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st: -mlogtest- with robust std.err.


From   Daniel Müller <d.mueller@agr.uni-goettingen.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: -mlogtest- with robust std.err.
Date   Thu, 20 Feb 2003 16:19:45 +0100

Hi,

I estimate a -mlogit-model with robust (Huber-White) standard errors. When
using the user-command -mlogtest- I get the error message (both in Stata 7
and 8) to use the -force- option. 

--------begin---
. mlogit lu00 $list00, basecategory(`basecat') nolog robust 

. mlogtest, lr lrcomb iia

**** Likelihood-ratio tests for independent variables

 Ho: All coefficients associated with given variable(s) are 0.

        lu00 |       chi2   df   P>chi2
-------------+-------------------------
lrtest not valid after robust
specify force option to perform test anyway
r(198);
--------end---

The help for -lrtest- tells that:
--------begin---
force suppresses the tests for error conditions that potentially invalidate
the use of
   likelihood ratio tests. The following conditions are normally verified:
   - the models were not fitted with robust, cluster()
--------end---

(Clustering brought up the same error message.) What does the last sentence
of the help imply? Do robust standard errors invalidate -lrtest-s? Why so?

Thanks in advance, greetings,
--- Daniel ---
danielix@gmx.net


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