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help for ^mlogtest^ - 25Aug2006
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Tests for multinomial logit model
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    ^mlogtest^ [varlist][, ^a^ll ^l^r ^w^ald ^c^ombine ^lrc^omb
        ^s^et(varlist [\ varlist]) ^i^ia ^h^ausman ^sm^hsiao
        ^d^etail ^b^ase]

^mlogtest^ computes a variety of tests for multinomial logit models.  The user
selects the tests they want by specifying the appropriate options. For each
independent variable, ^mlogtest^ can perform either a likelihood-ratio or
Wald test of the null hypothesis that the coefficients of the variable equal
zero across all equations.  ^mlogtest^ can also perform Wald or likelihood-
ratio tests of whether any pair of outcome categories can be combined. In
addition, ^mlogtest^ allows one to compute both Hausman and Small-Hsiao tests
of the assumption of the independence of irrelevance alternatives (IIA) for
each possible omitted category.

Options
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^varlist^ selects variables to test with the wald or lr options. By default,
    the significance of each coefficient in the model is tested.

^all^ specifies that all available tests should be performed.

^lr^ conducts likelihood-ratio tests for each independent variable.

^wald^ performs Wald tests for each independent variable.

^combine^ computes Wald tests of whether two outcomes in the mlogit can be
combined.

^lrcomb^ conducts likelihood-ratio tests of whether two outcomes can be
combined

^hausman^ computes Hausman tests of the IIA assumption using Stata's ^hausman^ 
command (see [R] ^hausman^)

^suest^ computes Hausman tests of the IIA assumption using Stata's ^suest^ 
command (see [R] ^suest^)

^smhsiao^ performs Small-Hsiao tests of the IIA assumption.

^iia^ specifies that all tests of the IIA assumption should be performed.

^detail^ reports ^hausman^ output from IIA test (default is to provide only a
summary of results)

^base^ also conducts an IIA test omitting the base category of the original
mlogit estimation.  This is done by re-estimating the model using the largest
remaining category as the base category, although the original estimates are
restored to memory afterward.

^set(^varlist [\ varlist] ...^)^ specifies that a set of variables is to be
considered together for the lrtest or waldtest.  The slash \ is used to specify
multiple sets of variables.  This option is particularly useful when one has
included a categorical independent variable in the model as a set of dummy
variables, as one can test that the coefficients for all of the dummy variables
are zero across all equations.

Examples
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^. mlogit whoclass income dad_educ male black hispanic asian^

^. mlogtest, all^

^. mlogit whoclass income dad_educ male black hispanic asian singlpar stepmom^
> ^stepdad^

^. mlogtest, lr set(black hispanic asian \ singlpar stepmom stepdad)^

Return matrices
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r(combine): results of Wald tests to combine categories.  Rows represent all
contrasts among categories; columns indicates the categories contrasted, the
chisq, df, and p of test.

r(lrcomb): results of LR tests to combine categories.  Rows represent all
contrasts among categories; columns indicates the categories contrasted, the
chisq, df, and p of test.

r(hausman): results of Hausman tests of IIA assumption.  Each row is one test.
Columns indicate the omitted category of a given test, the chisq, df, and p.

r(smhsiao): results of Small-Hsiao tests of IIA assumption.

r(wald): results of Wald test that all coefficients of an independent variable
equals zero

r(lrtest): results of likelihood-ratio test that all coefficients of an
independent variable equals zero

Acknowledgment
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The code used for the routine to calculate the Small-Hsiao test is based
on a program by Nick Winter.

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Authors: J. Scott Long and Jeremy Freese
         www.indiana.edu/~jslsoc/spost.htm
         spostsup@@indiana.edu