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


From   nng@stanford.edu
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: mlogtest hausman "invalid syntax" (Stata 8)
Date   Thu, 10 May 2007 00:35:19 -0700

Dear Prof. Williams:

Thank you very much -- my Stata 8 will do the IIA tests with your ordwarm2 code, but won't work for my own stuff. Your suggestion to check for updatedness is wonderful. I ran my code on Stata 9 with the newest version of
-mlogtest-: regular Hausman still won't run, but the suest-based Hausman test did. I'm off to figure out why this is. Thanks for all your help!

Nora



Quoting Richard Williams <Richard.A.Williams.5@ND.edu>:


At 03:25 AM 5/9/2007, nng@stanford.edu wrote:
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?
I can't replicate the problem.  Do you have the latest version of the
spost9 routines?  They were last updated on March 4.  Also make sure
your version of Stata is up to date.  mlogtest itself was last updated
in December:

. which mlogtest
c:\ado\plus\m\mlogtest.ado
*! version 1.7.4 8Dec2006 - suest bug fix

If everything is up to date, perhaps you could try to see if you can
come up with a replicable example using a publicly available data set,
e.g. auto.  You may need to contact Scott Long if you think you've
discovered a bug in his program.

Also, these commands work for me, so see if they work for you:

use "http://www.indiana.edu/~jslsoc/stata/spex_data/ordwarm2.dta";
mlogit  warm yr89 male white age ed prst
mlogtest, iia



-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

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