On Mar 13, 2011; 03:44pm Gaurav Ghosh wrote: >> I have been working through the examples in one of the vignettes >> associated with the 'mlogit' >> package, 'Kenneth Train's exercises using the mlogit package for R.' In >> spite of using the code >> unchanged, as well as the data used in the examples, I have been unable >> to run a Wald test to >> test two models.
It strikes me that you may not have given the full facts. I have no problem with this (using a development version of R). Note that you need to make H first. > data("Heating", package = "mlogit") > H <- mlogit.data(Heating, shape = "wide", choice = "depvar", + varying = c(3:12)) > m <- mlogit(depvar ~ ic + oc | 0, H) > summary(m) > mc <- mlogit(depvar ~ ic + oc, H, reflevel="hp") > mi2 <- mlogit(depvar ~ oc + ic | income, H, reflevel="hp") > waldtest(mc,mi2) Wald test Model 1: depvar ~ ic + oc Model 2: depvar ~ oc + ic | income Res.Df Df Chisq Pr(>Chisq) 1 894 2 890 4 4.6456 0.3256 What does print(mc) and print(mi2) report? Mark. > sessionInfo() R version 2.13.0 Under development (unstable) (2010-10-14 r53299) Platform: i386-pc-mingw32/i386 (32-bit) locale: [1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United States.1252 [3] LC_MONETARY=English_United States.1252 LC_NUMERIC=C [5] LC_TIME=English_United States.1252 attached base packages: [1] grDevices datasets stats4 splines graphics utils stats methods base other attached packages: [1] mlogit_0.2-1 maxLik_1.0-0 miscTools_0.6-10 lmtest_0.9-27 zoo_1.6-4 [6] statmod_1.4.9 Formula_1.0-0 rms_3.3-0 Hmisc_3.8-3 modeltools_0.2-17 [11] mvtnorm_0.9-96 survival_2.36-5 loaded via a namespace (and not attached): [1] cluster_1.13.3 coin_1.0-18 colorspace_1.0-1 grid_2.13.0 lattice_0.19-17 [6] Matrix_0.999375-47 mboost_2.0-10 party_0.9-99991 sandwich_2.2-6 tools_2.13.0 -- View this message in context: http://r.789695.n4.nabble.com/Problem-implementing-waldtest-when-using-mlogit-package-tp3351904p3351984.html Sent from the R help mailing list archive at Nabble.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.