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Re: st: Multinomial Logit Model - Cramer Ridder Test


From   Muhammad Anees <anees@aneconomist.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Multinomial Logit Model - Cramer Ridder Test
Date   Mon, 14 Nov 2011 13:30:45 +0500

So can we have a sample of your data, if not otherwise, bothering. It
would help me apply the test and check the nature of the data.

On Mon, Nov 14, 2011 at 12:55 PM, Ian Li <ianz.magic@hotmail.com> wrote:
> 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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>



-- 

Regards
---------------------------
Muhammad Anees
Assistant Professor
COMSATS Institute of Information Technology
Attock 43600, Pakistan
www.aneconomist.com

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