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| From | Muhammad Anees <anees@aneconomist.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Multinomial Logit Model - Cramer Ridder Test |
| Date | Mon, 14 Nov 2011 13:30:45 +0500 |
So can we have a sample of your data, if not otherwise, bothering. It would help me apply the test and check the nature of the data. On Mon, Nov 14, 2011 at 12:55 PM, Ian Li <ianz.magic@hotmail.com> wrote: > Thanks, but that is not it. I initially estimated a model with observations for multiple years in it, and included dummy variables for years, but got the same error message and thus restricted the sample and omitted the year dummies. > > For illustration, running the 'full' sample gives me: > > . mlogit overed female noneng nonaust if empnat1==1 & overed!= 0 > > Iteration 0: log likelihood = -869628.84 > Iteration 1: log likelihood = -864292.36 > Iteration 2: log likelihood = -857382.33 > Iteration 3: log likelihood = -857052.63 > Iteration 4: log likelihood = -857050.54 > Iteration 5: log likelihood = -857050.54 > > Multinomial logistic regression Number of obs = 566758 > LR chi2(18) = 25156.61 > Prob > chi2 = 0.0000 > Log likelihood = -857050.54 Pseudo R2 = 0.0145 > > ------------------------------------------------------------------------------ > overed | Coef. Std. Err. z P>|z| [95% Conf. Interval] > -------------+---------------------------------------------------------------- > 1 | (base outcome) > -------------+---------------------------------------------------------------- > 2 | > female | -.0665102 .0078792 -8.44 0.000 -.0819531 -.0510672 > noneng | -.1927152 .0113891 -16.92 0.000 -.2150374 -.170393 > nonaust | -.3274604 .0285201 -11.48 0.000 -.3833587 -.2715621 > _cons | -.6380651 .0064792 -98.48 0.000 -.650764 -.6253662 > -------------+---------------------------------------------------------------- > 3 | > female | -.3193849 .0077407 -41.26 0.000 -.3345564 -.3042135 > noneng | .1913581 .0103309 18.52 0.000 .1711098 .2116064 > nonaust | .7069291 .0200759 35.21 0.000 .667581 .7462771 > _cons | -.5751631 .0062579 -91.91 0.000 -.5874283 -.562898 > -------------+---------------------------------------------------------------- > 4 | > female | -.0578355 .0076683 -7.54 0.000 -.0728651 -.042806 > noneng | .1304178 .0102257 12.75 0.000 .1103758 .1504598 > nonaust | .678697 .0200446 33.86 0.000 .6394102 .7179838 > _cons | -.6413862 .0063754 -100.60 0.000 -.6538817 -.6288906 > -------------+---------------------------------------------------------------- > 5 | > female | -.1673004 .0137346 -12.18 0.000 -.1942198 -.140381 > noneng | .1705464 .0179613 9.50 0.000 .1353429 .2057499 > nonaust | 1.225811 .0279006 43.93 0.000 1.171127 1.280495 > _cons | -2.127142 .0113192 -187.92 0.000 -2.149327 -2.104956 > -------------+---------------------------------------------------------------- > 6 | > female | -.4087381 .0197191 -20.73 0.000 -.4473868 -.3700895 > noneng | 1.223924 .0224788 54.45 0.000 1.179866 1.267981 > nonaust | 2.457085 .0262176 93.72 0.000 2.4057 2.508471 > _cons | -3.386475 .0179543 -188.62 0.000 -3.421665 -3.351286 > -------------+---------------------------------------------------------------- > 7 | > female | -.2350719 .0840274 -2.80 0.005 -.3997626 -.0703812 > noneng | .1498775 .1103836 1.36 0.175 -.0664703 .3662254 > nonaust | 1.174268 .1602489 7.33 0.000 .8601858 1.48835 > _cons | -5.829502 .0683024 -85.35 0.000 -5.963373 -5.695632 > ------------------------------------------------------------------------------ > > . crtest > factor variables and time-series operators not allowed > r(101); > > end of do-file > > r(101); > > I get the same error when the model includes year dummies. > > I have read through the help file for 'crtest', but there appears to be no solution to my problem there. > > Regards > Ian > > ---------------------------------------- >> Date: Mon, 14 Nov 2011 12:43:33 +0500 >> Subject: Re: st: Multinomial Logit Model - Cramer Ridder Test >> From: anees@aneconomist.com >> To: statalist@hsphsun2.harvard.edu >> >> 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. >> >> > > > * > * 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/