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st: Postest for mlogit using mim or micombine


From   ucb_gal <[email protected]>
To   [email protected]
Subject   st: Postest for mlogit using mim or micombine
Date   Wed, 25 Apr 2007 13:10:32 -0700 (PDT)

So, then, more generally, what's a good way to analyze results from mlogit when using mim or micombine?

Using just "listcoef, percent" to look at odds doesn't seem to work accurately either...

How are people doing this?  Thanks!

----- Original Message ----
From: Maarten Buis <[email protected]>
To: [email protected]
Sent: Tuesday, April 24, 2007 2:54:45 AM
Subject: RE: st: Making graphs from micombine mlogit results

At 04:57 PM 4/23/2007, ucb_gal wrote:
>hi, i'm having trouble making a graph from mlogit results.  i run my
>mlogit (i'm using multiple imputation, so i use micombine first):
>micombine mlogit depvar black_nh asian_nh native_nh hisp female
>income [pw=custweight], cluster(R234)
>
>next i'm trying to create variables based on the probabilities
>generated from the mlogit:
>prgen income, x(black_nh=1) generate(blk2) ncases(20)
>
>and then i get the error:
>equation 1 not found
>r(303);
>
>what's equation 1?  what am i doing wrong?

--- Richard Williams answered:
> There is no guarantee that post-estimation commands are going to work
> correctly after micombine, let alone a user-written post-estimation
> command like prgen.
>
> I don't know if it will help, but I suggest you install -mim- and
> -mimstack-, available from SSC.  As Nick Cox posted last month,
> "-mim- replaces Patrick Royston's -micombine- (still available via
> -ssc install ice-) and has in general more facilities and greater
> rigour than -micombine-. It replaces Galati and Carlin's -mitools-.
> "  The help for -mim- indicates some things you can and cannot do
> with post-estimation commands.  I haven't tried it but it looks like
> mim's -storebv- option might let you do what you want.

Unfortunately, but not surprisingly, -mim- doesn't solve that problem
either. For one thing, you'll probably want to see the probabilities 
at the Multiple Imputation estimates of the means of the variables, 
and as -prgen- wasn't written with MI in mind it is not surprising 
that -prgen- cannot do that. More generally the data is stored in a 
way that will confuse any non-multiple imputation program. You'll 
have to compute the probabilities yourself, which isn't that hard, 
see the example below:

*---------------- begin example ----------------
sysuse auto, clear
recode rep78 1/2 = 3

sum price, meanonly
local min = r(min)
local max = r(max)

tempfile temp

ice rep78 price mpg foreign weight using `temp', m(5)

use `temp', clear

mim: mean weight mpg
/*the means are stored in the matrix e(MIM_Q)*/
matrix mean = e(MIM_Q)
/*the first element is the mean of weight*/
scalar mweight = mean[1,1]
/*and the second element the mean of mpg*/
scalar mmpg = mean[1,2]

mim, storebv: mlogit rep78 price weight mpg foreign

gen xprice = `min' + (_n-1)*(`max' - `min')/19 in 1/20
gen double xb4 = [4]_b[price]*xprice + [4]_b[weight]*mweight /*
            */ + [4]_b[mpg]*mmpg + [4]_b[_cons]
gen double xb5 = [5]_b[price]*xprice + [5]_b[weight]*mweight /*
            */ + [5]_b[mpg]*mmpg + [5]_b[_cons]

gen p3 = 1/(1+exp(xb4)+exp(xb5))
gen p4 = exp(xb4)/(1+exp(xb4)+exp(xb5))
gen p5 = exp(xb5)/(1+exp(xb4)+exp(xb5))

twoway line p3 p4 p5 xprice in 1/20
*----------------- end example ------------------------------
(For more on how to use examples I sent to the Statalist, see:
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------



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