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From |
David Hoaglin <[email protected]> |

To |
[email protected] |

Subject |
Re: st: mlogit estimation p-value problem |

Date |
Mon, 10 Jun 2013 06:14:48 -0400 |

Dear Andreas, It is difficult to give good suggestions without seeing your Stata commands and output. I am puzzled by your analysis. If the dependent variable is actually a count (which can take values of 0 through 5), that would make the six outcome categories ordered. A multinomial logistic regression treats the outcome categories as unordered. You could consider an ordinal logistic regression, but that would not use the equal spacing of the count. You did not mention the number of groups or the total number of observations. Perhaps the outcome of 5 has too few observations. David Hoaglin On Mon, Jun 10, 2013 at 4:42 AM, Andreas Chouliaras <[email protected]> wrote: > Dear all, > > I estimate an mlogit for a discrete dependent variable that takes the > values 0 to 5 (count variable). I have different groups thus I have > different count variables for each group. At a later point I want to > see whether there is some relationship between the dependent variables > of the different groups, and I use the count variable of one group as > an independent variable for another group. But this causes the > following problem: for outcome 5, all coefficients are insignificant. > If I remove the count variable, most of the coefficients are > significant, so I guess there must be something wrong with the > inclusion of the count variable. My initial guess was > multicollinearity, but using the "collin" command I don't get any very > high VIFs. Any idea what might be the reason? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: mlogit estimation p-value problem***From:*Andreas Chouliaras <[email protected]>

**References**:**st: mlogit estimation p-value problem***From:*Andreas Chouliaras <[email protected]>

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