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st: model selection tests in dynamic panel
From
Sriram Narayanan <[email protected]>
To
[email protected]
Subject
st: model selection tests in dynamic panel
Date
Mon, 1 Nov 2010 13:07:31 -0700 (PDT)
I am trying to estimate a model using the xtdpdsys command. I would ideally like
to do some nested model comparisons since I have some hypothesis revolving
around the interaction effects. I guess doing the LR test in this case may not
be possible since there is no log-likelihood number. However, I was wondering if
it is reasonable to do a chi-square difference test in this context to compare
nested models? If some of the group members have insight on this, I would be
very grateful.
Regards
Sriram
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