Dear Statalists,
I am writing to seek advice on how to interpret the results of a
likelihood-ratio test (lrtest) when they seem to be inconsistent with
coefficient estimates.
There are several interaction terms in my conditional logit model. I
test the impact of each interaction term separately by running multiple
specifications. I then perform a lrtest for each specification against
the baseline specification. The coefficient estimates on two
interaction terms are statistically significant but the results of
corresponding lrtest are not significant. Do the lrtest results
invalidate the coefficient estimates or vice versa? Shall I report the
coefficient estimates in spite of the non-significant results of the
lrtests?
Your advice will be highly appreciated.
Thanks
Frank
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