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Re: st: help with -lrtest-
At 04:31 AM 12/14/2009, Karen Wright wrote:
Dear All,
Apologies for the very obvious question, but I was hoping to double
check that I am using lrtest correctly. If I am testing two nested
models and wish to know whether the term i have added significantly
improves the model then I can use lrtest, and a p-value of <0.05
indicates that adding the term significantly improves the model?!
Thank you,
Karen
Yes. Add the -stats- option to get BIC and AIC tests. Also,
consider using nestreg, e.g.
nestreg, lr: logit y (x1 x2 x3) (x4 x5 x6)
-lrdrop1- (available from SSC) is also handy if just checking individual terms.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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