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RE: st: Multinomial Logit Model - Cramer Ridder Test


From   Ian Li <ianz.magic@hotmail.com>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Multinomial Logit Model - Cramer Ridder Test
Date   Mon, 14 Nov 2011 07:55:28 +0000

Thanks, but that is not it. I initially estimated a model with observations for multiple years in it, and included dummy variables for years, but got the same error message and thus restricted the sample and omitted the year dummies. 

For illustration, running the 'full' sample gives me:

. mlogit overed female noneng nonaust if empnat1==1 & overed!= 0

Iteration 0:   log likelihood = -869628.84  
Iteration 1:   log likelihood = -864292.36  
Iteration 2:   log likelihood = -857382.33  
Iteration 3:   log likelihood = -857052.63  
Iteration 4:   log likelihood = -857050.54  
Iteration 5:   log likelihood = -857050.54  

Multinomial logistic regression                   Number of obs   =     566758
                                                  LR chi2(18)     =   25156.61
                                                  Prob > chi2     =     0.0000
Log likelihood = -857050.54                       Pseudo R2       =     0.0145

------------------------------------------------------------------------------
      overed |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
1            |  (base outcome)
-------------+----------------------------------------------------------------
2            |
      female |  -.0665102   .0078792    -8.44   0.000    -.0819531   -.0510672
      noneng |  -.1927152   .0113891   -16.92   0.000    -.2150374    -.170393
     nonaust |  -.3274604   .0285201   -11.48   0.000    -.3833587   -.2715621
       _cons |  -.6380651   .0064792   -98.48   0.000     -.650764   -.6253662
-------------+----------------------------------------------------------------
3            |
      female |  -.3193849   .0077407   -41.26   0.000    -.3345564   -.3042135
      noneng |   .1913581   .0103309    18.52   0.000     .1711098    .2116064
     nonaust |   .7069291   .0200759    35.21   0.000      .667581    .7462771
       _cons |  -.5751631   .0062579   -91.91   0.000    -.5874283    -.562898
-------------+----------------------------------------------------------------
4            |
      female |  -.0578355   .0076683    -7.54   0.000    -.0728651    -.042806
      noneng |   .1304178   .0102257    12.75   0.000     .1103758    .1504598
     nonaust |    .678697   .0200446    33.86   0.000     .6394102    .7179838
       _cons |  -.6413862   .0063754  -100.60   0.000    -.6538817   -.6288906
-------------+----------------------------------------------------------------
5            |
      female |  -.1673004   .0137346   -12.18   0.000    -.1942198    -.140381
      noneng |   .1705464   .0179613     9.50   0.000     .1353429    .2057499
     nonaust |   1.225811   .0279006    43.93   0.000     1.171127    1.280495
       _cons |  -2.127142   .0113192  -187.92   0.000    -2.149327   -2.104956
-------------+----------------------------------------------------------------
6            |
      female |  -.4087381   .0197191   -20.73   0.000    -.4473868   -.3700895
      noneng |   1.223924   .0224788    54.45   0.000     1.179866    1.267981
     nonaust |   2.457085   .0262176    93.72   0.000       2.4057    2.508471
       _cons |  -3.386475   .0179543  -188.62   0.000    -3.421665   -3.351286
-------------+----------------------------------------------------------------
7            |
      female |  -.2350719   .0840274    -2.80   0.005    -.3997626   -.0703812
      noneng |   .1498775   .1103836     1.36   0.175    -.0664703    .3662254
     nonaust |   1.174268   .1602489     7.33   0.000     .8601858     1.48835
       _cons |  -5.829502   .0683024   -85.35   0.000    -5.963373   -5.695632
------------------------------------------------------------------------------

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

end of do-file

r(101);

I get the same error when the model includes year dummies. 

I have read through the help file for 'crtest', but there appears to be no solution to my problem there. 

Regards
Ian

----------------------------------------
> Date: Mon, 14 Nov 2011 12:43:33 +0500
> Subject: Re: st: Multinomial Logit Model - Cramer Ridder Test
> From: anees@aneconomist.com
> To: statalist@hsphsun2.harvard.edu
>
> try without the -if year == 2009- as the help file suggests -crtest-
> "performs the test for pooling states" after the Multinomial logit
> models. The error suggest to not use time operators and factor
> variables. Also read the -help crtest- file for more information.
>
>

 		 	   		  
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