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Re: st: how have stata perform and report a likelihood-ratio test after running biprobit
From
Richard Williams <[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 15:01:10 -0500
I haven't been following this discussion carefully so maybe this has
already been addressed, but it would be helpful to see examples of
where Stata gave you what you wanted and when it didn't. Sometimes,
if, say, you are imposing constraints on parameters, Stata will only
give you a Wald test. Or, if you are using svyset data, you can't get
LR tests. If sometimes you get Wald and sometimes you get LR, there
is probably a good reason for that.
In any event, I wouldn't worry about it that much. Except maybe in
borderline situations, Wald and LR tests seem to generally lead to
the same conclusions.
I generally assume that Stata is smarter than I am and if it doesn't
give me what I expect, it knows what it is doing. But if you are
absolutely determined to get some result you know was produced by an
earlier version of Stata, you can try running the command with version control.
At 06:53 AM 12/18/2012, [email protected] wrote:
Hello,
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 used work computer with stata IC 12.1) / school computer 1 with
stata 11 something/ school computer 2 with stata 12 something, and
received different report, that is when I noticed this. )
I am wondering how to have stata perform likelihood ratio testafter
biprobit when it chooses to perform Wald test?
I tried the "noskip" option that says in stata help for biprobit,
however stata still reports Wald test instead likelihood ratio test.
Thanks a lot for your help and patience in advance,
Best regards,
Xing
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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
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