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Re: st: mlogit estimation p-value problem


From   David Hoaglin <dchoaglin@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: mlogit estimation p-value problem
Date   Mon, 10 Jun 2013 06:14:48 -0400

Dear Andreas,

It is difficult to give good suggestions without seeing your Stata
commands and output.

I am puzzled by your analysis.  If the dependent variable is actually
a count (which can take values of 0 through 5), that would make the
six outcome categories ordered.  A multinomial logistic regression
treats the outcome categories as unordered.  You could consider an
ordinal logistic regression, but that would not use the equal spacing
of the count.

You did not mention the number of groups or the total number of
observations.  Perhaps the outcome of 5 has too few observations.

David Hoaglin

On Mon, Jun 10, 2013 at 4:42 AM, Andreas Chouliaras <adhoul@gmail.com> wrote:
> 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?
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