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st: Problem with mlogit estimation


From   <robertacardani@fastwebnet.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: Problem with mlogit estimation
Date   Tue, 24 Aug 2010 09:46:24 +0200 (CEST)

Dear Statalist, 

I'm currently using Stata/SE 11.1 for Windows (32-bit) to make a mlogit estimation.
The commands are 


global EU "dumat dumit dumfr dumes dumde dumnl dumgr"
global demovar "dumsex age_lt_34 age_35_44 age_45_54 age_55_64 age_65_74 age_75pl mi1 mi2 mi3 ms1 ms
2 ms3 ms4 ms5" 
global sociovar "hh_sz ed1 ed2 ed3 dr01 dr2 dr4 dr5 ty4554 ws1_2 ws2_2 ws3_2 ws4_2 ws5_2 ty4554"
global consvar "dr01 dr2 dr3 dr4 dr5 cronill kids"
global ecovar "Q1_hh_net_inc_byc Q2_hh_net_inc_byc Q3_hh_net_inc_byc Q4_hh_net_inc_byc Q5_hh_net_inc
_byc Q6_hh_net_inc_byc"
global finstress "make_ends_meet_comp mortgage_outs int_serv_ratio debt_serv_ratio fhealth"

mlogit make_ends_meet $demovar $sociovar $consvar $ecovar $finstress $EU [pw=hwgt] if age!=. &amp; e
mp_status_basic_3!=. &amp;  educ_status_2!=. &amp; migration_2!=. &amp; hh_net_income!=. 

Variables are qualitative. 

Unfornately the results is wierd, because stata cannot calculate anymore the Wald test, the constant
 and other beta coefficients

Multinomial logistic regression            Number of obs   = 42849
                                           Wald chi2(145)  = .
                                          Prob &gt; chi2     = .
Log pseudolikelihood = -36614.663     Pseudo R2       = 0.4449
.....
 fhealth |  -37951          .        .       .            .           .
 dumit |  -.0137117   .0976822    -0.14   0.888    -.2051653    .1777419
 _cons |   20.78453          .        .       .            .           .
  

Thanks for your consideration. 
Roberta

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