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RE: st: IIA violations and subsequent steps


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: IIA violations and subsequent steps
Date   Mon, 6 Aug 2007 12:14:27 +0200

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------

--  Douglas Garrett <d.garrett@utoronto.ca> wrote:
> I am currently running a multinomial logistic regression model and
> have found that it violates the IIA assumption. <snip> 

--- Xiaoheng Zhang answered:
> I think IIA is irrelavent to the multinomial logistic regression
> because it implies that there is no correlation in terms of latent
> utility between any two alternatives. Just wondering why you think
> in your case it is violated.

IIA is an assumption underlying -mlogit-. It can be tested using
a Hausman test. For a nice example of how IIA is relevant for
-mlogit- see the help file of Jeroen Weesie's -iia- under the 
heading `Some fun ("Substantive background")'. You can install 
-iia- by first typing:

net cd http://www.fss.uu.nl/soc/iscore/stata/

and than:

net install iia

-- Maarten


 

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