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From |
Chiara Mussida <cmussida@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: mlogtest after mlogit |

Date |
Tue, 25 Oct 2011 12:10:21 +0200 |

On 25 October 2011 01:10, Richard Williams <richardwilliams.ndu@gmail.com> wrote: > 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. > > Dear All, I confirm that my current version of mlogtest is and was the one indicated by Nick, precisely: . which mlogtest, all C:\Program Files\Stata12\ado\updates\m\mlogtest.ado *! version 1.7.6 jsl 2009-10-18 in terms of model estimates, I guess that the issue is related to the relative frequency of my dependent variables categories': ta transition transition | Freq. Percent Cum. ------------+----------------------------------- 1 | 271 0.70 0.70 2 | 132 0.34 1.04 3 | 1,119 2.90 3.94 4 | 379 0.98 4.93 5 | 722 1.87 6.80 6 | 13,959 36.17 42.97 7 | 388 1.01 43.98 8 | 168 0.44 44.41 9 | 21,450 55.59 100.00 ------------+----------------------------------- Total | 38,588 100.00 e.g., categories 2 and 8 might be too small. Now, I cannot collapse my dep variable in a reduced number of categories and I hope that notwithstanding the STATA alert message after typing the test command (below I copied all the results) do not bias my results. ps: for the test N=25441 since the model estimates are referred to a subsample (aged 15-64) of the overall population (38588). mlogtest, c Problem determining number of categories. **** Wald tests for combining alternatives (N=25441) Ho: All coefficients except intercepts associated with a given pair of alternatives are 0 (i.e., alternatives can be combined). Alternatives tested| chi2 df P>chi2 -------------------+------------------------ 1- 2 | 18.576 5 0.002 1- 3 | 5.990 5 0.307 1- 4 | 13.565 5 0.019 1- 5 | 148.448 5 0.000 1- 6 | 178.434 5 0.000 1- 7 | 33.226 5 0.000 1- 8 | 68.938 5 0.000 1- 9 | 311.133 5 0.000 2- 3 | 19.911 5 0.001 2- 4 | 23.931 5 0.000 2- 5 | 68.619 5 0.000 2- 6 | 68.197 5 0.000 2- 7 | 24.027 5 0.000 2- 8 | 55.161 5 0.000 2- 9 | 127.081 5 0.000 3- 4 | 36.426 5 0.000 3- 5 | 438.391 5 0.000 3- 6 | 703.923 5 0.000 3- 7 | 59.553 5 0.000 3- 8 | 103.537 5 0.000 3- 9 | 1130.422 5 0.000 4- 5 | 197.002 5 0.000 4- 6 | 103.387 5 0.000 4- 7 | 91.631 5 0.000 4- 8 | 132.381 5 0.000 4- 9 | 530.943 5 0.000 5- 6 | 592.783 5 0.000 5- 7 | 192.566 5 0.000 5- 8 | 142.185 5 0.000 5- 9 | 281.162 5 0.000 6- 7 | 520.969 5 0.000 6- 8 | 430.911 5 0.000 6- 9 | 5946.722 5 0.000 7- 8 | 24.867 5 0.000 7- 9 | 231.357 5 0.000 8- 9 | 82.933 5 0.000 -------------------------------------------- > ------------------------------------------- > Richard Williams, Notre Dame Dept of Sociology > OFFICE: (574)631-6668, (574)631-6463 > HOME: (574)289-5227 > EMAIL: Richard.A.Williams.5@ND.Edu > WWW: http://www.nd.edu/~rwilliam > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > -- Chiara Mussida PhD candidate Doctoral school of Economic Policy Catholic University, Piacenza (Italy) * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: mlogtest after mlogit***From:*Nick Cox <njcoxstata@gmail.com>

**Fwd: st: mlogtest after mlogit***From:*Chiara Mussida <cmussida@gmail.com>

**References**:**st: mlogtest after mlogit***From:*Chiara Mussida <cmussida@gmail.com>

**Re: st: mlogtest after mlogit***From:*Muhammad Anees <anees@aneconomist.com>

**Re: st: mlogtest after mlogit***From:*Chiara Mussida <cmussida@gmail.com>

**Re: st: mlogtest after mlogit***From:*Muhammad Anees <anees@aneconomist.com>

**Re: st: mlogtest after mlogit***From:*Richard Williams <richardwilliams.ndu@gmail.com>

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