Liklihood ratio tests are not appropriate with robust variance estimates
because we do not know what the sampling distribution of the liklihood is
under the assumptions made with robust. There is an excellent FAQ on the
topic at the Stata web site.
Bryan Sayer
Statistician, SSS Inc.
-----Original Message-----
From: Pauline Emilie
To: [email protected]
Sent: 7/24/03 3:30 PM
Subject: st: Tests not available with "robust" option
Dear all,
Why are some tests not availables as soon as you use
the option " robust " ? I think more particularly at
"Likelihood ratio test of alpha=0 with Nbreg models or
at the Vuong test with Zinb?
In fact, Vuong can't be computed with Robust.
Thank you for your advices.
Emilie-Pauline
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