Hi, you should look at hmftest in mlogit package. However, be cautious when you use IIA test, it is not very reliable as Long and Freese (2006:243) have shown.
* J. Scott Long and Jeremy Freese. 2006. Regression Models for Categorical Outcomes Using Stata. 2nd. On Wed, Oct 15, 2008 at 3:37 AM, Erika Known <[EMAIL PROTECTED]> wrote: >> ----- Original Message ----- >> From: "Erika Known" <[EMAIL PROTECTED]> >> To: <r-help@r-project.org> >> Sent: Tuesday, October 14, 2008 11:43 AM >> Subject: [R] IAA test on my multinomial logit >> >> > Hi all >> > >> > I'm trying to immigrate from Stata and I want to preform a IIA test >> > (Independence of Irrelevant Alternatives) on my multinomial logit model >> > in R, but I can't seem to find a package that dos the trick. I've been >> > looking at >> > > http://bm2.genes.nig.ac.jp/RGM2/R_current/library/systemfit/man/hausman.systemfit.html >> > but I can't figure out what to do! I normally just type 'mlogtest, >> > hausman base' to get the test in Stata. I can even use 'mlogtest, >> > smhsiao base' to get the Small-Hsiao tests of IIA assumption. >> > >> > according to the literature there is also other tests.. thou I cant seem >> > to find any off them in R. >> > >> > Thank for the help. >> > >> > Erika > > On Tue, 14 Oct 2008 12:11:45 -0500, Gilbert Brenes wrote >> If I'm not wrong, the test for IIA is the Hausman test. >> >> Look for hausman.systemfit in the systemfit package. >> >> Gilbert >> > Hi again! > > Thanks for your answer! Thou that's where I got stuck too, so to say. > The link I send was to the > systemfit package, but I can't seem to get it to working. > > This is what I do: > > model_01 <- multinom(Y ~ X1 + X2 + X3 + X4 + X5 + X6, data=data, > contrasts = NULL, Hess = TRUE, summ = 0, censored = FALSE, model = TRUE) > > That's running like a dream! - and the I try: > >> systemfit(model_01) > Error in systemfit(dyls.model01) : > argument 'formula' must be an object of class 'formula' or a list of > objects of class 'formula' > In addition: Warning messages: > 1: In if (class(formula) == "formula") { : > the condition has length > 1 and only the first element will be used > 2: In if (class(formula) == "list") { : > the condition has length > 1 and only the first element will be used > >>hausman.systemfit(model_01) > Error in coef(results3sls) : > argument "results3sls" is missing, with no default > > I relly want to imigrate, but I need help! Just tell mer a website or > wher I can read my way out of it. > > Do you think you can give me one more hint? > > Sorry for my ignorance > > Erika > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- HUANG Ronggui, Wincent Tel: (00852) 3442 3832 Ph.D. Candidate, CityU of HK Master of sociology, Fudan University, China Bachelor of Social Work, Fudan University, China Personal homepage: http://ronggui.huang.googlepages.com/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
