Problema de las Alternativas Irrelevantes

Profesor: Juan Manuel Rivas Castillo

 La propiedad de Independencia de Alternativas Irrelevantes (IIA) lo que
nos dice es que las probabilidades no dependen de las características de
otra alternativa. Ejemplo, supongamos que tenemos dos alternativas de
transporte con las siguientes probabilidades:

𝑃𝐴 = 0.7
𝑃𝐵𝑅 = 0.3

 Suponga que se tiene una nueva opción de buses azules, uno esperaría
que las probabilidades se reacomoden de la siguiente manera:
 𝑃𝐴 = 0.7
𝑃𝐵𝑅 = 0.15
𝑃𝐵𝐴 = 0.15

 Se cumple también lo siguiente:

𝑃𝐴
= 2.3333
𝑃𝐵𝑅

𝑃𝐴 = 2.3333𝑃𝐵𝑅
  Y dado que:

𝑃𝐴 + 𝑃𝐵𝑅 + 𝑃𝐵𝐴 = 1
2.3333𝑃𝐵𝑅 + 𝑃𝐵𝑅 + 𝑃𝐵𝑅 = 1
𝑃𝐵𝑅 = 0.23077
Entonces:
𝑃𝐴 = 2.3333 ∗ 0.23077 = 0.53846
𝑃𝐵𝐴 = 0.23077
. mlogit rep78 price mpg weight, b(1)

Iteration 0: log likelihood = -93.692061

Iteration 1: log likelihood = -82.734376
Iteration 2: log likelihood = -81.003209
Iteration 3: log likelihood = -80.84407
Iteration 4: log likelihood = -80.842846
Iteration 5: log likelihood = -80.842844

Multinomial logistic regression Number of obs = 69

LR chi2(12) = 25.70
Prob > chi2 = 0.0118
Log likelihood = -80.842844 Pseudo R2 = 0.1371

rep78 Coef. Std. Err. z P>|z| [95% Conf. Interval]

1 (base outcome)

2
price .0005645 .0009088 0.62 0.535 -.0012167 .0023456
mpg -.0552422 .3129043 -0.18 0.860 -.6685232 .5580389
weight -.0003487 .0025193 -0.14 0.890 -.0052865 .004589
_cons .78254 13.5914 0.06 0.954 -25.85611 27.42119

3
price .0006771 .0008976 0.75 0.451 -.0010821 .0024363
mpg -.0476433 .2856987 -0.17 0.868 -.6076025 .5123158
weight -.0006946 .0023623 -0.29 0.769 -.0053247 .0039354
_cons 2.41206 12.66078 0.19 0.849 -22.40261 27.22673

4
price .0007759 .0009001 0.86 0.389 -.0009883 .0025402
mpg -.0441153 .2880558 -0.15 0.878 -.6086943 .5204637
weight -.001668 .0023826 -0.70 0.484 -.0063378 .0030018
_cons 4.217701 12.76087 0.33 0.741 -20.79315 29.22856

5
price .0010824 .000914 1.18 0.236 -.0007091 .0028739
mpg .1082831 .2903352 0.37 0.709 -.4607634 .6773296
weight -.0026822 .0025044 -1.07 0.284 -.0075908 .0022263
_cons .7554059 12.92755 0.06 0.953 -24.58214 26.09295
. mlogtest, iia

**** Hausman tests of IIA assumption

Ho: Odds(Outcome-J vs Outcome-K) are independent of other alternatives.

You used the old syntax of hausman. Click here to learn about the new syntax.

(storing estimation results as _HAUSMAN)

Omitted | chi2 df P>chi2 evidence

---------+------------------------------------
2 | -0.859 7 1.000 for Ho
3 | -2.524 6 1.000 for Ho
4 | 3.945 7 0.786 for Ho
5 | -0.174 7 1.000 for Ho
----------------------------------------------

**** Small-Hsiao tests of IIA assumption

Ho: Odds(Outcome-J vs Outcome-K) are independent of other alternatives.

Omitted | lnL(full) lnL(omit) chi2 df P>chi2 evidence

---------+---------------------------------------------------------
2 | -27.467 -24.836 5.262 4 0.261 for Ho
3 | -36.627 -17.896 37.462 4 0.000 against Ho
4 | -36.171 -20.924 30.493 4 0.000 against Ho
5 | -44.041 -26.374 35.334 4 0.000 against Ho
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