------------------------------------------------------------------------------- log: C:\~SLJF\makeverifyfiles\spostverify\done\mlogtestverify.log log type: text opened on: 25 Mar 2001, 14:18:49 . * mlogtest: version 1.6.2 1/5/01 . * verified: 2/23/01 . which mlogtest c:\stata\ado\stbplus\m\mlogtest.ado *! version 1.6.2 1/5/01 12 letter abbreviations for stata 7 . . * nomocc2 . use nomocc2, clear (1982 General Social Survey) . mlogit occ white ed exper Iteration 0: log likelihood = -509.84406 Iteration 1: log likelihood = -437.11493 Iteration 2: log likelihood = -427.50193 Iteration 3: log likelihood = -426.8061 Iteration 4: log likelihood = -426.80048 Iteration 5: log likelihood = -426.80048 Multinomial regression Number of obs = 337 LR chi2(12) = 166.09 Prob > chi2 = 0.0000 Log likelihood = -426.80048 Pseudo R2 = 0.1629 ------------------------------------------------------------------------------ occ | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- Menial | white | -1.774306 .7550543 -2.35 0.019 -3.254186 -.2944273 ed | -.7788519 .1146293 -6.79 0.000 -1.003521 -.5541826 exper | -.0356509 .018037 -1.98 0.048 -.0710028 -.000299 _cons | 11.51833 1.849356 6.23 0.000 7.893659 15.143 -------------+---------------------------------------------------------------- BlueCol | white | -.5378027 .7996033 -0.67 0.501 -2.104996 1.029391 ed | -.8782767 .1005446 -8.74 0.000 -1.07534 -.6812128 exper | -.0309296 .0144086 -2.15 0.032 -.05917 -.0026893 _cons | 12.25956 1.668144 7.35 0.000 8.990061 15.52907 -------------+---------------------------------------------------------------- Craft | white | -1.301963 .647416 -2.01 0.044 -2.570875 -.0330509 ed | -.6850365 .0892996 -7.67 0.000 -.8600605 -.5100126 exper | -.0079671 .0127055 -0.63 0.531 -.0328693 .0169351 _cons | 10.42698 1.517943 6.87 0.000 7.451864 13.40209 -------------+---------------------------------------------------------------- WhiteCol | white | -.2029212 .8693072 -0.23 0.815 -1.906732 1.50089 ed | -.4256943 .0922192 -4.62 0.000 -.6064407 -.2449479 exper | -.001055 .0143582 -0.07 0.941 -.0291967 .0270866 _cons | 5.279722 1.684006 3.14 0.002 1.979132 8.580313 ------------------------------------------------------------------------------ (Outcome occ==Prof is the comparison group) . set seed 25 . mlogtest, all **** Likelihood-ratio tests for independent variables Ho: All coefficients associated with given variable(s) are 0. occ | chi2 df P>chi2 -------------+------------------------- white | 8.095 4 0.088 ed | 156.937 4 0.000 exper | 8.561 4 0.073 --------------------------------------- **** Wald tests for independent variables Ho: All coefficients associated with given variable(s) are 0. occ | chi2 df P>chi2 -------------+------------------------- white | 8.149 4 0.086 ed | 84.968 4 0.000 exper | 7.995 4 0.092 --------------------------------------- **** Hausman tests of IIA assumption Ho: Odds(Outcome-J vs Outcome-K) are independent of other alternatives. Omitted | chi2 df P>chi2 evidence ---------+------------------------------------ Menial | 7.324 12 0.835 for Ho BlueCol | 0.320 12 1.000 for Ho Craft | -14.436 12 --- for Ho WhiteCol | -5.541 11 --- for Ho ---------------------------------------------- Note: If chi2<0, the estimated model does not meet asymptotic assumptions of the test. **** 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 ---------+--------------------------------------------------------- Menial | -157.648 -153.202 8.892 4 0.064 for Ho BlueCol | -136.789 -131.000 11.577 4 0.021 against Ho Craft | -116.194 -113.625 5.139 4 0.273 for Ho WhiteCol | -144.626 -138.856 11.539 4 0.021 against Ho ------------------------------------------------------------------- **** Wald tests for combining outcome categories Ho: All coefficients except intercepts associated with given pair of outcomes are 0 (i.e., categories can be collapsed). Categories tested | chi2 df P>chi2 ------------------+------------------------ Menial- BlueCol | 3.994 3 0.262 Menial- Craft | 3.203 3 0.361 Menial-WhiteCol | 11.951 3 0.008 Menial- Prof | 48.190 3 0.000 BlueCol- Craft | 8.441 3 0.038 BlueCol-WhiteCol | 20.055 3 0.000 BlueCol- Prof | 76.393 3 0.000 Craft-WhiteCol | 8.892 3 0.031 Craft- Prof | 60.583 3 0.000 WhiteCol- Prof | 22.203 3 0.000 ------------------------------------------- **** LR tests for combining outcome categories Ho: All coefficients except intercepts associated with given pair of outcomes are 0 (i.e., categories can be collapsed). Categories tested | chi2 df P>chi2 ------------------+------------------------ Menial- BlueCol | 4.095 3 0.251 Menial- Craft | 3.376 3 0.337 Menial-WhiteCol | 13.223 3 0.004 Menial- Prof | 64.607 3 0.000 BlueCol- Craft | 9.176 3 0.027 BlueCol-WhiteCol | 22.803 3 0.000 BlueCol- Prof | 125.699 3 0.000 Craft-WhiteCol | 9.992 3 0.019 Craft- Prof | 95.889 3 0.000 WhiteCol- Prof | 26.736 3 0.000 ------------------------------------------- . * nomocc2 with basecategory(1) . mlogit occ white ed exper, base(1) Iteration 0: log likelihood = -509.84406 Iteration 1: log likelihood = -437.11493 Iteration 2: log likelihood = -427.50193 Iteration 3: log likelihood = -426.8061 Iteration 4: log likelihood = -426.80048 Iteration 5: log likelihood = -426.80048 Multinomial regression Number of obs = 337 LR chi2(12) = 166.09 Prob > chi2 = 0.0000 Log likelihood = -426.80048 Pseudo R2 = 0.1629 ------------------------------------------------------------------------------ occ | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- BlueCol | white | 1.236504 .7244352 1.71 0.088 -.1833631 2.656371 ed | -.0994247 .1022812 -0.97 0.331 -.2998922 .1010428 exper | .0047212 .0173984 0.27 0.786 -.0293789 .0388214 _cons | .7412336 1.51954 0.49 0.626 -2.23701 3.719477 -------------+---------------------------------------------------------------- Craft | white | .4723436 .6043097 0.78 0.434 -.7120817 1.656769 ed | .0938154 .097555 0.96 0.336 -.0973888 .2850197 exper | .0276838 .0166737 1.66 0.097 -.004996 .0603636 _cons | -1.091353 1.450218 -0.75 0.452 -3.933728 1.751022 -------------+---------------------------------------------------------------- WhiteCol | white | 1.571385 .9027216 1.74 0.082 -.1979166 3.340687 ed | .3531577 .1172786 3.01 0.003 .1232959 .5830194 exper | .0345959 .0188294 1.84 0.066 -.002309 .0715007 _cons | -6.238608 1.899094 -3.29 0.001 -9.960764 -2.516453 -------------+---------------------------------------------------------------- Prof | white | 1.774306 .7550543 2.35 0.019 .2944273 3.254186 ed | .7788519 .1146293 6.79 0.000 .5541826 1.003521 exper | .0356509 .018037 1.98 0.048 .000299 .0710028 _cons | -11.51833 1.849356 -6.23 0.000 -15.143 -7.893659 ------------------------------------------------------------------------------ (Outcome occ==Menial is the comparison group) . set seed 25 . mlogtest, all **** Likelihood-ratio tests for independent variables Ho: All coefficients associated with given variable(s) are 0. occ | chi2 df P>chi2 -------------+------------------------- white | 8.095 4 0.088 ed | 156.937 4 0.000 exper | 8.561 4 0.073 --------------------------------------- **** Wald tests for independent variables Ho: All coefficients associated with given variable(s) are 0. occ | chi2 df P>chi2 -------------+------------------------- white | 8.149 4 0.086 ed | 84.968 4 0.000 exper | 7.995 4 0.092 --------------------------------------- **** Hausman tests of IIA assumption Ho: Odds(Outcome-J vs Outcome-K) are independent of other alternatives. Omitted | chi2 df P>chi2 evidence ---------+------------------------------------ BlueCol | 0.333 12 1.000 for Ho Craft | -14.436 12 --- for Ho WhiteCol | -7.764 12 --- for Ho Prof | -0.119 12 --- for Ho ---------------------------------------------- Note: If chi2<0, the estimated model does not meet asymptotic assumptions of the test. **** 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 ---------+--------------------------------------------------------- BlueCol | -136.789 -131.000 11.577 4 0.021 against Ho Craft | -116.194 -113.625 5.139 4 0.273 for Ho WhiteCol | -144.626 -138.856 11.539 4 0.021 against Ho Prof | -131.150 -125.349 11.603 4 0.021 against Ho ------------------------------------------------------------------- **** Wald tests for combining outcome categories Ho: All coefficients except intercepts associated with given pair of outcomes are 0 (i.e., categories can be collapsed). Categories tested | chi2 df P>chi2 ------------------+------------------------ BlueCol- Craft | 8.441 3 0.038 BlueCol-WhiteCol | 20.055 3 0.000 BlueCol- Prof | 76.393 3 0.000 BlueCol- Menial | 3.994 3 0.262 Craft-WhiteCol | 8.892 3 0.031 Craft- Prof | 60.583 3 0.000 Craft- Menial | 3.203 3 0.361 WhiteCol- Prof | 22.203 3 0.000 WhiteCol- Menial | 11.951 3 0.008 Prof- Menial | 48.190 3 0.000 ------------------------------------------- **** LR tests for combining outcome categories Ho: All coefficients except intercepts associated with given pair of outcomes are 0 (i.e., categories can be collapsed). Categories tested | chi2 df P>chi2 ------------------+------------------------ BlueCol- Craft | 9.176 3 0.027 BlueCol-WhiteCol | 22.803 3 0.000 BlueCol- Prof | 125.699 3 0.000 BlueCol- Menial | 4.095 3 0.251 Craft-WhiteCol | 9.992 3 0.019 Craft- Prof | 95.889 3 0.000 Craft- Menial | 3.376 3 0.337 WhiteCol- Prof | 26.736 3 0.000 WhiteCol- Menial | 13.223 3 0.004 Prof- Menial | 64.607 3 0.000 ------------------------------------------- . * returned values . mat wald = r(wald) . mat list wald wald[3,3] chi2 df p white 8.1492032 4 .08626308 ed 84.968169 4 1.541e-17 exper 7.9949391 4 .09176376 . mat lrtest = r(lrtest) . mat list lrtest lrtest[3,3] chi2 df p white 8.0954082 4 .08814513 ed 156.9372 4 6.633e-33 exper 8.5609534 4 .07306102 . mat combine = r(combine) . mat list combine combine[10,5] cat1 cat2 chi2 df p BlueCol:Craft 2 3 8.4414795 3 .03771665 BlueCol:WhiteCol 2 4 20.055239 3 .00016533 BlueCol:Prof 2 5 76.392711 3 1.822e-16 BlueCol:Menial 2 1 3.9936145 3 .26215448 Craft:WhiteCol 3 4 8.8923799 3 .03075651 Craft:Prof 3 5 60.582736 3 4.413e-13 Craft:Menial 3 1 3.2028776 3 .36139063 WhiteCol:Prof 4 5 22.202899 3 .00005919 WhiteCol:Menial 4 1 11.951358 3 .00755166 Prof:Menial 5 1 48.189648 3 1.941e-10 . mat lrcomb = r(lrcomb) . mat list lrcomb lrcomb[10,5] cat1 cat2 chi2 df p BlueCol:Craft 2 3 9.1762287 3 .02703731 BlueCol:WhiteCol 2 4 22.802998 3 .00004439 BlueCol:Prof 2 5 125.69936 3 4.568e-27 BlueCol:Menial 2 1 4.0948634 3 .25140113 Craft:WhiteCol 3 4 9.9915871 3 .01863778 Craft:Prof 3 5 95.889304 3 1.189e-20 Craft:Menial 3 1 3.3764862 3 .33713829 WhiteCol:Prof 4 5 26.735521 3 6.689e-06 WhiteCol:Menial 4 1 13.222601 3 .00417913 Prof:Menial 5 1 64.60721 3 6.087e-14 . mat hausman = r(hausman) . mat list hausman hausman[4,4] omitted chi2 df p BlueCol 2 .33310146 12 .99999997 Craft 3 -14.435688 12 -9999 WhiteCol 4 -7.7641156 12 -9999 Prof 5 -.11924981 12 -9999 . mat smhsiao = r(smhsiao) . mat list smhsiao smhsiao[4,6] elim_cat lnL_0 lnL_1 chi2 df p test 1 2 -136.78914 -131.00047 11.577345 4 .02078721 test 2 3 -116.19439 -113.62475 5.1392822 4 .27330252 test 3 4 -144.62563 -138.85627 11.538726 4 .02113223 test 4 5 -131.15035 -125.34864 11.603416 4 .0205574 . . ** gsskidvalue2 example . use gsskidvalue2, clear (1993 and 1994 General Social Survey) . mlogit kidvalue female black othrrace anykids degree Iteration 0: log likelihood = -3546.4241 Iteration 1: log likelihood = -3404.9071 Iteration 2: log likelihood = -3396.4206 Iteration 3: log likelihood = -3396.3519 Iteration 4: log likelihood = -3396.3518 Multinomial regression Number of obs = 2978 LR chi2(15) = 300.14 Prob > chi2 = 0.0000 Log likelihood = -3396.3518 Pseudo R2 = 0.0423 ------------------------------------------------------------------------------ kidvalue | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- obey | female | -.2605371 .1048637 -2.48 0.013 -.4660662 -.0550079 black | .3297048 .1452035 2.27 0.023 .0451112 .6142984 othrrace | .5711209 .2872073 1.99 0.047 .0082049 1.134037 anykids | -.0401693 .1202552 -0.33 0.738 -.2758652 .1955265 degree | -.7040498 .0577797 -12.19 0.000 -.817296 -.5908037 _cons | -.0847716 .1376452 -0.62 0.538 -.3545513 .1850081 -------------+---------------------------------------------------------------- workhard | female | -.4657661 .1104007 -4.22 0.000 -.6821476 -.2493846 black | .1975939 .1714529 1.15 0.249 -.1384475 .5336354 othrrace | 1.621659 .2233146 7.26 0.000 1.183971 2.059348 anykids | .0052844 .1243124 0.04 0.966 -.2383635 .2489323 degree | -.1824923 .0479872 -3.80 0.000 -.2765455 -.0884391 _cons | -.8719322 .1472885 -5.92 0.000 -1.160612 -.5832521 -------------+---------------------------------------------------------------- helpoth | female | -.3530656 .1165728 -3.03 0.002 -.5815441 -.1245871 black | -.1156104 .1892914 -0.61 0.541 -.4866148 .255394 othrrace | .8759096 .2791998 3.14 0.002 .328688 1.423131 anykids | -.1913028 .1286881 -1.49 0.137 -.4435269 .0609214 degree | -.3875589 .0549027 -7.06 0.000 -.4951661 -.2799517 _cons | -.5615834 .1493388 -3.76 0.000 -.8542821 -.2688846 ------------------------------------------------------------------------------ (Outcome kidvalue==thnkself is the comparison group) . set seed 45 . mlogtest, all set(black othrrace) **** Likelihood-ratio tests for independent variables Ho: All coefficients associated with given variable(s) are 0. kidvalue | chi2 df P>chi2 -------------+------------------------- female | 23.558 3 0.000 black | 7.231 3 0.065 othrrace | 51.944 3 0.000 anykids | 2.323 3 0.508 degree | 211.133 3 0.000 -------------+------------------------- set_1: | 58.545 6 0.000 black | othrrace | --------------------------------------- **** Wald tests for independent variables Ho: All coefficients associated with given variable(s) are 0. kidvalue | chi2 df P>chi2 -------------+------------------------- female | 23.451 3 0.000 black | 7.317 3 0.062 othrrace | 54.177 3 0.000 anykids | 2.359 3 0.501 degree | 174.002 3 0.000 -------------+------------------------- set_1: | 60.988 6 0.000 black | othrrace | --------------------------------------- **** Hausman tests of IIA assumption Ho: Odds(Outcome-J vs Outcome-K) are independent of other alternatives. Omitted | chi2 df P>chi2 evidence ---------+------------------------------------ obey | 7.764 12 0.803 for Ho workhard | -4.090 12 --- for Ho helpoth | 9.154 12 0.690 for Ho ---------------------------------------------- Note: If chi2<0, the estimated model does not meet asymptotic assumptions of the test. **** 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 ---------+--------------------------------------------------------- obey | -1014.802 -1005.030 19.544 6 0.003 against Ho workhard | -1090.330 -1086.684 7.292 6 0.295 for Ho helpoth | -1117.786 -1110.089 15.393 6 0.017 against Ho ------------------------------------------------------------------- **** Wald tests for combining outcome categories Ho: All coefficients except intercepts associated with given pair of outcomes are 0 (i.e., categories can be collapsed). Categories tested | chi2 df P>chi2 ------------------+------------------------ obey-workhard | 81.629 5 0.000 obey- helpoth | 31.332 5 0.000 obey-thnkself | 167.265 5 0.000 workhard- helpoth | 19.637 5 0.001 workhard-thnkself | 79.317 5 0.000 helpoth-thnkself | 65.716 5 0.000 ------------------------------------------- **** LR tests for combining outcome categories Ho: All coefficients except intercepts associated with given pair of outcomes are 0 (i.e., categories can be collapsed). Categories tested | chi2 df P>chi2 ------------------+------------------------ obey-workhard | 89.431 5 0.000 obey- helpoth | 32.089 5 0.000 obey-thnkself | 212.672 5 0.000 workhard- helpoth | 20.523 5 0.001 workhard-thnkself | 80.259 5 0.000 helpoth-thnkself | 70.485 5 0.000 ------------------------------------------- . . ** test with long names . use nomocc2, clear (1982 General Social Survey) . rename occ occ_stupid_long_varname . rename white white_stupid_long_varname . rename ed ed_stupid_long_varname . rename exper exper_stupid_long_varname . mlogit occ white ed exper Iteration 0: log likelihood = -509.84406 Iteration 1: log likelihood = -437.11493 Iteration 2: log likelihood = -427.50193 Iteration 3: log likelihood = -426.8061 Iteration 4: log likelihood = -426.80048 Iteration 5: log likelihood = -426.80048 Multinomial regression Number of obs = 337 LR chi2(12) = 166.09 Prob > chi2 = 0.0000 Log likelihood = -426.80048 Pseudo R2 = 0.1629 ------------------------------------------------------------------------------ occ_stupid~e | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- Menial | white_stup~e | -1.774306 .7550543 -2.35 0.019 -3.254186 -.2944273 ed_stupid_~e | -.7788519 .1146293 -6.79 0.000 -1.003521 -.5541826 exper_stup~e | -.0356509 .018037 -1.98 0.048 -.0710028 -.000299 _cons | 11.51833 1.849356 6.23 0.000 7.893659 15.143 -------------+---------------------------------------------------------------- BlueCol | white_stup~e | -.5378027 .7996033 -0.67 0.501 -2.104996 1.029391 ed_stupid_~e | -.8782767 .1005446 -8.74 0.000 -1.07534 -.6812128 exper_stup~e | -.0309296 .0144086 -2.15 0.032 -.05917 -.0026893 _cons | 12.25956 1.668144 7.35 0.000 8.990061 15.52907 -------------+---------------------------------------------------------------- Craft | white_stup~e | -1.301963 .647416 -2.01 0.044 -2.570875 -.0330509 ed_stupid_~e | -.6850365 .0892996 -7.67 0.000 -.8600605 -.5100126 exper_stup~e | -.0079671 .0127055 -0.63 0.531 -.0328693 .0169351 _cons | 10.42698 1.517943 6.87 0.000 7.451864 13.40209 -------------+---------------------------------------------------------------- WhiteCol | white_stup~e | -.2029212 .8693072 -0.23 0.815 -1.906732 1.50089 ed_stupid_~e | -.4256943 .0922192 -4.62 0.000 -.6064407 -.2449479 exper_stup~e | -.001055 .0143582 -0.07 0.941 -.0291967 .0270866 _cons | 5.279722 1.684006 3.14 0.002 1.979132 8.580313 ------------------------------------------------------------------------------ (Outcome occ_stupid_long_varname==Prof is the comparison group) . set seed 25 . mlogtest, all **** Likelihood-ratio tests for independent variables Ho: All coefficients associated with given variable(s) are 0. occ_st~e | chi2 df P>chi2 -------------+------------------------- white_stup~e | 8.095 4 0.088 ed_stupid_~e | 156.937 4 0.000 exper_stup~e | 8.561 4 0.073 --------------------------------------- **** Wald tests for independent variables Ho: All coefficients associated with given variable(s) are 0. occ_st~e | chi2 df P>chi2 -------------+------------------------- white_stup~e | 8.149 4 0.086 ed_stupid_~e | 84.968 4 0.000 exper_stup~e | 7.995 4 0.092 --------------------------------------- **** Hausman tests of IIA assumption Ho: Odds(Outcome-J vs Outcome-K) are independent of other alternatives. Omitted | chi2 df P>chi2 evidence ---------+------------------------------------ Menial | 7.324 12 0.835 for Ho BlueCol | 0.320 12 1.000 for Ho Craft | -14.436 12 --- for Ho WhiteCol | -5.541 11 --- for Ho ---------------------------------------------- Note: If chi2<0, the estimated model does not meet asymptotic assumptions of the test. **** 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 ---------+--------------------------------------------------------- Menial | -157.648 -153.202 8.892 4 0.064 for Ho BlueCol | -136.789 -131.000 11.577 4 0.021 against Ho Craft | -116.194 -113.625 5.139 4 0.273 for Ho WhiteCol | -144.626 -138.856 11.539 4 0.021 against Ho ------------------------------------------------------------------- **** Wald tests for combining outcome categories Ho: All coefficients except intercepts associated with given pair of outcomes are 0 (i.e., categories can be collapsed). Categories tested | chi2 df P>chi2 ------------------+------------------------ Menial- BlueCol | 3.994 3 0.262 Menial- Craft | 3.203 3 0.361 Menial-WhiteCol | 11.951 3 0.008 Menial- Prof | 48.190 3 0.000 BlueCol- Craft | 8.441 3 0.038 BlueCol-WhiteCol | 20.055 3 0.000 BlueCol- Prof | 76.393 3 0.000 Craft-WhiteCol | 8.892 3 0.031 Craft- Prof | 60.583 3 0.000 WhiteCol- Prof | 22.203 3 0.000 ------------------------------------------- **** LR tests for combining outcome categories Ho: All coefficients except intercepts associated with given pair of outcomes are 0 (i.e., categories can be collapsed). Categories tested | chi2 df P>chi2 ------------------+------------------------ Menial- BlueCol | 4.095 3 0.251 Menial- Craft | 3.376 3 0.337 Menial-WhiteCol | 13.223 3 0.004 Menial- Prof | 64.607 3 0.000 BlueCol- Craft | 9.176 3 0.027 BlueCol-WhiteCol | 22.803 3 0.000 BlueCol- Prof | 125.699 3 0.000 Craft-WhiteCol | 9.992 3 0.019 Craft- Prof | 95.889 3 0.000 WhiteCol- Prof | 26.736 3 0.000 ------------------------------------------- . use gsskidvalue2, clear (1993 and 1994 General Social Survey) . rename kidvalue kidvalue_stupid_long_varname . rename female female_stupid_long_varname . rename black black_stupid_long_varname . rename othrrace othrrace_stupid_long_varname . rename anykids anykids_stupid_long_varname . rename degree degree_stupid_long_varname . mlogit kidvalue female black othrrace anykids degree Iteration 0: log likelihood = -3546.4241 Iteration 1: log likelihood = -3404.9071 Iteration 2: log likelihood = -3396.4206 Iteration 3: log likelihood = -3396.3519 Iteration 4: log likelihood = -3396.3518 Multinomial regression Number of obs = 2978 LR chi2(15) = 300.14 Prob > chi2 = 0.0000 Log likelihood = -3396.3518 Pseudo R2 = 0.0423 ------------------------------------------------------------------------------ kidvalue_s~e | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- obey | female_stu~e | -.2605371 .1048637 -2.48 0.013 -.4660662 -.0550079 black_stup~e | .3297048 .1452035 2.27 0.023 .0451112 .6142984 othrrace_s~e | .5711209 .2872073 1.99 0.047 .0082049 1.134037 anykids_st~e | -.0401693 .1202552 -0.33 0.738 -.2758652 .1955265 degree_stu~e | -.7040498 .0577797 -12.19 0.000 -.817296 -.5908037 _cons | -.0847716 .1376452 -0.62 0.538 -.3545513 .1850081 -------------+---------------------------------------------------------------- workhard | female_stu~e | -.4657661 .1104007 -4.22 0.000 -.6821476 -.2493846 black_stup~e | .1975939 .1714529 1.15 0.249 -.1384475 .5336354 othrrace_s~e | 1.621659 .2233146 7.26 0.000 1.183971 2.059348 anykids_st~e | .0052844 .1243124 0.04 0.966 -.2383635 .2489323 degree_stu~e | -.1824923 .0479872 -3.80 0.000 -.2765455 -.0884391 _cons | -.8719322 .1472885 -5.92 0.000 -1.160612 -.5832521 -------------+---------------------------------------------------------------- helpoth | female_stu~e | -.3530656 .1165728 -3.03 0.002 -.5815441 -.1245871 black_stup~e | -.1156104 .1892914 -0.61 0.541 -.4866148 .255394 othrrace_s~e | .8759096 .2791998 3.14 0.002 .328688 1.423131 anykids_st~e | -.1913028 .1286881 -1.49 0.137 -.4435269 .0609214 degree_stu~e | -.3875589 .0549027 -7.06 0.000 -.4951661 -.2799517 _cons | -.5615834 .1493388 -3.76 0.000 -.8542821 -.2688846 ------------------------------------------------------------------------------ (Outcome kidvalue_stupid_long_varname==thnkself is the comparison group) . set seed 45 . mlogtest, all set(black othrrace) **** Likelihood-ratio tests for independent variables Ho: All coefficients associated with given variable(s) are 0. kidval~e | chi2 df P>chi2 -------------+------------------------- female_stu~e | 23.558 3 0.000 black_stup~e | 7.231 3 0.065 othrrace_s~e | 51.944 3 0.000 anykids_st~e | 2.323 3 0.508 degree_stu~e | 211.133 3 0.000 -------------+------------------------- set_1: | 58.545 6 0.000 black_stup~e | othrrace_s~e | --------------------------------------- **** Wald tests for independent variables Ho: All coefficients associated with given variable(s) are 0. kidval~e | chi2 df P>chi2 -------------+------------------------- female_stu~e | 23.451 3 0.000 black_stup~e | 7.317 3 0.062 othrrace_s~e | 54.177 3 0.000 anykids_st~e | 2.359 3 0.501 degree_stu~e | 174.002 3 0.000 -------------+------------------------- set_1: | 60.988 6 0.000 black_stup~e | othrrace_s~e | --------------------------------------- **** Hausman tests of IIA assumption Ho: Odds(Outcome-J vs Outcome-K) are independent of other alternatives. Omitted | chi2 df P>chi2 evidence ---------+------------------------------------ obey | 7.764 12 0.803 for Ho workhard | -4.090 12 --- for Ho helpoth | 9.154 12 0.690 for Ho ---------------------------------------------- Note: If chi2<0, the estimated model does not meet asymptotic assumptions of the test. **** 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 ---------+--------------------------------------------------------- obey | -1014.802 -1005.030 19.544 6 0.003 against Ho workhard | -1090.330 -1086.684 7.292 6 0.295 for Ho helpoth | -1117.786 -1110.089 15.393 6 0.017 against Ho ------------------------------------------------------------------- **** Wald tests for combining outcome categories Ho: All coefficients except intercepts associated with given pair of outcomes are 0 (i.e., categories can be collapsed). Categories tested | chi2 df P>chi2 ------------------+------------------------ obey-workhard | 81.629 5 0.000 obey- helpoth | 31.332 5 0.000 obey-thnkself | 167.265 5 0.000 workhard- helpoth | 19.637 5 0.001 workhard-thnkself | 79.317 5 0.000 helpoth-thnkself | 65.716 5 0.000 ------------------------------------------- **** LR tests for combining outcome categories Ho: All coefficients except intercepts associated with given pair of outcomes are 0 (i.e., categories can be collapsed). Categories tested | chi2 df P>chi2 ------------------+------------------------ obey-workhard | 89.431 5 0.000 obey- helpoth | 32.089 5 0.000 obey-thnkself | 212.672 5 0.000 workhard- helpoth | 20.523 5 0.001 workhard-thnkself | 80.259 5 0.000 helpoth-thnkself | 70.485 5 0.000 ------------------------------------------- . . log close log: C:\~SLJF\makeverifyfiles\spostverify\done\mlogtestverify.log log type: text closed on: 25 Mar 2001, 14:19:01 -------------------------------------------------------------------------------