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st: LR-tests and Xtnbreg


From   Jon Heron <jon.heron@bristol.ac.uk>
To   "Statalist@Hsphsun2. Harvard. Edu" <statalist@hsphsun2.harvard.edu>
Subject   st: LR-tests and Xtnbreg
Date   Mon, 2 Jun 2003 15:13:43 +0100

 Dear All,


 I have a question about the LR-test given at the end 
 of xtnbreg output.  

 Is this a test of the variance of the beta random effect 
 being equal to zero?

 If so, why, when I compare the likelihoods of an xtnbreg
 model with it's equivalent nbreg model does (2 x) the 
 difference not agree with the chi-square value quoted in this test?
 The discrepancy is slight, but I do obtain an exact agreement
 when comparing the likelihoods of poisson and xtpois in the 
 same way.

 Furthermore, since these 4 models appear to be nested,
 why can't I use the 'lrtest' command to assess their relative
 worth?



 Many thanks



 Jon


 ======================
 Dr Jon Heron
 ALSPAC
 University of Bristol
 UK









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