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From | Lily Yor <lilyyor1@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Re: lrtest of nested logistic models with vce(cluster) specified |
Date | Tue, 9 Mar 2010 11:22:44 -0800 |
Thank you so much for your helpful suggestions. I looked at the discussion in Cameron and Trivedi (2009) on using the "force" option with vce (Martin, I really appreciated this tip -- this book is really helpful and I am sure I will be using it a lot as a reference in the future) and decided that what would make more sense is if I just did the Wald test, as suggested by Stas. I also wanted to note that I found a useful discussion here on why the lrtest is not appropriate: http://www.stata.com/support/faqs/stat/svyml.html Thank you so much again for your help. On Fri, Mar 5, 2010 at 3:02 PM, Lily Yor <lilyyor1@gmail.com> wrote: > Hi, I have two nested binary logistic regression models, both of which have > vce(cluster) specified to account for intraclass clustering at the classroom > level. For example, my Stata commands look like this in simplified form: > > logit [dep var] [ind_var1], vce(cluster class_id) > est store A > > logit [dep var] [ind_var1 ind_var2], vce(cluster class_id) > est store B > > I would like to test whether model B fits the data significantly better > than model A, so I ran the lrtest, but Stata gives me this error: > > . lrtest A > LR test likely invalid for models with robust vce > How do I test the fit of these nested models if I cannot use lrtest? I > found a similar question posted by another user earlier in the archives but > it was never answered. I would much appreciate any and all tips. > > Best, > Lily > > > > > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/