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st: RE: IIA test for multinomial logit

From   "Stepien, Paulina" <>
To   "" <>
Subject   st: RE: IIA test for multinomial logit
Date   Fri, 7 Feb 2014 12:31:13 +0000

Dear Users,

I have managed to obtain help from STATA tech support and thought would post a solution here in case anybody in the future has similar problem. Basically, something has changed since stata 10 and I was recommended to run the regression and the tests using earlier version. So the command was
Version 8: mlogit ....
Version 8: mlogtest , all



-----Original Message-----
From: Stepien, Paulina 
Sent: 04 February 2014 3:48 PM
To: ''
Subject: IIA test for multinomial logit

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.


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