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| From | "David Roodman (droodman@cgdev.org)" <DRoodman@cgdev.org> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | RE: st: cmp and Vuong test |
| Date | Fri, 2 Nov 2012 03:15:34 +0000 |
You need the observation-level log likelihoods? You can get them post-estimation by typing "predict XXX, lnl" where XXX is the name of a new variable. --David -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Sent: Thursday, November 01, 2012 2:33 PM To: statalist-digest@hsphsun2.harvard.edu Subject: st: cmp and Vuong test Dear all, we have fitted a limited dependent variable model using David Roodman's cmp command and want to do a Vuong test (Vuong, Ectrica 1989) for model selection. Is there a way to save the individual likelihoods when running cmp models? If not how can we extract the individual likelihoods? Thanks Chris * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/