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st: RE: mlogit, mfx2, predict and a bug?


From   "Maarten Buis" <[email protected]>
To   <[email protected]>
Subject   st: RE: mlogit, mfx2, predict and a bug?
Date   Thu, 7 Jun 2007 12:20:07 +0200

First, if I am puzzled by a result than that most often 
indicates a bug in my thinking and not a bug in Stata (note 
only a capital S). You are using programs that aren't part 
of official Stata (-outreg2- and -mfx2-), please tell us 
where you got them from. All these points are in the 
Statalist FAQ (see bottom of each statalist post). The 
statalist FAQ does not exist to make your live on statalist 
more difficult but to help you ask questions that are more 
likely to get an answer.

Second, you'll have to be more concrete that that. Put 
yourself into the position of someone that tries to answer 
your question. That person would want to reproduce your 
results, understand why you find those results puzzling 
and see what Stata is doing at each step. Try to fill in 
the example below so that it shows the results that 
puzzled you.

*------------ begin example -----------
set more off
sysuse auto, clear
recode rep78 1/2 = 3
mlogit rep78 price mpg foreign
mfx2
predict pr2*

mlogit rep78 price mpg foreign
predict pr*
*--------------- 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 )

-----------------------------------------
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/
-----------------------------------------

-----Original Message-----
From: [email protected] [mailto:[email protected]]On Behalf Of Stephan Brunow
Sent: donderdag 7 juni 2007 11:35
To: [email protected]
Subject: st: mlogit, mfx2, predict and a bug?

Dear Statalisters,

there might be a bug in STATA.
Here is what we did in short:

.mlogit...
.outreg2...
.mfx2...
.predict (probabilities of all choices)

Then we looked for the maximum of the choice probabilities to get a
hypothetical choice and tabulate it with the true choice. Obviously, some of
our categogies did not get chosen by the model at all.
However, if we do

.mlogit
.predict (probabilities of all choices)

And do the same thing to compare modeled maximum choice and true choice, weg
et a <normal> result where all choices are met to some extend.

Is there a bug or what might be the reason?!

Stephan

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