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Re: st: IIA test after svy:mlogit


From   "Joao Ricardo F. Lima" <jricardofl@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: IIA test after svy:mlogit
Date   Wed, 1 Oct 2008 08:35:07 -0300

Dear Claudio,

thanks for the reply. The problem, I think, is that the Small-Hsiao
statistic use likelihood and with survey data I have
pseudo-likelihood.

I saw the mlogtest code and to get the coefs to do the statistic test
it uses mlogit instead svy:mlogit. I have pweights and then, the coefs
are different using mlogit and svy:mlogit.

Isn't this?

Thanks again!

Joao Lima


2008/10/1 Claudio Cruz Cazares <Claudio.Cruz@uab.cat>:
> Hi, try the  Small-Hsiao Test.
>
> First you have to set a random value:
>
> . set seed 12345
>
> then,
>
> . mlogtest, smhsiao base
>
> You can try different random values until get the IIA assumption.
>
> Greetings,
>
> Claudio
>
>
>
> ----- Mensaje original -----
> De: "Joao Ricardo F. Lima" <jricardofl@gmail.com>
> Fecha: Martes, Septiembre 30, 2008 10:40 pm
> Asunto: st: IIA test after svy:mlogit
>
>> Dear Stephen and Statalisters,
>>
>> Can I do the Hausman's test for independence of irrelevant
>> alternatives after svy:mlogit? My dependent variable has 4
>> alternatives.
>> Iīm using Stata 10.1.
>>
>> I tried to use the -mlogtest-
>>
>> STB-58  sg155 . . . . . . . . . . . . .  Tests for the multinomial
>> logit model
>>        (help mlogtest, _perhs, _pecats if installed) . J. Freese
>> & J. S. Long
>>        11/00   pp.19--25; STB Reprints Vol 10, pp.247--255
>>        simplifies the obtaining of several tests associated with
>>        the multinomial logit model
>>
>> However, you can see below that I canīt use with survey data.
>>
>> . mlogtest, hausman base
>>
>> Problem determining number of categories.
>>
>> **** Hausman tests of IIA assumption
>>
>> Ho: Odds(Outcome-J vs Outcome-K) are independent of other
>> alternatives.hausman cannot be used with clustered or p-weighted data
>> r(198);
>>
>> end of do-file
>>
>> r(198);
>>
>> Thanks for the help!
>>
>> Best Regards,
>>
>> Joao Lima
>>
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>
>
> *
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>



-- 
-------------------------------
Joao Ricardo Lima
Professor
UFPB-CCA-DCFS
+553138923914
-------------------------------

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