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From | Sriram Narayanan <ssriram74@yahoo.com> |
To | statalist@hsphsun2.harvard.edu |
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 * * 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/