At 06:16 PM 6/30/2004 -0400, SURAN, LUCIANA wrote:
> Dear Statalist,
>
> I see that I can't use the "lrtest" option when comparing models that
are "pweight"-ed and have the cluster option. Does anyone know if/how
this can be done in STATA?
>
> Thank you very much,
> Luciana Suran
There is some discussion of this on p. 28 of the Stata 8 Survey Data
Manual. It says that "pseudo-maximum likelihood methods" (which get used
with robust standard errors) are not "true likelihoods" and hence "standard
LR tests are no longer valid".
For more, see the FAQ "Why should I not do a likelihood-ratio test after an
ML estimation (e.g., logit, probit) with clustering or pweights?" at
http://www.stata.com/support/faqs/stat/lrtest.html
Other related FAQs are at
http://www.stata.com/support/faqs/stat/#robust
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
FAX: (574)288-4373
HOME: (574)289-5227
EMAIL: [email protected]
WWW (personal): http://www.nd.edu/~rwilliam
WWW (department): http://www.nd.edu/~soc
*
* 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/
