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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 13:55:07 +0200 |

On 25 October 2011 13:30, Nick Cox <njcoxstata@gmail.com> wrote: > Now we are really getting somewhere. "__000000" is a temporary name; > in essence it surely does not belong there. I guess now that you have > tickled a bug in one of the -spost- routines and, as recommended > already in this thread, you should bring this to the attention of the > authors, who as said are not active members of Statalist. > > Note that -_pecats- does find all your categories 1/9 which supports > my earlier wild conjecture that their frequencies were not an issue. > > So, the warning message itself now appears to be an error, but there > is no obvious reason to credit the rest of the output if -mlogtest- is > misunderstanding what is going on with your model and data. You did > not comment on the fact that -r(refval) is missing in your output, so > other difficulties may lie undetected. > > Nick > Surely, I'm going to bring the attention of my problem to the authors of mlogtest ado. Nonetheless, the estimates of the mlogit for 9 categories do not seem to be biased: the results are consistent of previous findings obtained by running 3 separate mlogit (3 mlogit with common origin state). My attempt to put all the categories/outcome together is to avoid to get mixed up with sample selection issues. > On Tue, Oct 25, 2011 at 12:18 PM, Chiara Mussida <cmussida@gmail.com> wrote: >> On 25 October 2011 12:57, Nick Cox <njcoxstata@gmail.com> wrote: >>> If you look at the code of -mlogtest- the warning message that worries >>> you is when a helper program -_pecats- produces output that is >>> inconsistent. After your -mlogit- call you can run -_pecats- followed >>> by -return list-. In a well-behaved case, you will get output like >>> this in which r(numcats) matches the number of elements in r(catvals). >>> Your output will probably not match up. I don't know why that might >>> be, but I doubt that the category frequencies are somehow the issue. >>> (For "STATA" read "Stata".) >>> >>> . _pecats >>> >>> . return list >>> >>> scalars: >>> r(numcats) = 9 >>> r(refval) = 3 >>> >>> macros: >>> r(catnms8) : "1 2 4 5 6 7 8 9 3" >>> r(catvals) : "1 2 4 5 6 7 8 9 3" >>> r(catnms) : "1 2 4 5 6 7 8 9 3" >>> r(refnm) : "3" >>> >> Exactly Nick and thanks: when I type -_pecats- and -return list- I get: >> >> return list >> >> scalars: >> r(numcats) = 9 >> r(refval) = . >> >> macros: >> r(catnms8) : "1 2 3 4 5 6 7 8 9" >> r(catvals) : "1 2 3 4 5 6 7 8 9 __000000" >> r(catnms) : "1 2 3 4 5 6 7 8 9" >> >> where as you correctly assumed, I do not have the match between >> r(numcats) and r(catvals), but something like __000000 which does not >> allow a perfect matching. I still do not know why it happens. >> >> >> >> >> >>> >>> On Tue, Oct 25, 2011 at 11:10 AM, Chiara Mussida <cmussida@gmail.com> wrote: >>>> 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 >>>> -------------------------------------------- >>>> > > * > * 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>

**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>

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

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

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

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

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