In addition to the lrtest (even instead of it), you might also want to try the bicdrop1 test which uses the BIC (Bayesian Information Criteria) to assess whether the model is more probable without a given IV.
see: www.ucalgary.ca/~pemillar/stata.htm
- Paul Millar
Sociology
University of Calgary
----- Original Message -----
From: [email protected]
Date: Thursday, March 10, 2005 5:04 pm
Subject: Re: st: no log likelihood ratio test after nbreg??
> I always use the likelihood ratio test when evaluating which
> predictors to
> include in a model. During preliminary analysis I'll accept
> "highly"
> significant p-values based Z statitics (or t), but not for fine-
> tuning the final
> model.
>
> Joe Hilbe
>
>
> ================================================
> thanks. I was indeed using pweight in nbreg regression. Then it
> seems the
> Wald test will be appropriate. But I checked the STATA document
> and it
> says: "after the manuals were printed, we revisited this subject and
> discovered that we did not, in fact, want to include this test
> (Wald). The
> likelihood-ratio test is the only test that one should consider in
> these
> limiting cases". So do I simply use the wald test reported above the
> coefficient table?
>
> Thanks again.
>
>
> > At 03:40 PM 3/10/2005 -0500, [email protected] wrote:
> >>Hi, all,
> >>
> >>Usually there is a log likelikhood ratio test statistics
> reported after a
> >>negative binominal regression (I ran possion regression first,
> and then
> >>used 'nbreg' regression), and sometimes the Z score for alpha
> is reported
> >>too. But in my case, I didn't see the ratio reported after the
> >>regression, and there is no z score for alpha. Then I tried to use
> >>'lrtest' after the model, but it says
> >>"lrtest not valid after robust
> >>specify force option to perform test anyway".
> >>
> >>So I put 'force' in option, but it still didn't give me the result.
> >>
> >>Can anybody tell me what's going on?
> >
> > Sounds like you used the robust option. 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:
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> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
>
> Ying Wang
> Ph.D. Candidate
> Department of Public Policy
> University of Maryland, Baltimore County
> 1000 Hilltop Circle,
> Baltimore, MD 21228
> Tel(O): 410-455-6531
> Tel(H): 410-747-6980
> Fax: 410-455-1172
> Email: [email protected]
>
>
> *
> * For searches and help try:
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>
> *
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>
*
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