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st: Multinomial Logit Model - Cramer Ridder Test


From   Ian Li <ianz.magic@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Multinomial Logit Model - Cramer Ridder Test
Date   Mon, 14 Nov 2011 06:18:39 +0000

Dear Statalisters,

I am using Stata 11.2 on a Windows OS. 

I am estimating a multinomial logit model with 7 categorical outcomes. As the estimated log odds ratio and marginal effects for some of the outcomes (e.g.) are insignificant in statistical and economic terms, I would like to do a Cramer Ridder test (see Cramer J.S. and Ridder G. (1991), "Pooling States in the Multinomial Logit Model", Journal of Econometrics, 47, 267-272). 

There is a user-written program for this test: 

package crtest from http://fmwww.bc.edu/RePEc/bocode/c

      Distribution-Date: 20031203
      
      Author:  Joao Pedro Azevedo, University of Newcastle-upon-Tyne, UK
      Support: email j.p.azevedo@ncl.ac.uk

However, when I estimate the logit model and use the test I get the following output and error message:


. mlogit overed  female noneng nonaust if year == 2009, vce (robust)

Iteration 0:   log pseudolikelihood = -109594.56  
Iteration 1:   log pseudolikelihood = -107547.29  
Iteration 2:   log pseudolikelihood = -106989.03  
Iteration 3:   log pseudolikelihood = -106976.66  
Iteration 4:   log pseudolikelihood = -106976.62  
Iteration 5:   log pseudolikelihood = -106976.62  

Multinomial logistic regression                   Number of obs   =      68352
                                                  Wald chi2(18)   =    5211.03
                                                  Prob > chi2     =     0.0000
Log pseudolikelihood = -106976.62                 Pseudo R2       =     0.0239

------------------------------------------------------------------------------
             |               Robust
      overed |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
1            |  (base outcome)
-------------+----------------------------------------------------------------
2            |
      female |   .0054676   .0238051     0.23   0.818    -.0411895    .0521248
      noneng |  -.1713411    .036681    -4.67   0.000    -.2432346   -.0994477
     nonaust |  -.4023007   .0666538    -6.04   0.000    -.5329397   -.2716617
       _cons |  -.6301703   .0196192   -32.12   0.000    -.6686234   -.5917173
-------------+----------------------------------------------------------------
3            |
      female |  -.2061721   .0220245    -9.36   0.000    -.2493394   -.1630049
      noneng |   .2473055   .0309354     7.99   0.000     .1866732    .3079377
     nonaust |   .7666135   .0449734    17.05   0.000     .6784672    .8547598
       _cons |  -.4356624   .0180227   -24.17   0.000    -.4709862   -.4003386
-------------+----------------------------------------------------------------
4            |
      female |  -.1237307   .0222175    -5.57   0.000    -.1672762   -.0801853
      noneng |   .1045945   .0315106     3.32   0.001     .0428348    .1663542
     nonaust |   .6037373   .0464335    13.00   0.000     .5127293    .6947453
       _cons |  -.4583203   .0183183   -25.02   0.000    -.4942236    -.422417
-------------+----------------------------------------------------------------
5            |
      female |  -.2056775   .0364563    -5.64   0.000    -.2771306   -.1342244
      noneng |   .2566406   .0474816     5.41   0.000     .1635783    .3497029
     nonaust |   1.251198   .0592131    21.13   0.000     1.135142    1.367253
       _cons |  -1.871285   .0300228   -62.33   0.000    -1.930128   -1.812441
-------------+----------------------------------------------------------------
6            |
      female |  -.4014462   .0451968    -8.88   0.000    -.4900303   -.3128621
      noneng |   1.138732   .0587742    19.37   0.000     1.023536    1.253927
     nonaust |   2.322202   .0632143    36.74   0.000     2.198304      2.4461
       _cons |  -2.876826   .0415611   -69.22   0.000    -2.958284   -2.795368
-------------+----------------------------------------------------------------
7            |
      female |  -.0626167   .1889866    -0.33   0.740    -.4330237    .3077902
      noneng |  -.1017222   .2996702    -0.34   0.734    -.6890651    .4856207
     nonaust |   .9465996   .3576756     2.65   0.008     .2455683    1.647631
       _cons |  -5.264885   .1549144   -33.99   0.000    -5.568511   -4.961258
------------------------------------------------------------------------------

. 
end of do-file

. crtest
factor variables and time-series operators not allowed
r(101);

Could anyone please advise on what is causing the error message, and how I may resolve thi? 

Regards
Ian
 		 	   		  
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