st: lrtest for reduced set of observations???

[Buzz Burhans <wsb2@cornell.edu>]

Is it possible to test the equality of the coefficients from a model fit by 
maximum likelihood run with all available observations and the same model 
run with a subset of observations? Not the full against a composite set of 
all observations; my understanding of the lr version of the Chow test is 
that it needs to be run with a set of models that are in composite the same 
dataset in total as the original model.  What I am interested in is testing 
whether coefficients from modeling a single subset are equivalent to 
coefficients based on the full set of observations.

Thanks

Buzz Burhans


Buzz Burhans
wsb2@cornell.edu


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/