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
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