215
						
Indonesia						
lnprod	21.32817	3.32382	6.42	0	14.81361	27.84274
mmr	7.19923	0.4604767	15.63	0	6.296713	8.101748
gdpdefl~2000	-9.331812	0.5171074	-18.05	0	-10.34532
-8.3183
k_l	-70.35383	1.866545	-37.69	0	-74.01219	-66.69547
lnaggl	255.675	14.29446	17.89	0	227.6584	283.6916
_cons	-713.84	10.95042	-65.19	0	-735.3025	-692.3776
						
(loca==Philippines is the base outcome)						


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