where for <model 1> and <model 2> you
must plug in the varlists of the two models.
However, in trying to reproduce the worked
example in Collett's book (1/e; the 2/e I do not have
access to), I find one anomaly. In one case
a likelihood residual is reported by Stata
as missing (I guess wildly that the problem
is a request to take the square root of a negative
number). Collett's results for that case imply
that he replaced such a residual by zero.
Perhaps someone can illuminate this. For
all I know it may be standard practice or justifiable.
The data can be downloaded from David Collett's website
(he works at the University of Reading in the