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RE: st: xtnbreg - robusteness check and model relevance


From   André Ferreira Coelho <[email protected]>
To   <[email protected]>
Subject   RE: st: xtnbreg - robusteness check and model relevance
Date   Thu, 17 Jan 2013 20:31:02 +0100

Dear Mário, 

At a first sight I cannot see nothing against performing a simple LR test
since your first model is nested in the second model. 

Or, you can simply look to the log likelihood function to conclude that
including
the time controls does indeed improve the fit of you model (the LL value
is higher
as it is the Wald test statistic).

Best,

Andre
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