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Re: st: Most significant parameters in multinomial logit

From   Maarten Buis <>
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

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 L. Buis
Reichpietschufer 50
10785 Berlin
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