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  • margins after mlogit not estimable - why?

    HI all, Ran the below multinomial logit model and some of the margins are not estimable. What are some possibilities as to why/things to look into?

    (Note: related to a previous thread, but it was probably confusing: https://www.statalist.org/forums/for...group-analysis

    Code:
    MODEL
    
    . mlogit gender_n c.year##position_department_n, rrr vce(cluster person)
    
    Iteration 0:   log pseudolikelihood = -34931.124  
    Iteration 1:   log pseudolikelihood = -34522.775  
    Iteration 2:   log pseudolikelihood =  -34505.94  
    Iteration 3:   log pseudolikelihood = -34505.897  
    Iteration 4:   log pseudolikelihood = -34505.897  
    
    Multinomial logistic regression                 Number of obs     =     42,217
                                                    Wald chi2(30)     =     473.31
                                                    Prob > chi2       =     0.0000
    Log pseudolikelihood = -34505.897               Pseudo R2         =     0.0122
    
                                                (Std. Err. adjusted for 16,011 clusters in person)
    ----------------------------------------------------------------------------------------------
                                 |               Robust
                        gender_n |        RRR   Std. Err.      z    P>|z|     [95% Conf. Interval]
    -----------------------------+----------------------------------------------------------------
    F                            |  (base outcome)
    -----------------------------+----------------------------------------------------------------
    M                            |
                            year |   1.087405   .0201943     4.51   0.000     1.048537    1.127714
                                 |
           position_department_n |
           Principal, Marketing  |   4.74e+65   2.93e+67     2.45   0.014     1.49e+13    1.5e+118
                 Principal, R&D  |   3.58e+21   4.33e+23     0.41   0.681     5.50e-82    2.3e+124
          Principal, Social Sci  |   5.72e+39   2.49e+41     2.10   0.035     517.6844    6.32e+76
                     Senior, HR  |   4.61e-42   4.90e-40    -0.90   0.370     1.6e-132    1.29e+49
              Senior, Marketing  |   5.08e+40   2.42e+42     1.96   0.050     1.147795    2.25e+81
                    Senior, R&D  |   5.00e+23   2.36e+25     1.16   0.248     3.11e-17    8.07e+63
             Senior, Social Sci  |   5.10e+10   2.64e+12     0.48   0.634     4.56e-34    5.71e+54
                                 |
    position_department_n#c.year |
           Principal, Marketing  |   .9275847    .028468    -2.45   0.014     .8734334    .9850933
                 Principal, R&D  |    .975824    .058644    -0.41   0.684      .867395    1.097807
          Principal, Social Sci  |   .9555847   .0206889    -2.10   0.036     .9158835    .9970069
                     Senior, HR  |   1.048612   .0554319     0.90   0.369     .9454057    1.163084
              Senior, Marketing  |   .9546213   .0226777    -1.95   0.051     .9111926     1.00012
                    Senior, R&D  |   .9732994   .0228722    -1.15   0.249     .9294874    1.019176
             Senior, Social Sci  |   .9877963   .0254299    -0.48   0.633     .9391913    1.038917
                                 |
                           _cons |   1.88e-74   7.01e-73    -4.55   0.000     3.2e-106    1.11e-42
    -----------------------------+----------------------------------------------------------------
    U                            |
                            year |   .7736713    .025425    -7.81   0.000     .7254101    .8251432
                                 |
           position_department_n |
           Principal, Marketing  |   5.3e-206   4.4e-204    -5.63   0.000     2.0e-277    1.4e-134
                 Principal, R&D  |   2.4e-229   3.7e-227    -3.52   0.000            0    7.0e-102
          Principal, Social Sci  |   1.60e+65   1.27e+67     1.90   0.058      .007974    3.2e+132
                     Senior, HR  |   6.1e-121   8.8e-119    -1.93   0.053     8.2e-243    45.42893
              Senior, Marketing  |   2.4e-167   1.8e-165    -5.08   0.000     1.2e-231    5.0e-103
                    Senior, R&D  |   1.7e-125   1.3e-123    -3.68   0.000     5.2e-192    5.41e-59
             Senior, Social Sci  |   1.2e-131   9.2e-130    -3.83   0.000     1.4e-198    1.00e-64
                                 |
    position_department_n#c.year |
           Principal, Marketing  |    1.26561   .0528597     5.64   0.000     1.166134    1.373571
                 Principal, R&D  |   1.299867   .0968639     3.52   0.000      1.12323    1.504281
          Principal, Social Sci  |    .928099   .0365388    -1.90   0.058     .8591775    1.002549
                     Senior, HR  |   1.147918    .081795     1.94   0.053     .9982941    1.319968
              Senior, Marketing  |   1.210673   .0455427     5.08   0.000     1.124622    1.303308
                    Senior, R&D  |   1.153848   .0448898     3.68   0.000     1.069136    1.245271
             Senior, Social Sci  |   1.162135   .0454958     3.84   0.000       1.0763    1.254815
                                 |
                           _cons |   9.7e+222   6.4e+224     7.78   0.000     6.4e+166    1.5e+279
    ----------------------------------------------------------------------------------------------
    Note: _cons estimates baseline relative risk for each outcome.
    
    .
    CERTAIN MARGINS NOT ESTIMABLE
    
    . margins i.position_department_n, at(year=(2007(1)2013))
    
    Adjusted predictions                            Number of obs     =     42,217
    Model VCE    : Robust
    
    1._predict   : Pr(gender_n==F), predict(pr outcome(4))
    2._predict   : Pr(gender_n==M), predict(pr outcome(5))
    3._predict   : Pr(gender_n==U), predict(pr outcome(6))
    
    1._at        : year            =        2007
    
    2._at        : year            =        2008
    
    3._at        : year            =        2009
    
    4._at        : year            =        2010
    
    5._at        : year            =        2011
    
    6._at        : year            =        2012
    
    7._at        : year            =        2013
    
    ----------------------------------------------------------------------------------------------------
                                       |            Delta-method
                                       |     Margin   Std. Err.      z    P>|z|     [95% Conf. Interval]
    -----------------------------------+----------------------------------------------------------------
    _predict#_at#position_department_n |
                    1#1#Principal, HR  |          .  (not estimable)
             1#1#Principal, Marketing  |   .6583075   .0202208    32.56   0.000     .6186753    .6979396
                   1#1#Principal, R&D  |          .  (not estimable)
            1#1#Principal, Social Sci  |   .6250972   .0089476    69.86   0.000     .6075602    .6426342
                       1#1#Senior, HR  |   .6922345   .0329192    21.03   0.000      .627714     .756755
                1#1#Senior, Marketing  |   .6404988   .0139097    46.05   0.000     .6132362    .6677613
                      1#1#Senior, R&D  |   .6891176    .011805    58.38   0.000     .6659802     .712255
               1#1#Senior, Social Sci  |   .6970804   .0150392    46.35   0.000      .667604    .7265568
                    1#2#Principal, HR  |          .  (not estimable)
             1#2#Principal, Marketing  |   .6592583   .0181735    36.28   0.000     .6236388    .6948777
                   1#2#Principal, R&D  |          .  (not estimable)
            1#2#Principal, Social Sci  |   .6556696   .0072335    90.64   0.000     .6414923     .669847
                       1#2#Senior, HR  |   .6891251   .0261109    26.39   0.000     .6379487    .7403016
                1#2#Senior, Marketing  |   .6407317   .0123407    51.92   0.000     .6165445     .664919
                      1#2#Senior, R&D  |   .6913654   .0102943    67.16   0.000     .6711889    .7115418
               1#2#Senior, Social Sci  |   .7007748   .0135274    51.80   0.000     .6742616    .7272881
                    1#3#Principal, HR  |          .  (not estimable)
             1#3#Principal, Marketing  |   .6601594   .0171215    38.56   0.000     .6266018     .693717
                   1#3#Principal, R&D  |          .  (not estimable)
            1#3#Principal, Social Sci  |   .6778312   .0065145   104.05   0.000      .665063    .6905995
                       1#3#Senior, HR  |    .682689   .0213363    32.00   0.000     .6408707    .7245072
                1#3#Senior, Marketing  |   .6404036   .0113035    56.66   0.000     .6182491     .662558
                      1#3#Senior, R&D  |   .6921605   .0093729    73.85   0.000     .6737899    .7105311
               1#3#Senior, Social Sci  |   .7027991   .0127094    55.30   0.000     .6778891    .7277092
                    1#4#Principal, HR  |          .  (not estimable)
             1#4#Principal, Marketing  |   .6610112   .0172398    38.34   0.000     .6272217    .6948006
                   1#4#Principal, R&D  |          .  (not estimable)
            1#4#Principal, Social Sci  |   .6928427   .0064118   108.06   0.000     .6802758    .7054096
                       1#4#Senior, HR  |   .6729726   .0196286    34.29   0.000     .6345011     .711444
                1#4#Senior, Marketing  |   .6395307   .0109476    58.42   0.000     .6180738    .6609877
                      1#4#Senior, R&D  |   .6915785   .0091341    75.71   0.000      .673676     .709481
               1#4#Senior, Social Sci  |   .7031978   .0126017    55.80   0.000     .6784988    .7278967
                    1#5#Principal, HR  |          .  (not estimable)
             1#5#Principal, Marketing  |   .6618141    .018501    35.77   0.000     .6255528    .6980753
                   1#5#Principal, R&D  |          .  (not estimable)
            1#5#Principal, Social Sci  |   .7020658   .0067912   103.38   0.000     .6887552    .7153763
                       1#5#Senior, HR  |   .6600712   .0220509    29.93   0.000     .6168522    .7032901
                1#5#Senior, Marketing  |   .6381306   .0113535    56.21   0.000     .6158782    .6603829
                      1#5#Senior, R&D  |   .6896983   .0096197    71.70   0.000      .670844    .7085526
               1#5#Senior, Social Sci  |   .7020239   .0131906    53.22   0.000     .6761709    .7278769
                    1#6#Principal, HR  |          .  (not estimable)
             1#6#Principal, Marketing  |   .6625685   .0206949    32.02   0.000     .6220072    .7031298
                   1#6#Principal, R&D  |          .  (not estimable)
            1#6#Principal, Social Sci  |   .7067637   .0076539    92.34   0.000     .6917623    .7217651
                       1#6#Senior, HR  |   .6441298   .0282649    22.79   0.000     .5887315     .699528
                1#6#Senior, Marketing  |   .6362212   .0124761    51.00   0.000     .6117685     .660674
                      1#6#Senior, R&D  |   .6866003   .0107752    63.72   0.000     .6654813    .7077193
               1#6#Senior, Social Sci  |   .6993378   .0144285    48.47   0.000     .6710584    .7276173
                    1#7#Principal, HR  |          .  (not estimable)
             1#7#Principal, Marketing  |   .6632749   .0235625    28.15   0.000     .6170932    .7094566
                   1#7#Principal, R&D  |          .  (not estimable)
            1#7#Principal, Social Sci  |   .7080094    .008972    78.91   0.000     .6904245    .7255942
                       1#7#Senior, HR  |   .6253429   .0371503    16.83   0.000     .5525298    .6981561
                1#7#Senior, Marketing  |   .6338215   .0141828    44.69   0.000     .6060237    .6616192
                      1#7#Senior, R&D  |    .682365   .0124851    54.65   0.000     .6578947    .7068353
               1#7#Senior, Social Sci  |   .6952055   .0162499    42.78   0.000     .6633564    .7270547
                    2#1#Principal, HR  |          .  (not estimable)
             2#1#Principal, Marketing  |   .1924652   .0167435    11.49   0.000     .1596486    .2252818
                   2#1#Principal, R&D  |          .  (not estimable)
            2#1#Principal, Social Sci  |   .1840082   .0071937    25.58   0.000     .1699089    .1981075
                       2#1#Senior, HR  |   .1544592   .0245907     6.28   0.000     .1062624    .2026561
                2#1#Senior, Marketing  |   .2209743   .0119726    18.46   0.000     .1975086    .2444401
                      2#1#Senior, R&D  |   .1817257   .0095304    19.07   0.000     .1630465    .2004049
               2#1#Senior, Social Sci  |   .1444917   .0112957    12.79   0.000     .1223525    .1666309
                    2#2#Principal, HR  |          .  (not estimable)
             2#2#Principal, Marketing  |   .1944124   .0150486    12.92   0.000     .1649176    .2239072
                   2#2#Principal, R&D  |          .  (not estimable)
            2#2#Principal, Social Sci  |   .2005558   .0065126    30.79   0.000     .1877913    .2133204
                       2#2#Senior, HR  |   .1753334   .0213475     8.21   0.000     .1334932    .2171737
                2#2#Senior, Marketing  |   .2294681   .0107672    21.31   0.000     .2083647    .2505714
                      2#2#Senior, R&D  |   .1929605   .0085814    22.49   0.000     .1761413    .2097797
               2#2#Senior, Social Sci  |   .1560261   .0107474    14.52   0.000     .1349615    .1770907
                    2#3#Principal, HR  |          .  (not estimable)
             2#3#Principal, Marketing  |   .1963641   .0141295    13.90   0.000     .1686707    .2240575
                   2#3#Principal, R&D  |          .  (not estimable)
            2#3#Principal, Social Sci  |    .215443   .0060046    35.88   0.000     .2036742    .2272118
                       2#3#Senior, HR  |   .1980594   .0183081    10.82   0.000     .1621763    .2339426
                2#3#Senior, Marketing  |   .2380796   .0099376    23.96   0.000     .2186022     .257557
                      2#3#Senior, R&D  |   .2044586   .0079183    25.82   0.000      .188939    .2199783
               2#3#Senior, Social Sci  |   .1680772   .0104484    16.09   0.000     .1475987    .1885558
                    2#4#Principal, HR  |          .  (not estimable)
             2#4#Principal, Marketing  |   .1983202   .0141847    13.98   0.000     .1705187    .2261218
                   2#4#Principal, R&D  |          .  (not estimable)
            2#4#Principal, Social Sci  |   .2288264   .0058645    39.02   0.000     .2173321    .2403207
                       2#4#Senior, HR  |   .2226261   .0172002    12.94   0.000     .1889142    .2563379
                2#4#Senior, Marketing  |   .2468041   .0096882    25.47   0.000     .2278155    .2657927
                      2#4#Senior, R&D  |   .2162111   .0077747    27.81   0.000     .2009729    .2314493
               2#4#Senior, Social Sci  |     .18064   .0105847    17.07   0.000     .1598943    .2013857
                    2#5#Principal, HR  |          .  (not estimable)
             2#5#Principal, Marketing  |   .2002807   .0152473    13.14   0.000     .1703965     .230165
                   2#5#Principal, R&D  |          .  (not estimable)
            2#5#Principal, Social Sci  |   .2409405   .0062712    38.42   0.000     .2286491    .2532319
                       2#5#Senior, HR  |   .2489863   .0201027    12.39   0.000     .2095858    .2883868
                2#5#Senior, Marketing  |   .2556366   .0101662    25.15   0.000     .2357112    .2755619
                      2#5#Senior, R&D  |   .2282094   .0083375    27.37   0.000     .2118682    .2445505
               2#5#Senior, Social Sci  |   .1937078   .0113197    17.11   0.000     .1715216     .215894
                    2#6#Principal, HR  |          .  (not estimable)
             2#6#Principal, Marketing  |   .2022455     .01717    11.78   0.000     .1685929    .2358982
                   2#6#Principal, R&D  |          .  (not estimable)
            2#6#Principal, Social Sci  |   .2520384   .0072581    34.72   0.000     .2378128    .2662641
                       2#6#Senior, HR  |   .2770538    .027118    10.22   0.000     .2239034    .3302042
                2#6#Senior, Marketing  |   .2645721   .0113736    23.26   0.000     .2422803    .2868639
                      2#6#Senior, R&D  |   .2404452   .0096269    24.98   0.000     .2215768    .2593136
               2#6#Senior, Social Sci  |   .2072722   .0127283    16.28   0.000     .1823252    .2322191
                    2#7#Principal, HR  |          .  (not estimable)
             2#7#Principal, Marketing  |   .2042145    .019737    10.35   0.000     .1655307    .2428984
                   2#7#Principal, R&D  |          .  (not estimable)
            2#7#Principal, Social Sci  |   .2623567   .0087208    30.08   0.000     .2452643    .2794491
                       2#7#Senior, HR  |   .3067008   .0369607     8.30   0.000     .2342592    .3791425
                2#7#Senior, Marketing  |   .2736058   .0131917    20.74   0.000     .2477506    .2994611
                      2#7#Senior, R&D  |   .2529104    .011524    21.95   0.000     .2303238    .2754969
               2#7#Senior, Social Sci  |   .2213227   .0147861    14.97   0.000     .1923425     .250303
                    3#1#Principal, HR  |          .  (not estimable)
             3#1#Principal, Marketing  |   .1492273   .0149122    10.01   0.000     .1199999    .1784548
                   3#1#Principal, R&D  |          .  (not estimable)
            3#1#Principal, Social Sci  |   .1908946   .0070506    27.07   0.000     .1770757    .2047136
                       3#1#Senior, HR  |   .1533063   .0269603     5.69   0.000      .100465    .2061475
                3#1#Senior, Marketing  |   .1385269   .0101728    13.62   0.000     .1185885    .1584653
                      3#1#Senior, R&D  |   .1291567   .0089419    14.44   0.000      .111631    .1466824
               3#1#Senior, Social Sci  |   .1584279   .0119919    13.21   0.000     .1349242    .1819315
                    3#2#Principal, HR  |          .  (not estimable)
             3#2#Principal, Marketing  |   .1463293   .0135234    10.82   0.000      .119824    .1728347
                   3#2#Principal, R&D  |          .  (not estimable)
            3#2#Principal, Social Sci  |   .1437746   .0041703    34.48   0.000      .135601    .1519481
                       3#2#Senior, HR  |   .1355414    .019277     7.03   0.000     .0977592    .1733236
                3#2#Senior, Marketing  |   .1298002   .0088667    14.64   0.000     .1124218    .1471786
                      3#2#Senior, R&D  |   .1156741   .0073956    15.64   0.000      .101179    .1301693
               3#2#Senior, Social Sci  |    .143199   .0102279    14.00   0.000     .1231528    .1632453
                    3#3#Principal, HR  |          .  (not estimable)
             3#3#Principal, Marketing  |   .1434765   .0129078    11.12   0.000     .1181776    .1687755
                   3#3#Principal, R&D  |          .  (not estimable)
            3#3#Principal, Social Sci  |   .1067258   .0033748    31.62   0.000     .1001113    .1133402
                       3#3#Senior, HR  |   .1192516   .0144499     8.25   0.000     .0909303     .147573
                3#3#Senior, Marketing  |   .1215168    .008054    15.09   0.000     .1057313    .1373023
                      3#3#Senior, R&D  |   .1033809   .0065696    15.74   0.000     .0905047    .1162571
               3#3#Senior, Social Sci  |   .1291236   .0092939    13.89   0.000      .110908    .1473393
                    3#4#Principal, HR  |          .  (not estimable)
             3#4#Principal, Marketing  |   .1406686   .0130936    10.74   0.000     .1150055    .1663317
                   3#4#Principal, R&D  |          .  (not estimable)
            3#4#Principal, Social Sci  |   .0783309    .003537    22.15   0.000     .0713986    .0852633
                       3#4#Senior, HR  |   .1044014   .0127908     8.16   0.000     .0793318    .1294709
                3#4#Senior, Marketing  |   .1136652   .0077097    14.74   0.000     .0985544    .1287759
                      3#4#Senior, R&D  |   .0922104   .0063246    14.58   0.000     .0798145    .1046063
               3#4#Senior, Social Sci  |   .1161622   .0090283    12.87   0.000     .0984671    .1338574
                    3#5#Principal, HR  |          .  (not estimable)
             3#5#Principal, Marketing  |   .1379052   .0139769     9.87   0.000     .1105109    .1652995
                   3#5#Principal, R&D  |          .  (not estimable)
            3#5#Principal, Social Sci  |   .0569937   .0036408    15.65   0.000     .0498579    .0641296
                       3#5#Senior, HR  |   .0909425    .013445     6.76   0.000     .0645908    .1172942
                3#5#Senior, Marketing  |   .1062329   .0077454    13.72   0.000     .0910522    .1214135
                      3#5#Senior, R&D  |   .0820923   .0064307    12.77   0.000     .0694883    .0946963
               3#5#Senior, Social Sci  |   .1042683   .0091769    11.36   0.000     .0862819    .1222547
                    3#6#Principal, HR  |          .  (not estimable)
             3#6#Principal, Marketing  |    .135186   .0153761     8.79   0.000     .1050493    .1653226
                   3#6#Principal, R&D  |          .  (not estimable)
            3#6#Principal, Social Sci  |   .0411978    .003493    11.79   0.000     .0343518    .0480439
                       3#6#Senior, HR  |   .0788165   .0149149     5.28   0.000     .0495839    .1080491
                3#6#Senior, Marketing  |   .0992067   .0080364    12.34   0.000     .0834556    .1149577
                      3#6#Senior, R&D  |   .0729545   .0066772    10.93   0.000     .0598674    .0860416
               3#6#Senior, Social Sci  |     .09339   .0095025     9.83   0.000     .0747654    .1120146
                    3#7#Principal, HR  |          .  (not estimable)
             3#7#Principal, Marketing  |   .1325106   .0171124     7.74   0.000     .0989709    .1660503
                   3#7#Principal, R&D  |          .  (not estimable)
            3#7#Principal, Social Sci  |    .029634   .0031621     9.37   0.000     .0234363    .0358316
                       3#7#Senior, HR  |   .0679562   .0162829     4.17   0.000     .0360424    .0998701
                3#7#Senior, Marketing  |   .0925727    .008465    10.94   0.000     .0759816    .1091638
                      3#7#Senior, R&D  |   .0647247   .0069292     9.34   0.000     .0511438    .0783056
               3#7#Senior, Social Sci  |   .0834717   .0098446     8.48   0.000     .0641767    .1027668
    ----------------------------------------------------------------------------------------------------

  • #2
    My best guess is that this is because in a three-way cross classification of position_department, year, and gender you will find some empty cells associated with Principal, HR and principal, R&D (all of the non-estimables are associated with these categories.)

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    • #3
      Thank you Clyde for your response!! I will look to see if there are empty cells.

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