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From |
Sheela Athreya <athreya@neo.tamu.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: RE: mlogit problem with "predict" |

Date |
Fri, 10 Aug 2007 10:24:18 -0500 |

For those who have been helping me with the problem below, I thought an update would be useful: the problem was with the principal component scores themselves. For some reason (I still have not figured out what) when I ran the PCA, several cases had scores of zero for every PC.

I reduced the number of variables in the pca, created new scores, and when I used fewer PC's (3 instead of 4) in my mlogit, the probabilities looked fine.

The use of -stripplot- helped--it seems PC3 and PC4 are almost identical in value. I have no idea why.

Thanks again very much for all the help.

*******************************

Sheela Athreya, Ph.D.

Department of Anthropology

Texas A&M University

4352 TAMU

College Station, TX 77843

phone: 1-979-845-4785

fax: 1-979-845-4070

Hello,

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.

This also happens when I do not use the vce(jackknife) command, and when I use three instead of four independent variables.

I suspect something is wrong among my cases (or variables) such that maybe two of my groups are so highly correlated that I am getting these results? But I am not familiar enough with the principles of multinomial logit to know. Any help or advice would be much appreciated.

Many thanks,

*******************************

Sheela Athreya, Ph.D.

Texas A&M University

4352 TAMU

College Station, TX 77843

phone: 1-979-845-4785

fax: 1-979-845-4070

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