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


From   serena.trucchi@unito.it
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: RE: Missing standard errors in multinomial logit
Date   Mon, 11 May 2009 14:25:52 +0200 (CEST)

I obtain similar results also without the robust option..
Moreover the standard errors of the estimated coefficient
for the constant are missing: what does it means?
The estimated variance and covariance (listed through the
command vce) for this coefficient are zero.
Thanks
Seerena


> ------------------ Messaggio originale -------------------
> Oggetto: RE: st: RE: Missing standard errors in
> multinomial logit
> Da:      "jverkuilen" <jverkuilen@gc.cuny.edu>
> Data:    Lun, 11 Maggio 2009, 2:13 pm
> A:       statalist@hsphsun2.harvard.edu
> ----------------------------------------------------------
>
> 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
>
>                               (Std. Err. adjusted for 5719
> 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]
>
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