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st: RE: mlogit problem with "predict"


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: mlogit problem with "predict"
Date   Mon, 6 Aug 2007 19:23:26 +0200

--- Sheela Athreya wrote:
> I am using Stata 9 for the PC, and have run the following command:
>
> mlogit tax pc1 pc2 pc3 pc4, vce(jackknife)
>
> Where (tax) has five outcomes
> 
> The regression results seem to be fine, but when I then try to run 
> "predict p1 p2 p3 p4 p5" to obtain posterior probabilities, I get the 
> following:
> "p1: 27 missing values generated"  (note: there are more than 27 
> cases in the data set)
>
> And the resulting  posterior probabilities are completely off--every 
> value of p1 is either 0, 1 or missing  (".")
> And, for a handful of cases, the values of p1-p5 are *all* 0.

Are pc1 - pc4 dummy variables for a single categorical variable 
(called pc)? If that's the case you can look at a cross tabulation
of tax versus pc, by typing in Stata:

tab tax pc

What you are looking for are (almost) empty cells, and (almost) perfect
predictions, or anything else that looks odd. It's pretty hard to 
explain what it is that makes such a table look "odd", other than if 
something is really wrong it is usually pretty obvious (though not 
always). 

I propose an incremental approach: See if you can solve the problem
by looking at -tab tax pc-, and report back to us. If that solves the 
problem, great, if not, we'll try something else. (Notice that we are
living in different time zones, so it might take some time before I 
get back to you, but somebody else on the Statalist might jump in)

-- Maarten

-----------------------------------------
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/
-----------------------------------------



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