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Re: st: how have stata perform and report a likelihood-ratio test after running biprobit
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
Re: st: how have stata perform and report a likelihood-ratio test after running biprobit
Date
Tue, 18 Dec 2012 13:50:46 +0100
On Tue, Dec 18, 2012 at 12:53 PM, <[email protected]> wrote:
> I noticed that sometimes stata reports Wald test for rho=0 below the table after running biprobit, sometimes it reports likelihood-ratio test below the table after running biprobit.
> I am wondering how to have stata perform likelihood ratio testafter biprobit when it chooses to perform Wald test?
You should not do so, as it typically means that the likelihood ratio
test is not appropriate in that situation, see:
<http://www.stata.com/support/faqs/statistics/likelihood-ratio-test/>
Hope this helps,
Maarten
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany
http://www.maartenbuis.nl
---------------------------------
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