Tuesday, March 21, 2006

st: Re: hausman test after mlogit - negative chi-square

Hi all,

I estimated a Multinominal logit model with 7 choices. I have 17 independent variables. I specified mlogtest after I ran the mlogit command.

I am not sure about my results. Does anyone know how it is possible to get a negative Chi-square for the hausman test for IIA as I did in my results? Also, how are the degrees of freedom calculated, it appears that I should have 17 and not what is reported.

Furthermore, my results of the hausman test differ from the small-hsiao test, they contradict each other, I read online this is common, does anyone know how one determines which one is appropriate?

Here is my output. Thanks in advance for any help.

Marilyn.

**** Hausman tests of IIA assumption

Ho: Odds(Outcome-J vs Outcome-K) are independent of other alternatives.

(storing estimation results as _HAUSMAN)

Omitted | chi2 df P>chi2 evidence ---------+------------------------------------ 2 | 7.285 70 1.000 for Ho 3 | 0.057 71 1.000 for Ho 4 | -4.897 69 1.000 for Ho 5 | 2.062 69 1.000 for Ho 6 | -1.460 69 1.000 for Ho 7 | -4.474 69 1.000 for Ho ----------------------------------------------

**** Small-Hsiao tests of IIA assumption

Ho: Odds(Outcome-J vs Outcome-K) are independent of other alternatives.

Omitted | lnL(full) lnL(omit) chi2 df P>chi2 evidence ---------+--------------------------------------------------- ------ 2 | -3123.828 -3080.945 85.767 17 0.000 against Ho 3 | -5769.906 -5729.245 81.323 17 0.000 against Ho 4 | -5647.749 -5601.483 92.532 17 0.000 against Ho 5 | -5774.945 -5730.604 88.682 17 0.000 against Ho 6 | -5633.140 -5594.139 78.001 17 0.000 against Ho 7 | -5429.578 -5384.741 89.674 17 0.000 against Ho ------------------------------------------------------------- ------

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