[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: LR-tests and Xtnbreg
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
Furthermore, since these 4 models appear to be nested,
why can't I use the 'lrtest' command to assess their relative
Dr Jon Heron
University of Bristol
* For searches and help try: