Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: XTTOBIT - MISSING CHI SQUARE STATISTICS ??


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: XTTOBIT - MISSING CHI SQUARE STATISTICS ??
Date   Fri, 22 Oct 2004 14:46:32 -0400

My understanding is that the missing LR / Wald test statistics means
that Stata did not know what to compare this model to, which in this
case would be a model with constant term only. The reason it appears
is because the -ml- output is unified, although not every model that
can be fit with it really admits a null model of the constant-only
type. E.g. in the panel data case, should you assume all slopes are
equal to 0, or should you assume that not only all slopes are = 0, but
also the random effect variance is 0 for your null model?

-- 
Stas Kolenikov
http://stas.kolenikov.name
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index