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Re: st: RE: IIA test for multinomial logit

From   Richard Williams <>
To, "" <>
Subject   Re: st: RE: IIA test for multinomial logit
Date   Fri, 07 Feb 2014 09:47:00 -0500

Glad you got it to work. But as suggested before, a better solution would probably be to get an up to date version of mlogtest. If you are using the version from the Stata Technical Bulletin, it is very, very old. Long and Freese keep the most current versions of their programs on Long's own personal pages.

At 07:31 AM 2/7/2014, Stepien, Paulina wrote:
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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