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st: IIA in MNL

From   "Chiara Mussida" <[email protected]>
To   statalist <[email protected]>
Subject   st: IIA in MNL
Date   Mon, 29 Sep 2008 12:42:30 +0200

Dear All,
I have 2 questions related to MNL model:
1) IIA: are the results of a Small-Hsiao test influenced by feasible
correlation between covariates in MNL? More precisely, if I drop the
independent variables strongly corr (and therefore I reduce the bias
in my results) with other var on the rhs I get the desired IIA. But if
I leave the model as it was at the beginning (for descriptive purposes
only) I don't get IIA for 1 on category. In other words, does somebody
know if correlation betw covariates induce IIA betw categories?

2) fitstat: this gives some measures of Goodness of Fit. But I read
that there is another parameter, called lamda (which is similar to
R2), which gives a reliable measure for the overall fit. Is there any
routine in Stata to allow that computation?

Thanks a lot

Chiara Mussida
PhD candidate
Doctoral school of Economic Policy
Catholic University, Piacenza (Italy)
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