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Re: st: xtnbreg - robusteness check and model relevance
From
Mário Marques <[email protected]>
To
[email protected]
Subject
Re: st: xtnbreg - robusteness check and model relevance
Date
Thu, 17 Jan 2013 20:13:24 +0000
Dear André,
Many thanks for the advise.
Regards,
Mário
2013/1/17 André Ferreira Coelho <[email protected]>:
> 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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--
Mário Marques
University of Minho
School of Economics and Management
Campus de Gualtar
4710-057 Braga
Portugal
Tel: +351 253 604100 (ext. 5589)
Email: [email protected]
*
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