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Re: st: Comparing pweighted models with cluster option


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Comparing pweighted models with cluster option
Date   Wed, 30 Jun 2004 17:35:02 -0500

At 06:16 PM 6/30/2004 -0400, SURAN, LUCIANA wrote:


> Dear Statalist,
>
> I see that I can't use the "lrtest" option when comparing models that are "pweight"-ed and have the cluster option. Does anyone know if/how this can be done in STATA?
>
> Thank you very much,
> Luciana Suran
There is some discussion of this on p. 28 of the Stata 8 Survey Data Manual. It says that "pseudo-maximum likelihood methods" (which get used with robust standard errors) are not "true likelihoods" and hence "standard LR tests are no longer valid".

For more, see the FAQ "Why should I not do a likelihood-ratio test after an ML estimation (e.g., logit, probit) with clustering or pweights?" at

http://www.stata.com/support/faqs/stat/lrtest.html

Other related FAQs are at

http://www.stata.com/support/faqs/stat/#robust



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Richard Williams, Notre Dame Dept of Sociology
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