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Re: st: suest after clogit
Xiaoheng Zhang (Kevin) <firstname.lastname@example.org> is using -suest- with -clogit-:
> 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
> est store de
> clogit choice lap lcdrug2 eatr ldist larea lwage3 edu3 share lgi
> est store fullset
> suest de fullset,cluster(id)
> test [de=fullset],common
> equation de not found
> 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?
In Stata 9, -clogit- was partially rewritten to use -ml- for maximizing it's
likelihood (-clogit- was originally an internal command). As a result, -e(b)-
now contains an equation name, corresponding to the dependent variable.
I believe the -test- command should be:
. test [de_choice=fullset_choice]
-suest- uses the estimation result's name as part of the new equation name,
the other part comes from the equation name present in the -e(b)-.
> 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?
This note was removed as part of the new features in Stata 9.
There is an example very similar to Kevin's in -[R] suest- (bottom of page 310
in the 'R-Z' manual for Stata 9).
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