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: Most significant parameters in multinomial logit


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Most significant parameters in multinomial logit
Date   Thu, 29 Nov 2012 09:40:18 +0100

On Thu, Nov 29, 2012 at 6:47 AM, Frank Talony wrote:
> Is there an option or a different command to execute to find out which
> dependent variables are most significant in a mlogit solution?

I suspect that with dependent variable you mean
independent/right-hand-side/explanatory/x-variable.

Significant is just short-hand for "I rejected the null-hypothesis".
So significant is like pregnant: you are or you are not, there is no
degree of significance or pregnancy.

You could look at the independent variable with the smallest p-value,
but with -mlogit- you have a problem, as the same variable will appear
multiple times. This is a good illustration of the fact that you first
need to think carefully about what your null hypothesis is before you
start thinking about "significance" or p-values.

Hope this helps,
Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

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


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