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st: Lrtest and lrdrop1
From
Garry Anderson <[email protected]>
To
[email protected]
Subject
st: Lrtest and lrdrop1
Date
Wed, 02 Feb 2011 20:19:21 +1100
Dear Statalist,
I am enquiring if there is a single command that does the same job as
the SSC command -lrdrop1-. The -lrdrop1- command was written in 1999 and
does not work with later versions of Stata. It computed a likelihood
ratio test for every variable contained in an estimation command, and
took into account variables of the form i.variable and tested them on
(k-1) df. The likelihood ratio p-value for each variable adjusted for
all other variables in the model.
-nestreg , lr- does not support factor variables and it seems that it is
sequential in nature, rather than simultaneously adjusing for other
variables in the estimation command.
-stepwise , lr- does not support factor variables
-lrtest- requires several commands, with more commands required when
there are more variables in the model.
Kind regards, Garry
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