Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Multinomial Logit Model - Cramer Ridder Test


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Multinomial Logit Model - Cramer Ridder Test
Date   Mon, 14 Nov 2011 08:27:25 -0500

At 01:18 AM 11/14/2011, Ian Li wrote:
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)

This is an old program. Older post-estimation commands often require that the estimation command be run using version control. Try something like

version 7: mlogit overed  female noneng nonaust if year == 2009, robust
crtest

Alternatively, consider uninstalling -crtest- and installing -spost9- instead. The -mlogtest- command that is included can test for whether categories can be combined. I am not sure how, or if, it differs from what -crtest- does.

As a sidelight, -crtest- includes its own copy of _pecats.ado. I consider this bad form, because _pecats.ado is a Long and Freese command that is part of their suites, and the version included with -crtests- is several years behind the current version. It may have been included with permission, but if it was me I would have renamed it to avoid conflicts with other programs. I tried to install -crtests- and got these warning messages about overwriting existing files, which I do not want to do.


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

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index