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RE: st: streg: why Stata doesn't report LR test ...


From   "Monica L. Parra Torrado" <[email protected]>
To   <[email protected]>
Subject   RE: st: streg: why Stata doesn't report LR test ...
Date   Tue, 7 Dec 2004 13:15:44 -0500

Thanks Roberto.

M�nica L.

-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Roberto G.
Gutierrez, StataCorp
Sent: Sunday, December 05, 2004 6:08 PM
To: [email protected]
Subject: Re: st: streg: why Stata doesn't report LR test ...

Monica L. Parra Torrado <[email protected]> asks:

> Hi, I posted this question yesterday and after some work I realized that
> Stata does not report the LR test when I am using pweights.  I have done
all
> my estimations using these weights so I set the weights from the beginning
> in the stset command.  But it seems that not all the streg commands work
> when using the weights (see for example a related question and answers on
> pweights and stcurve that I posted yesterday: "stcurve does not allow
> pweights?").  So, how can I estimate the LR test after using the weights?
> And an alternative to the stcurve command? Any suggestions on what should
I
> do?

Likelihood ratio tests are not appropriate when pweights and/or robust 
variance of estimators are requested.  See 

http://www.stata.com/support/faqs/stat/lrtest.html

for the gory details.

As to why -stcurve- doesn't work with pweights, this was a bug that was 
fixed sometime ago.  If you update your Stata, you should be fine.

--Bobby
[email protected]
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