Hausman test/ IIA

[Benito D Isaac]

Good Morning all,
I'm performing the IIA test for the first time. Obviously Im using a multinomial logit regression with 3 categories for the dependent variable. The default outcome base is 3. After estimating the parameters for the model, I perform the iia test with the command : mlogtest, iia base. I recieve an error message saying there is a problem determining number of categories. See the output below and I would be happy to recieve your advice. Thanks!

mlogtest, iia base

Problem determining number of categories.

**** Hausman tests of IIA assumption

Ho: Odds(Outcome-J vs Outcome-K) are independent of other alternatives.
You used the old syntax of hausman. Click here to learn about the new syntax.

(storing estimation results as _HAUSMAN)

Omitted chi2 df P>chi2 evidence

1 -8.648 6 1.000 for Ho
2 -3.305 4 1.000 for Ho
3 7.400 5 0.193 for Ho


**** Small-Hsiao tests of IIA assumption

Ho: Odds(Outcome-J vs Outcome-K) are independent of other alternatives.
equation 3 not found
r(303);

[Benito D Isaac]

I have performed the test with the command: hausman . , alleqs Here is the result I have this time:

hausman all . , alleqs

---- Coefficients ----
(b) (B) (b-B) sqrt(diag(V_b-V_B))
all . Difference S.E.

1
sexe 15.99035 20.55081 -4.560464 804.3561
influence~ee -1.273046 -1.147455 -.1255915 .
influence~ge 1.045593 1.382695 -.3371018 .
interet_in~e .1256635 -.2919401 .4176036 .
domaine_ex~e .5012915 .412696 .0885955 .

2
sexe -1.413205 -1.455074 .0418687 .
influence~ee -.5156961 -.4336147 -.0820814 .
influence~ge .3465675 .7842892 -.4377217 .
interet_in~e -.7119593 -.2991291 -.4128302 .
domaine_ex~e .5681589 .7039288 -.1357699 .

b = consistent under Ho and Ha; obtained from mlogit
B = inconsistent under Ha, efficient under Ho; obtained from mlogit

Test: Ho: difference in coefficients not systematic

chi2(10) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= -6.82 chi2<0 ==> model fitted on these
data fails to meet the asymptotic
assumptions of the Hausman test;
see suest for a generalized test