Re: st: IIA test for multinomial logit

[Richard Williams <richardwilliams.ndu@gmail.com>]

This doesn't answer your question, but Allison and others have 
expressed concerns about the IIA tests:

http://www.statisticalhorizons.com/iia

Also, I assume you are using Long and Freese's spost9 package of 
commands, but be explicit about where user-written commands come 
from. You might be using an old version.

At 09:41 AM 1/29/2014, Stepien, Paulina wrote:
> Dear Stata Users,
>
> I am trying to perform an IIA test for multinomial logit where 
> dependent variable employment status (empl_st6) has 4 categories: 0 
> unemployed, 1 employed for wages, 2 self-employed, 3 employer. I 
> have tried running the test in two ways, none of which seem to be working.
>
> Firstly, I have run mlogit regression followed by mlogtest, smhsiao. 
> This command returns following error messages: 'problem determining 
> number of categories' and 'factor variables and time series 
> operators not allowed'.
>
> I have looked at the dependent variable specification but not sure 
> what may be wrong with it. I have also looked at all potential 
> factor variables and time series markers but even after eliminating 
> potential culprits the test does not work. One advice I have found 
> on stata blog is to continue setting seeds until it works, which I 
> have tried with no success. I am not sure how many times I should 
> try before I give up.
>
> Secondly, I have tried running smhsiao empl_st6, elim(0) but two 
> problems occur here: the regression fails to calculate chi2 and an 
> error message comes up saying 'equation unemployed not found'. When 
> I recode categories to run from 1-4 instead 0-3, the error message 
> does not come up but chi2 is still not being calculated.
>
> I would be most grateful if someone could advise what I am doing 
> wrong or whether there is any solution to this problem.
>
> Thank you in advance.
>
> Paulina
>
>
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Richard Williams, Notre Dame Dept of Sociology
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