结果如下，chi2<0，这就意味着豪斯曼检验失败了吗？那么就是否定IIA了？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(17) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= -8.38 chi2<0 ==> model fitted on these
data fails to meet the asymptotic
assumptions of the Hausman test;
see suest for a generalized test
mlogtest命令的作者是Jeremy Freese & J. Scott Long，在他们的著作REGRESSION MODELS FOR CATEGORICAL DEPENDENT VARIABLES USING STATA中，对mlogit模型中使用mlogtest检验IIA的结果进行了解释，此处贴上原文：
也就是说，chi2为负是很普遍的现象。Hausman & McFadden(1982,1226)认为，chi2为负 是 IIA没有被违背的证据。
扫码加好友，拉您进群
全部版块
我的主页
收藏
