CRTEST

Description

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

Example

* Cramer-Ridder pooling test after multinomial logit
mlogit occup1 female under35 married2
crtest

References

• Cramer, J.S. and Ridder, G. (1991). “Pooling states in multinomial logit model.” Journal of Econometrics, 47, 267–272.

Citation

Azevedo, J.P. (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.