RE: st: RE: Missing standard errors in multinomial logit

 From jverkuilen To Subject RE: st: RE: Missing standard errors in multinomial logit Date Mon, 11 May 2009 08:13:58 -0400

You asked for clustered robust SEs. You get SEs but no overall chi square it looks like (coeffs are a little garbled on my screen). This is normal. When Stata doesn't report something it is usually a sign that it shouldn't be reported. In this case there isn't a valid model chi square to report; note the switch to pseudo-likelihood.

One way to screen SEs for a sign of trouble is to see whether they are proportional to 1/sqrt(n) (assuming an IV and DV that have variances near 1).

-----Original Message-----
From: serena.trucchi@unito.it
To: statalist@hsphsun2.harvard.edu
Sent: 5/11/2009 5:10 AM
Subject: Re: st: RE: Missing standard errors in multinomial logit

I estimate:
mlogit choice sex eta yearsedu y000 unempl y000papa
lavoramammaspread affitto_r td* reg_*, vce(cluster nquest)
and the output is:

Multinomial logistic regression                   Number
of obs   =       9130
Wald
chi2(32)

=

.
Prob
>
chi2

=

.
Log pseudolikelihood = -3185.8196                 Pseudo
R2       =     0.5029

clusters in nquest)
------------------------------------------------------------------------------
|               Robust
choice |      Coef.   Std. Err.      z    P>|z|
[95% Conf. Interval]
-------------+----------------------------------------------------------------
Indep.couple |
sex |  -1.259999   .0892111   -14.12   0.000
-1.43485   -1.085149
eta |    .369897   .0155086    23.85   0.000
.3395007    .4002934
yearsedu |  -.1782479   .0150689   -11.83   0.000
-.2077824   -.1487133
y000 |   .0325322   .0062735     5.19   0.000
.0202364    .0448281
unempl |  -1.387266   .1695346    -8.18   0.000
-1.719548   -1.054985
y000papa |     .03222   .0059338     5.43   0.000
.0205899    .0438501
lavoramamma |   23.84664   1.046417    22.79   0.000
21.7957    25.89758
spread |   31.92757   10.33789     3.09   0.002
11.66567    52.18947
affitto_r |   -17.1902   8.191793    -2.10   0.036
-33.24582   -1.134579
td1995 |  -.7098379   .1494154    -4.75   0.000
-1.002687    -.416989
td1998 |  -.5893725   .1931463    -3.05   0.002
-.9679324   -.2108126
td2000 |  -.6813418   .2790856    -2.44   0.015
-1.228339   -.1343441
td2002 |  -.9640511    .256836    -3.75   0.000
-1.46744   -.4606618
reg_NO |   1.055877   .3113467     3.39   0.001
.4456483    1.666105
reg_NE |   .8436263   .3178704     2.65   0.008
.2206117    1.466641
reg_CE |   .6105833   .2383532     2.56   0.010
.1434196    1.077747
_cons |  -33.96454          .        .       .
.           .
-------------+----------------------------------------------------------------
Indep.single |
sex |  -.2966189   .1449906    -2.05   0.041
-.5807953   -.0124424
eta |    .251174   .0260973     9.62   0.000
.2000242    .3023237
yearsedu |  -.0148035   .0222393    -0.67   0.506
-.0583918    .0287848
y000 |   .0728665   .0113887     6.40   0.000
.0505449     .095188
unempl |  -1.143601   .3043513    -3.76   0.000
-1.740119   -.5470836
y000papa |  -.1020295   .0105506    -9.67   0.000
-.1227083   -.0813508
lavoramamma |   25.67025   1.589592    16.15   0.000
22.5547    28.78579
spread |   30.10601    15.7503     1.91   0.056
-.7640025    60.97603
affitto_r |   .6206542    11.4264     0.05   0.957
-21.77468    23.01599
td1995 |  -.9829992   .2635091    -3.73   0.000
-1.499468   -.4665307
td1998 |  -.5831464   .3118048    -1.87   0.061
-1.194273    .0279797
td2000 |  -.4690283   .4415194    -1.06   0.288
-1.33439    .3963338
td2002 |  -.4568875   .3842724    -1.19   0.234
-1.210048    .2962725
reg_NO |    1.52762   .4547395     3.36   0.001
.6363469    2.418893
reg_NE |   .9431163   .4625978     2.04   0.041
.0364414    1.849791
reg_CE |   .8397561   .3691794     2.27   0.023
.1161779    1.563334
_cons |  -36.50551          .        .       .
.           .
------------------------------------------------------------------------------
(choice==Co-reside is the base outcome)

>
> ------------------ Messaggio originale -------------------
> Oggetto: st: RE: Missing standard errors in multinomial
> logit
> Da:      "Verkuilen, Jay" <JVerkuilen@gc.cuny.edu>
> Data:    Dom, 10 Maggio 2009, 12:29 am
> A:       statalist@hsphsun2.harvard.edu
> ----------------------------------------------------------
>
> 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 serio
[truncated by sender]

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/