Re: st: Wald test limit?

[Keith Dear <keith.dear@anu.edu.au>]

Good idea. This is what happened:

xi: nbreg rrv_count (i.fin_year) $BASE, exposure(person_days) cl(pcode)
gen x1=uniform()
xi: nbreg rrv_count (i.fin_year) $BASE x1, exposure(person_days) cl(pcode)
gen x2=uniform()
xi: nbreg rrv_count (i.fin_year) $BASE x1 x2, exposure(person_days) cl(pcode)

The first model reports Wald chi2 on 255df, the second 257, the third 
also 257! Parameters for x1 and x2 (and the rest) are all estimated 
ok, so the models actually have 262, 263 and 264 linear parameters 
resp., including _cons.

So clearly it's not that 256 is a limit, but something odd is happening.

(The 256 mentioned before came from the stepwise run, I think I had 
those the wrong way round.)
Keith


At 11:57 AM 6/02/2008, you wrote:


> How about tossing a few more variables in - and see if the d.f. 
> stays at 256?  That would indicate whether there actually is a limit 
> you are running up against.
>
>
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