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Re: st: Multinomial logit and sensitivity analysis


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Multinomial logit and sensitivity analysis
Date   Mon, 9 Jul 2012 08:53:05 +0200

So you created your dependent variable from v1-v3, and than you
estimated a model trying to explain that dependent variable with
v1-v3. That do you hope to learn from that other than that you got out
of it what you put in it?

-- Maarten

On Mon, Jul 9, 2012 at 4:05 AM, Frank Talony wrote:
> I am performing a multinomial logit test. The data set does not include the
> dependent variable and it had to be generated from the data itself with
> some conditions.
>
> First I generate indicator variables id1, id2, id3 based on independent
> variable (v1, v2, v3, ...).
> For example:
> id1=1 if (v1 > 100), 0 otherwise
> id2=1 if (v1 < 20 AND v2>10), 0 otherwise
> id3=1 if (v3 > 1.4*v2), 0 otherwise
>
> Then the dependent variable is computed from the indicators as follow:
> dep1 = 1 if (id1 OR id2)
> dep1 = 2 if (id3)
> dep1 = 0 otherwise
>
> My logit is specified as:
> mlogit dep1 v1 v2 v3 v4 .... vn, level(90)
>
> Is it a valid test to regress v1,v2,v3 on dep1?
> Can I perform some test (perhaps sensitivity analysis) to support using
> v1,v2,v3 in my results?
>
> The fact is the results is less interesting without v1,v2,v3 but I am not
> sure if they are valid inclusions.
> Thanks,
>
> Frank
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-- 
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------
*
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*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


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