have you tried -mlogtest, all- to verify if these categories have no
other issues. Otherwise the test on -combine- might have resulted
becaure some of the categories had small or no observations so
checking the condition of equal coefficients from -comibe- did not
work.
I agree - I get nervous about using multiple-outcome commands like
mlogit with lots and lots of independent variables. You may be
spreading the data too thin. But, before taking this too much
further, I'd like the original poster to confirm that the most
current version of mlogtest is indeed being used. Otherwise we might
be talking about a problem that was fixed 6 months ago. Also, it
might be good to present a frequency of the dependent variable. Long
and Freese's commands are sometimes pickier about coding than Stata
is, e.g. they sometimes don't like non-integer coding. Also, you
would see if some of the categories have very small frequency counts.
Finally, I would run a simple model with only one or two independent
variables followed by mlogtest. If the simple model works and the
more complicated one doesn't, that might indicate problems with one
or more of the added variables or with the data being spread too thin
to do the test.
