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st: suest after clogit


From   Xiaoheng Zhang <zhangx@tcd.ie>
To   statalist@hsphsun2.harvard.edu
Subject   st: suest after clogit
Date   Tue, 22 May 2007 17:39:26 +0100

Hello there,

I tried hausman test for IIA(Independence from Irrelevant Alternatives) after
clogit but failed because that chi2<0 means that model fitted on these data
fails to meet the asymptotic assumptions of the Hausman test.Then Stata refers
me to the suest.I used following command but at the end Stata propmts that an
equation cannot be found.

clogit choice lap lcdrug2 eatr ldist larea lwage3 edu3 share lgi sisters2 if
location!=6,group(id)
est store de
clogit choice lap lcdrug2 eatr ldist larea lwage3 edu3 share lgi
sisters2,group(id)
est store fullset
  suest de fullset,cluster(id)
  test [de=fullset],common
equation de not found
r(303);

My question are that 1) is "test [de=fullset]" the command to do an equality
test for coefficients of different models?
2) Did I make any mistake in the commands I worte?

Thank you very much for reading.

PS:I found these words in help file that "clogit does not have a score() option.
suest has special code to deal with the case of "one success per group".  If
multiple clogits are combined, the group() structures should not overlap;
nested structures are allowed. Also, if cluster() or svy is specified with
suest, the clustering should not overlap with the grouping in clogit. See [R]
suest for details."

Unfortunately,if my understanding is correct, to do a Hausman test for IIA,I
have to have the same group() for two clogit models to be compared.How could I
avoid overlapping?



Greetings,

Xiaoheng Zhang(Kevin)




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