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st: mlogit estimation p-value problem


From   Andreas Chouliaras <adhoul@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: mlogit estimation p-value problem
Date   Mon, 10 Jun 2013 10:42:21 +0200

Dear all,

I estimate an mlogit for a discrete dependent variable that takes the
values 0 to 5 (count variable). I have different groups thus I have
different count variables for each group. At a later point I want to
see whether there is some relationship between the dependent variables
of the different groups, and I use the count variable of one group as
an independent variable for another group. But this causes the
following problem: for outcome 5, all coefficients are insignificant.
If I remove the count variable, most of the coefficients are
significant, so I guess there must be something wrong with the
inclusion of the count variable. My initial guess was
multicollinearity, but using the "collin" command I don't get any very
high VIFs. Any idea what might be the reason?

Thanks in advance!
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