Dear Statalisters,
I am using J. Scott Long & Freese's -mlogtest- after mlogit to test independence of irrelevant alternatives for a three-category dependent variable. However, I do not quite understand the last column in a portion of the output. The column is labelled "Evidence", and in both rows it states that there is evidence for the null that IIA is satisfied. However, the p-values suggest that only one alternative supports the null.
I have also seen this outcome in the Evidence column on a totally different dataset, so I think it clearly is not related to the p-value. Any suggestions on interpretation of that column would be welcome.
**** 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 | -973.735 -939.394 68.683 52 0.060 for Ho
3 | -2506.763 -2475.979 61.567 52 0.171 for Ho
-------------------------------------------------------------------
Thanks,
Reza
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