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Re: st: problem with the mlogtest command


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: problem with the mlogtest command
Date   Fri, 11 Nov 2011 13:03:17 -0500

At 12:42 PM 11/11/2011, Miranda wrote:
Not sure why this happens.  See below

. mlogtest, lr

Problem determining number of categories.

**** Likelihood-ratio tests for independent variables

 Ho: All coefficients associated with given variable(s) are 0.

HIVtesting_tri| chi2    df   P>chi2
---------+-------------------------
lrtest not valid after robust
specify force option to perform test anyway
r(198);

First off, again confirm that you have the latest and greatest updates of Stata and spost9. On my machine,

. which mlogtest, all

c:\ado\plus\m\mlogtest.ado
*! version 1.7.6 jsl 2009-10-18

I think you'll still have the problem though. mlogtest is trying to run lrtest, and lrtest doesn't work if you have used robust standard errors when executing mlogit. (Unless you use the force option, and mlogtest doesn't let you specify it.) Instead do

mlogtest, wald

Incidentally, I happen to know that these are Long and Freese commands, but the rest of the world may not. If using user-written commands you should specify where they came from. That is all the more important with Long and Freese commands since multiple versions are floating around.



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Richard Williams, Notre Dame Dept of Sociology
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