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Re: st: Multinomial Logit Model - Cramer Ridder Test
From
Muhammad Anees <[email protected]>
To
[email protected]
Subject
Re: st: Multinomial Logit Model - Cramer Ridder Test
Date
Mon, 14 Nov 2011 12:43:33 +0500
try without the -if year == 2009- as the help file suggests -crtest-
"performs the test for pooling states" after the Multinomial logit
models. The error suggest to not use time operators and factor
variables. Also read the -help crtest- file for more information.
On Mon, Nov 14, 2011 at 11:18 AM, Ian Li <[email protected]> wrote:
> Dear Statalisters,
>
> I am using Stata 11.2 on a Windows OS.
>
> I am estimating a multinomial logit model with 7 categorical outcomes. As the estimated log odds ratio and marginal effects for some of the outcomes (e.g.) are insignificant in statistical and economic terms, I would like to do a Cramer Ridder test (see Cramer J.S. and Ridder G. (1991), "Pooling States in the Multinomial Logit Model", Journal of Econometrics, 47, 267-272).
>
> There is a user-written program for this test:
>
> package crtest from http://fmwww.bc.edu/RePEc/bocode/c
>
> Distribution-Date: 20031203
>
> Author: Joao Pedro Azevedo, University of Newcastle-upon-Tyne, UK
> Support: email [email protected]
>
> However, when I estimate the logit model and use the test I get the following output and error message:
>
>
> . mlogit overed female noneng nonaust if year == 2009, vce (robust)
>
> Iteration 0: log pseudolikelihood = -109594.56
> Iteration 1: log pseudolikelihood = -107547.29
> Iteration 2: log pseudolikelihood = -106989.03
> Iteration 3: log pseudolikelihood = -106976.66
> Iteration 4: log pseudolikelihood = -106976.62
> Iteration 5: log pseudolikelihood = -106976.62
>
> Multinomial logistic regression Number of obs = 68352
> Wald chi2(18) = 5211.03
> Prob > chi2 = 0.0000
> Log pseudolikelihood = -106976.62 Pseudo R2 = 0.0239
>
> ------------------------------------------------------------------------------
> | Robust
> overed | Coef. Std. Err. z P>|z| [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> 1 | (base outcome)
> -------------+----------------------------------------------------------------
> 2 |
> female | .0054676 .0238051 0.23 0.818 -.0411895 .0521248
> noneng | -.1713411 .036681 -4.67 0.000 -.2432346 -.0994477
> nonaust | -.4023007 .0666538 -6.04 0.000 -.5329397 -.2716617
> _cons | -.6301703 .0196192 -32.12 0.000 -.6686234 -.5917173
> -------------+----------------------------------------------------------------
> 3 |
> female | -.2061721 .0220245 -9.36 0.000 -.2493394 -.1630049
> noneng | .2473055 .0309354 7.99 0.000 .1866732 .3079377
> nonaust | .7666135 .0449734 17.05 0.000 .6784672 .8547598
> _cons | -.4356624 .0180227 -24.17 0.000 -.4709862 -.4003386
> -------------+----------------------------------------------------------------
> 4 |
> female | -.1237307 .0222175 -5.57 0.000 -.1672762 -.0801853
> noneng | .1045945 .0315106 3.32 0.001 .0428348 .1663542
> nonaust | .6037373 .0464335 13.00 0.000 .5127293 .6947453
> _cons | -.4583203 .0183183 -25.02 0.000 -.4942236 -.422417
> -------------+----------------------------------------------------------------
> 5 |
> female | -.2056775 .0364563 -5.64 0.000 -.2771306 -.1342244
> noneng | .2566406 .0474816 5.41 0.000 .1635783 .3497029
> nonaust | 1.251198 .0592131 21.13 0.000 1.135142 1.367253
> _cons | -1.871285 .0300228 -62.33 0.000 -1.930128 -1.812441
> -------------+----------------------------------------------------------------
> 6 |
> female | -.4014462 .0451968 -8.88 0.000 -.4900303 -.3128621
> noneng | 1.138732 .0587742 19.37 0.000 1.023536 1.253927
> nonaust | 2.322202 .0632143 36.74 0.000 2.198304 2.4461
> _cons | -2.876826 .0415611 -69.22 0.000 -2.958284 -2.795368
> -------------+----------------------------------------------------------------
> 7 |
> female | -.0626167 .1889866 -0.33 0.740 -.4330237 .3077902
> noneng | -.1017222 .2996702 -0.34 0.734 -.6890651 .4856207
> nonaust | .9465996 .3576756 2.65 0.008 .2455683 1.647631
> _cons | -5.264885 .1549144 -33.99 0.000 -5.568511 -4.961258
> ------------------------------------------------------------------------------
>
> .
> end of do-file
>
> . crtest
> factor variables and time-series operators not allowed
> r(101);
>
> Could anyone please advise on what is causing the error message, and how I may resolve thi?
>
> Regards
> Ian
>
> *
> * 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/
>
--
Regards
---------------------------
Muhammad Anees
Assistant Professor
COMSATS Institute of Information Technology
Attock 43600, Pakistan
www.aneconomist.com
*
* 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/