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RE: st: RE: Missing standard errors in multinomial logit
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" <[email protected]>
> Data: Lun, 11 Maggio 2009, 2:13 pm
> A: [email protected]
> ----------------------------------------------------------
>
> 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: [email protected]
> To: [email protected]
> 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" <[email protected]>
>> Data: Dom, 10 Maggio 2009, 12:29 am
>> A: [email protected]
>> ----------------------------------------------------------
>>
>> [email protected] 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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>
>
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