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Re: st: about the listcoef command


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: about the listcoef command
Date   Fri, 11 Nov 2011 12:05:31 -0500

At 11:48 AM 11/11/2011, Miranda wrote:
I was doing a multinomial logistic regression and after running the
mlogit command I used the listcoef to get the estimates for all
combinations of outcome categories. But I only get two groups
comparisons. Please see the results below.

. use http://www.stata-press.com/data/lf2/nomocc2, clear
(1982 General Social Survey)

. mlogit occ white ed exper, baseoutcome (5) nolog

Multinomial logistic regression                   Number of obs   =        337
LR chi2(12) = 166.09 Prob > chi2 = 0.0000
Log likelihood = -426.80048                       Pseudo R2       =     0.1629

------------------------------------------------------------------------------
occ | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
Menial       |
white | -1.774306 .7550543 -2.35 0.019 -3.254186 -.2944273 ed | -.7788519 .1146293 -6.79 0.000 -1.003521 -.5541826 exper | -.0356509 .018037 -1.98 0.048 -.0710028 -.000299 _cons | 11.51833 1.849356 6.23 0.000 7.893659 15.143
-------------+----------------------------------------------------------------
BlueCol      |
white | -.5378027 .7996033 -0.67 0.501 -2.104996 1.029391 ed | -.8782767 .1005446 -8.74 0.000 -1.07534 -.6812128 exper | -.0309296 .0144086 -2.15 0.032 -.05917 -.0026893 _cons | 12.25956 1.668144 7.35 0.000 8.990061 15.52907
-------------+----------------------------------------------------------------
Craft        |
white | -1.301963 .647416 -2.01 0.044 -2.570875 -.0330509 ed | -.6850365 .0892996 -7.67 0.000 -.8600605 -.5100126 exper | -.0079671 .0127055 -0.63 0.531 -.0328693 .0169351 _cons | 10.42698 1.517943 6.87 0.000 7.451864 13.40209
-------------+----------------------------------------------------------------
WhiteCol     |
white | -.2029212 .8693072 -0.23 0.815 -1.906732 1.50089 ed | -.4256943 .0922192 -4.62 0.000 -.6064407 -.2449479 exper | -.001055 .0143582 -0.07 0.941 -.0291967 .0270866 _cons | 5.279722 1.684006 3.14 0.002 1.979132 8.580313
-------------+----------------------------------------------------------------
Prof         |  (base outcome)
------------------------------------------------------------------------------

. listcoef white, help

mlogit (N=337): Factor Change in the Odds of occ

Variable: white (sd=     .28)

Odds comparing    |
Group 1 - Group 2 |      b         z     P>|z|     e^b   e^bStdX
------------------+---------------------------------------------
Menial  -Prof     |  -1.77431   -2.350   0.019   0.1696   0.6123
Prof    -Menial   |   1.77431    2.350   0.019   5.8962   1.6331
----------------------------------------------------------------
       b = raw coefficient
       z = z-score for test of b=0
   P>|z| = p-value for z-test
     e^b = exp(b) = factor change in odds for unit increase in X
 e^bStdX = exp(b*SD of X) = change in odds for SD increase in X

Not what I get.

. listcoef white, help

mlogit (N=337): Factor Change in the Odds of occ

Variable: white (sd=.27642268)

Odds comparing    |
Alternative 1     |
to Alternative 2  |      b         z     P>|z|     e^b   e^bStdX
------------------+---------------------------------------------
Menial  -BlueCol  |  -1.23650   -1.707   0.088   0.2904   0.7105
Menial  -Craft    |  -0.47234   -0.782   0.434   0.6235   0.8776
Menial  -WhiteCol |  -1.57139   -1.741   0.082   0.2078   0.6477
Menial  -Prof     |  -1.77431   -2.350   0.019   0.1696   0.6123
BlueCol -Menial   |   1.23650    1.707   0.088   3.4436   1.4075
BlueCol -Craft    |   0.76416    1.208   0.227   2.1472   1.2352
BlueCol -WhiteCol |  -0.33488   -0.359   0.720   0.7154   0.9116
BlueCol -Prof     |  -0.53780   -0.673   0.501   0.5840   0.8619
Craft   -Menial   |   0.47234    0.782   0.434   1.6037   1.1395
Craft   -BlueCol  |  -0.76416   -1.208   0.227   0.4657   0.8096
Craft   -WhiteCol |  -1.09904   -1.343   0.179   0.3332   0.7380
Craft   -Prof     |  -1.30196   -2.011   0.044   0.2720   0.6978
WhiteCol-Menial   |   1.57139    1.741   0.082   4.8133   1.5440
WhiteCol-BlueCol  |   0.33488    0.359   0.720   1.3978   1.0970
WhiteCol-Craft    |   1.09904    1.343   0.179   3.0013   1.3550
WhiteCol-Prof     |  -0.20292   -0.233   0.815   0.8163   0.9455
Prof    -Menial   |   1.77431    2.350   0.019   5.8962   1.6331
Prof    -BlueCol  |   0.53780    0.673   0.501   1.7122   1.1603
Prof    -Craft    |   1.30196    2.011   0.044   3.6765   1.4332
Prof    -WhiteCol |   0.20292    0.233   0.815   1.2250   1.0577
----------------------------------------------------------------
       b = raw coefficient
       z = z-score for test of b=0
   P>|z| = p-value for z-test
     e^b = exp(b) = factor change in odds for unit increase in X
 e^bStdX = exp(b*SD of X) = change in odds for SD increase in X

Make sure you have the latest and greatest versions of both Stata and spost9, the Long & Freese package that contains listcoef. On my computer, it is

. which listcoef, all

c:\ado\plus\l\listcoef.ado
*! version 1.9.3 2010-12-21 scott long

Maybe you have the version that appeared way back when in the Stata Technical Bulletin. If so, I would probably uninstall first and then install -spost9-.

Unfortunately, there are assorted old versions of Long and Freese commands still floating around at STB and SSC, e.g. listcoef, fitstat. Unless you have a really old version of Stata, ignore them and instead do

-findit spost9-


-------------------------------------------
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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