CRTEST: Stata module to perform Cramer-Ridder Test for pooling states in a Multinomial logit

Abstract

crtest performs the Cramer-Ridder test for pooling states in the Multinomial logit model. This test assume a multinomial logit model with (S+1) states and two states that are candidates for pooling, s1 and s2. The null hypothesis is that s1 and s2 have the same regression coefficients apart from the intercept.

Suggested Citation

Joao Pedro Azevedo, 2003. "CRTEST: Stata module to perform Cramer-Ridder Test for pooling states in a Multinomial logit," Statistical Software Components S433202, Boston College Department of Economics, revised 03 Dec 2003.

Handle: RePEc:boc:bocode:s433202

References

Cramer,J.S. and G.Ridder (1991) "Pooling states in multinomial logit model." Journal of Econometrics, 47: 267-272.

Keywords

Cramer; Ridder; multinomial logit; pooling

Note:

This module may be installed from within Stata by typing "ssc install crtest". Windows users should not attempt to download these files with a web browser.

Author:

João Pedro Azevedo
jazevedo@worldbank.org
World Bank
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