At 12:08 AM 12/22/2003 -0500, Richard Williams wrote:
So, it would be nice if some future edition of Stata
(a) would give you the option of reporting the LR statistics for each
coefficient, just like SPSS will let you do now. (I imagine this would be
a fairly simple ado file? Has somebody maybe done it already?)
As usual, Stata and its users are ahead of me; see Zhiqiang Wang's
-lrdrop1- routine. However, I don't see anything yet that works like the
LrTest alternative I describe below.
(b) had an LrTest command that didn't require you to first estimate the
constrained model yourself; it would just do it for you.
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