--- On Mon, 12/10/09, Dirk Deichmann wrote:
> I am applying a logistic regression model with robust
> standard errors adjusted for clustering.
>
> I know there have been some posts about this but to me it
> still is not clear whether and if so how I can assess the
> improvement in model fit using the Wald chi square values.
What you should do is estimate the full model, and use
-test- to test the constraints implicit in the nested model.
So if you want to leave a variable x1 out of your model,
you type -logit y x1 other_vars, other_options- followed
by -test x1-.
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
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