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

 From "Ms. Marilyn Ibarra" 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
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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