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Re: st: mlogtest after mlogit


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: mlogtest after mlogit
Date   Mon, 24 Oct 2011 18:10:43 -0500

At 05:59 AM 10/24/2011, Muhammad Anees wrote:
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.


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Richard Williams, Notre Dame Dept of Sociology
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