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SV: st: how have stata perform and report a likelihood-ratio test after running biprobit
From
<[email protected]>
To
<[email protected]>
Subject
SV: st: how have stata perform and report a likelihood-ratio test after running biprobit
Date
Tue, 18 Dec 2012 16:04:08 +0100
Thanks for your quick relpy. But however, when I run the exactly same model (BIPROBIT), using the exactly same data on another computer, it does give me likelihood ratio test. And I read somewhere that likelihood ratio test is better since Wald test requires large sample size but I only have around 300.
And Wald test gives that rho is not significantly different from zero, and likelihood ratio test gives that rho is significant different from zero. I thought I should trust the likelihood ratio test.
Best,
Xing Liu
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-----Ursprungligt meddelande-----
Från: [email protected] [mailto:[email protected]] För Maarten Buis
Skickat: den 18 december 2012 13:51
Till: [email protected]
Ämne: Re: st: how have stata perform and report a likelihood-ratio test after running biprobit
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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