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Re: st: Most significant parameters in multinomial logit
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
Re: st: Most significant parameters in multinomial logit
Date
Thu, 29 Nov 2012 09:40:18 +0100
On Thu, Nov 29, 2012 at 6:47 AM, Frank Talony wrote:
> Is there an option or a different command to execute to find out which
> dependent variables are most significant in a mlogit solution?
I suspect that with dependent variable you mean
independent/right-hand-side/explanatory/x-variable.
Significant is just short-hand for "I rejected the null-hypothesis".
So significant is like pregnant: you are or you are not, there is no
degree of significance or pregnancy.
You could look at the independent variable with the smallest p-value,
but with -mlogit- you have a problem, as the same variable will appear
multiple times. This is a good illustration of the fact that you first
need to think carefully about what your null hypothesis is before you
start thinking about "significance" or p-values.
Hope this helps,
Maarten
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany
http://www.maartenbuis.nl
---------------------------------
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