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st: mlogtest hausman "invalid syntax" (Stata 8)


From   nng@stanford.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: mlogtest hausman "invalid syntax" (Stata 8)
Date   Wed, 09 May 2007 01:25:02 -0700

Hi Statalisters:


I ran a multinomial logistic regression with a 3-category dependent variable (the IVs include one continuous variable and 8 dummies), and wanted to test the IIA assumption. The problem is that -mlogtest- will not perform the Hausman test. I used the -mlogtest- command after running -mlogit-, in different versions: I tried -mlogtest, iia-, -mlogtest, hausman-, and -mlogtest, smhsiao-. Stata will do the Small-Hsiao test, but it won't run the -mlogtest, iia- and -mlogtest, hausman- because of "invalid syntax". I Googled generally and searched the Statalist archives, but have not come across anything directly relevant. Am I missing something? What might be causing this?

Code and output below -- Thanks for your attention!


. mlogit AgendaX JCSFV jcshomog ctdislctdir ctdis ctlctdir dislctdir courtprefF dis3 lctdir2 if term<=1999, base(2) nolog

Multinomial logistic regression Number of obs = 6952
LR chi2(18) = 85.61
Prob > chi2 = 0.0000
Log likelihood = -4858.5573 Pseudo R2 = 0.0087

------------------------------------------------------------------------------
AgendaX | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
CCO |
JCSFV | .3233496 .1700592 1.90 0.057 -.0099604 .6566595
jcshomog | 3.798072 1.039115 3.66 0.000 1.761443 5.834701
ctdislctdir | 1.253344 .6129581 2.04 0.041 .0519679 2.454719
ctdis | .0918829 .3709508 0.25 0.804 -.6351674 .8189331
ctlctdir | -1.632044 .3321444 -4.91 0.000 -2.283035 -.9810527
dislctdir | -.4395894 .2578726 -1.70 0.088 -.9450103 .0658315
courtprefF | .7173647 .2016548 3.56 0.000 .3221286 1.112601
dis3 | -.2395791 .1785046 -1.34 0.180 -.5894416 .1102835
lctdir2 | .5899924 .1450551 4.07 0.000 .3056896 .8742952
_cons | -2.543556 .4533122 -5.61 0.000 -3.432032 -1.655081
-------------+----------------------------------------------------------------
Other |
JCSFV | .0988324 .1138796 0.87 0.385 -.1243676 .3220323
jcshomog | 1.775265 .6342595 2.80 0.005 .5321386 3.01839
ctdislctdir | 1.428385 .381431 3.74 0.000 .6807944 2.175976
ctdis | -.3345637 .2452329 -1.36 0.172 -.8152114 .146084
ctlctdir | -.8940682 .1951554 -4.58 0.000 -1.276566 -.5115706
dislctdir | -.122555 .1549872 -0.79 0.429 -.4263242 .1812143
courtprefF | .4987686 .130574 3.82 0.000 .2428483 .7546889
dis3 | -.2182942 .1017204 -2.15 0.032 -.4176625 -.0189258
lctdir2 | .2685875 .0951733 2.82 0.005 .0820513 .4551237
_cons | .7143991 .2723813 2.62 0.009 .1805415 1.248257
------------------------------------------------------------------------------
(Outcome AgendaX==SSO is the comparison group)

. mlogtest, iia

**** Hausman tests of IIA assumption

Ho: Odds(Outcome-J vs Outcome-K) are independent of other alternatives.
invalid syntax
r(110);

. mlogtest, hausman

**** Hausman tests of IIA assumption

Ho: Odds(Outcome-J vs Outcome-K) are independent of other alternatives.
invalid syntax
r(110);

. mlogtest, smhsiao

**** Small-Hsiao tests of IIA assumption

Ho: Odds(Outcome-J vs Outcome-K) are independent of other alternatives.

Omitted | lnL(full) lnL(omit) chi2 df P>chi2 evidence
---------+---------------------------------------------------------
CCO | -1484.250 -1475.736 17.027 10 0.074 for Ho
Other | -532.888 -528.799 8.180 10 0.611 for Ho



Nora Ng

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