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Re: st: Testing IIA assumption with micombine mlogit command


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>, "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Testing IIA assumption with micombine mlogit command
Date   Tue, 09 Jun 2009 15:45:56 -0400

At 03:07 PM 6/9/2009, Julie Trivitt wrote:
I need to test the IIA assumption with a multinomial logit model. I have used the mlogtest,all command, but get the following error message:

Data has been altered since mlogit was estimated.

I suspect it is since I had to use the ice command to impute missing data and the actual estimation command is micombine mlogit........

Can anyone advise me on the best way to test the IIA assumption in this case?

Thanks in advance,

In cases like this, I wonder how horrible it would be to, say, test the IIA assumption on each imputed data set separately. Sure, the numbers wouldn't be exactly right, but it is, after all, a diagnostic test. If you are lucky the data sets will all clearly pass the test or all fail it. If somebody knows how to do it exactly right, then great, but barring that i don't think it would be too horrible to improvise a bit. There are a lot of things still being ironed out with multiple imputation, so reasonable improvisations may be better than doing nothing at all.

Of course, the mlogtest code (part of Long and Freese's spost package) is there for everyone to see, so someone might be able to adapt it for the multiple imputation situation.


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Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL:  Richard.A.Williams.5@ND.Edu
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