Re: st: [Non Stata] Testing nested models with clustering

[Antoine Terracol <Antoine.Terracol@univ-paris1.fr>]

Thanks Maarten, I guess I'll go with an improper test then (not that 
it's central to the paper, but still frustrating...)

Antoine

Maarten buis wrote:
> --- On Tue, 16/6/09, Antoine Terracol wrote:
> > Should I infer  that there is no proper (and simple)
> > way to test for nested models with clustering when the
> > additional parameter is constrained, and the null is on the
> > boundary?
>
> Testing hypotheses that are on the boundary of the parameter
> space is always tricky even without clustering. See for
> example -help j_chibar- and the references therein. 
>
> Hope this helps,
> Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
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