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st: AW: RE: AW: MLOGIT versus a set of LOGIT models


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: RE: AW: MLOGIT versus a set of LOGIT models
Date   Tue, 18 Aug 2009 19:40:48 +0200

<> 


"It seems to me that Jon's question remains
essentially untouched by Martin's comment."

Fully agreed! Next time I will reverse my _two_ points to make them more
palatable..


HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Nick Cox
Gesendet: Dienstag, 18. August 2009 18:59
An: statalist@hsphsun2.harvard.edu
Betreff: st: RE: AW: MLOGIT versus a set of LOGIT models

Jon's use of -xi:- here is really a side issue. While it's quite true
that factor variables in Stata 11 offer more power and flexibility than
did -xi:- it is equally true that -xi:- remains available and continues
to produce good results. It seems to me that Jon's question remains
essentially untouched by Martin's comment. 

Nick 
n.j.cox@durham.ac.uk 

Martin Weiss

In the absence of a -version- statement, your code is problematic as it
still uses -xi- which has been superseded in Stata 11. Note the FAQ on
this
point. 

I think you will get more/better answers if you frame your question in
terms
of the example in the help file... 

Jon Heron

 I have always believed that the regression estimates from a multinomial
logistic
 regression model (MLOGIT) could be replicated through a set of simple
 logit models with the appropriately derived binary outcomes.

 Whilst attempting to demonstrate this fact for some teaching material
on
 polytomous IRT that i am writing, I moved from my usual categorical
 predictors to a continuous covariate + discovered that the above
equivalence
 did not hold.

 To ensure that this was not a fluke, I have since demonstrated that
with
 the two simple models below, each with the same 4-level outcome and
4-level
 predictor, the former can be replicated with logits, but not the
latter.

 xi: mlogit ghq1 i.ghq3, baseoutcome(0)
 mlogit ghq1 ghq3, baseoutcome(0)

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