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Re: st: Multinomial Logit Model - Cramer Ridder Test
From
Richard Williams <[email protected]>
To
[email protected]
Subject
Re: st: Multinomial Logit Model - Cramer Ridder Test
Date
Mon, 14 Nov 2011 08:27:25 -0500
At 01:18 AM 11/14/2011, Ian Li 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)
This is an old program. Older post-estimation commands often require
that the estimation command be run using version control. Try something like
version 7: mlogit overed female noneng nonaust if year == 2009, robust
crtest
Alternatively, consider uninstalling -crtest- and installing -spost9-
instead. The -mlogtest- command that is included can test for whether
categories can be combined. I am not sure how, or if, it differs from
what -crtest- does.
As a sidelight, -crtest- includes its own copy of _pecats.ado. I
consider this bad form, because _pecats.ado is a Long and Freese
command that is part of their suites, and the version included with
-crtests- is several years behind the current version. It may have
been included with permission, but if it was me I would have renamed
it to avoid conflicts with other programs. I tried to install
-crtests- and got these warning messages about overwriting existing
files, which I do not want to do.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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