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Re: st: invoking -test- for nested nbreg models with robust standard errors

From   Richard Williams <>
Subject   Re: st: invoking -test- for nested nbreg models with robust standard errors
Date   Thu, 15 Apr 2004 19:05:16 -0500

At 04:37 PM 4/15/2004 -0700, Kjersten Bunker Whittington wrote:
Hi Statalisters,
I am running nested nbreg models, clustered on the id of the respondent. I would like to test whether my full model improves satisfactorily upon my constrained model. I realize that I cannot use -lrtest- to do this, and I have read the Stata FAQ on using the -test- command. My question is one of logistics - what is the syntax I use to achieve this task? The way I would do it with lrtest is the

nbreg y x1 x2 x3 x4, cluster(id)
est store A
nbreg y x1 x2 x3, cluster(id)
lrtest A

which we know is incorrect and doesn't work. Can someone tell me the equivilant commands using the -test- command? I can't figure out how to take into account multiple models with the test command, as it appears to work off of only one model.
I have a feeling that I am missing something here and this is a stupid answer -- but wouldn't it just be

nbreg y x1 x2 x3 x4, cluster(id)
test x4

If, by some chance, the above is correct, I believe the chi-square statistic will be the square of the z statistic for x4.

Richard Williams, Notre Dame Dept of Sociology
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