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st: Evidence column in -mlogtest-


From   "Reza Daniels" <Reza.Daniels@uct.ac.za>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Evidence column in -mlogtest-
Date   Tue, 18 Sep 2007 15:50:30 +0200

Dear Statalisters,

I am using J. Scott Long & Freese's -mlogtest- after mlogit to test independence of irrelevant alternatives for a three-category dependent variable. However, I do not quite understand the last column in a portion of the output. The column is labelled "Evidence", and in both rows it states that there is evidence for the null that IIA is satisfied. However, the p-values suggest that only one alternative supports the null. 

I have also seen this outcome in the Evidence column on a totally different dataset, so I think it clearly is not related to the p-value. Any suggestions on interpretation of that column would be welcome. 


**** Small-Hsiao tests of IIA assumption

 Ho: Odds(Outcome-J vs Outcome-K) are independent of other alternatives.

 Omitted |  lnL(full)  lnL(omit)    chi2   df   P>chi2   evidence
---------+---------------------------------------------------------
       2 |   -973.735   -939.394  68.683   52    0.060   for Ho    
       3 |  -2506.763  -2475.979  61.567   52    0.171   for Ho    
-------------------------------------------------------------------

Thanks,
Reza



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