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From | Nick Cox <njcoxstata@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: mlogtest after mlogit |
Date | Tue, 25 Oct 2011 11:57:49 +0100 |
If you look at the code of -mlogtest- the warning message that worries you is when a helper program -_pecats- produces output that is inconsistent. After your -mlogit- call you can run -_pecats- followed by -return list-. In a well-behaved case, you will get output like this in which r(numcats) matches the number of elements in r(catvals). Your output will probably not match up. I don't know why that might be, but I doubt that the category frequencies are somehow the issue. (For "STATA" read "Stata".) . _pecats . return list scalars: r(numcats) = 9 r(refval) = 3 macros: r(catnms8) : "1 2 4 5 6 7 8 9 3" r(catvals) : "1 2 4 5 6 7 8 9 3" r(catnms) : "1 2 4 5 6 7 8 9 3" r(refnm) : "3" On Tue, Oct 25, 2011 at 11:10 AM, Chiara Mussida <cmussida@gmail.com> wrote: > On 25 October 2011 01:10, Richard Williams > <richardwilliams.ndu@gmail.com> wrote: >> At 05:59 AM 10/24/2011, Muhammad Anees wrote: >>> >>> have you tried -mlogtest, all- to verify if these categories have no >>> other issues. Otherwise the test on -combine- might have resulted >>> becaure some of the categories had small or no observations so >>> checking the condition of equal coefficients from -comibe- did not >>> work. >> >> I agree - I get nervous about using multiple-outcome commands like mlogit >> with lots and lots of independent variables. You may be spreading the data >> too thin. But, before taking this too much further, I'd like the original >> poster to confirm that the most current version of mlogtest is indeed being >> used. Otherwise we might be talking about a problem that was fixed 6 months >> ago. Also, it might be good to present a frequency of the dependent >> variable. Long and Freese's commands are sometimes pickier about coding than >> Stata is, e.g. they sometimes don't like non-integer coding. Also, you would >> see if some of the categories have very small frequency counts. Finally, I >> would run a simple model with only one or two independent variables followed >> by mlogtest. If the simple model works and the more complicated one doesn't, >> that might indicate problems with one or more of the added variables or with >> the data being spread too thin to do the test. >> >> > Dear All, I confirm that my current version of mlogtest is and was the > one indicated by Nick, precisely: > > . which mlogtest, all > > C:\Program Files\Stata12\ado\updates\m\mlogtest.ado > *! version 1.7.6 jsl 2009-10-18 > > in terms of model estimates, I guess that the issue is related to the > relative frequency of my dependent variables categories': > > ta transition > > transition | Freq. Percent Cum. > ------------+----------------------------------- > 1 | 271 0.70 0.70 > 2 | 132 0.34 1.04 > 3 | 1,119 2.90 3.94 > 4 | 379 0.98 4.93 > 5 | 722 1.87 6.80 > 6 | 13,959 36.17 42.97 > 7 | 388 1.01 43.98 > 8 | 168 0.44 44.41 > 9 | 21,450 55.59 100.00 > ------------+----------------------------------- > Total | 38,588 100.00 > > e.g., categories 2 and 8 might be too small. Now, I cannot collapse my > dep variable in a reduced number of categories and I hope that > notwithstanding the STATA alert message after typing the test command > (below I copied all the results) do not bias my results. ps: for the > test N=25441 since the model estimates are referred to a subsample > (aged 15-64) of the overall population (38588). > > mlogtest, c > > Problem determining number of categories. > > **** Wald tests for combining alternatives (N=25441) > > Ho: All coefficients except intercepts associated with a given pair > of alternatives are 0 (i.e., alternatives can be combined). > > Alternatives tested| chi2 df P>chi2 > -------------------+------------------------ > 1- 2 | 18.576 5 0.002 > 1- 3 | 5.990 5 0.307 > 1- 4 | 13.565 5 0.019 > 1- 5 | 148.448 5 0.000 > 1- 6 | 178.434 5 0.000 > 1- 7 | 33.226 5 0.000 > 1- 8 | 68.938 5 0.000 > 1- 9 | 311.133 5 0.000 > 2- 3 | 19.911 5 0.001 > 2- 4 | 23.931 5 0.000 > 2- 5 | 68.619 5 0.000 > 2- 6 | 68.197 5 0.000 > 2- 7 | 24.027 5 0.000 > 2- 8 | 55.161 5 0.000 > 2- 9 | 127.081 5 0.000 > 3- 4 | 36.426 5 0.000 > 3- 5 | 438.391 5 0.000 > 3- 6 | 703.923 5 0.000 > 3- 7 | 59.553 5 0.000 > 3- 8 | 103.537 5 0.000 > 3- 9 | 1130.422 5 0.000 > 4- 5 | 197.002 5 0.000 > 4- 6 | 103.387 5 0.000 > 4- 7 | 91.631 5 0.000 > 4- 8 | 132.381 5 0.000 > 4- 9 | 530.943 5 0.000 > 5- 6 | 592.783 5 0.000 > 5- 7 | 192.566 5 0.000 > 5- 8 | 142.185 5 0.000 > 5- 9 | 281.162 5 0.000 > 6- 7 | 520.969 5 0.000 > 6- 8 | 430.911 5 0.000 > 6- 9 | 5946.722 5 0.000 > 7- 8 | 24.867 5 0.000 > 7- 9 | 231.357 5 0.000 > 8- 9 | 82.933 5 0.000 > -------------------------------------------- > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/