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Re: st: mlogtest after mlogit


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
>
> *
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>



-- 
Chiara Mussida
PhD candidate
Doctoral school of Economic Policy
Catholic University, Piacenza (Italy)

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