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st: RE: Missing standard errors in multinomial logit


From   "Verkuilen, Jay" <JVerkuilen@gc.cuny.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Missing standard errors in multinomial logit
Date   Sat, 9 May 2009 18:29:39 -0400

serena.trucchi@unito.it wrote:

>>I am trying to estimate choices about living arrangements
by a multinomial logit (mlogit).
If I use more than one dummy variable (ex regional
dummies, or sex and a dummy for employee)  stata fails to
compute standard errors of the coefficient of the constant
term (they are missing in the output table and zero in the
variance/covariance matrix).
How can I solve my problem?<<

When Stata fails to compute standard errors this is usually a sign of a
larger problem with your model. I'd guess that you have near perfect
prediction---common when you enter dummies into a multinomial logit---so
Stata is able to generate an estimate but it's a nearly useless one. But
it could be some other serious misspecification. 

Perhaps you could post your syntax and the exact output that Stata gave,
especially any warnings it threw, because as of now there's very little
anyone can tell you for sure....

JV

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