Hi All,

I estimate a multinomial logit model with 10 independent variables. I suspect that there might be a multicollinearity issue. So, I am using perturb command. However, I always get an error message. If I use perturb command for logit or linear models, I do not get any errors. I have added a sample code that demonstrates what I am doing. I would appreciate any help.

clear all
set obs 90
gen y = 0 if _n<=30
replace y = 1 if _n>30 & _n<=60
replace y = 2 if _n>60

gen x1 = rnormal(0,1)
gen x2 = rnormal(5,2)
gen x3 = rnormal(10,3)


perturb: mlogit y x1 x2 x3, poptions(pvars(x1 x2) prange(1 1))



variable x1 not found
r(111);

end of do-file