The command -test- computes Wald test statistic for linear hypothesis
about parameters from the last model estimated
Hope this helps!
Shqiponja
-----Original Message-----
From: SURAN, LUCIANA [mailto:[email protected]]
Sent: 05 July 2004 17:00
To: [email protected]
Subject: Re: Re: st: Comparing pweighted models with cluster option
Dear Statalist,
I can see why I cannot use the LR test when running a model using ML
estimation, but how
can I run the actual test (i.e. Wald or adjusted Wald)? I am trying to
ascertain whether the addition of new variables significantly increases
the explanatory power of the (logistic) model,
but I do not know how to run the correct test.
Thank you,
Luciana Suran
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"standard LR tests are no longer valid".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
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Richard Williams, Notre Dame Dept of Sociology
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