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st: Re: hausman test after mlogit - negativechi-square


From   "Ms. Marilyn Ibarra" <ibarra@uga.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: hausman test after mlogit - negativechi-square
Date   Tue, 21 Mar 2006 18:52:25 -0500

Hi all,

I estimated a Multinominal logit model with 7 choices.  I 
have 17 independent variables.  I specified mlogtest after I 
ran the mlogit command.  

I am not sure about my results.  Does anyone know how it is 
possible to get a negative Chi-square for the hausman test 
for IIA as I did in my results?  Also, how are the degrees 
of freedom calculated, it appears that I should have 17 and 
not what is reported. 

Furthermore, my results of the hausman test differ from the 
small-hsiao test, they contradict each other, I read online 
this is common, does anyone know how one determines which 
one is appropriate?

Here is my output.  Thanks in advance for any help. 

Marilyn.

**** Hausman tests of IIA assumption

 Ho: Odds(Outcome-J vs Outcome-K) are independent of other 
alternatives.

(storing estimation results as _HAUSMAN)

 Omitted |      chi2   df   P>chi2   evidence
---------+------------------------------------
       2 |     7.285   70    1.000   for Ho    
       3 |     0.057   71    1.000   for Ho    
       4 |    -4.897   69    1.000   for Ho    
       5 |     2.062   69    1.000   for Ho    
       6 |    -1.460   69    1.000   for Ho    
       7 |    -4.474   69    1.000   for Ho    
----------------------------------------------

**** Small-Hsiao tests of IIA assumption

 Ho: Odds(Outcome-J vs Outcome-K) are independent of other 
alternatives.

 Omitted |  lnL(full)  lnL(omit)    chi2   df   P>chi2   
evidence
---------+---------------------------------------------------
------
       2 |  -3123.828  -3080.945  85.767   17    0.000 
against Ho
       3 |  -5769.906  -5729.245  81.323   17    0.000   
against Ho
       4 |  -5647.749  -5601.483  92.532   17    0.000   
against Ho
       5 |  -5774.945  -5730.604  88.682   17    0.000   
against Ho
       6 |  -5633.140  -5594.139  78.001   17    0.000   
against Ho
       7 |  -5429.578  -5384.741  89.674   17    0.000   
against Ho
-------------------------------------------------------------
------



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