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st: streg: why Stata doesn't report LR test if I am NOT using nolrtest


From   "Monica L. Parra Torrado" <[email protected]>
To   [email protected]
Subject   st: streg: why Stata doesn't report LR test if I am NOT using nolrtest
Date   Sun, 05 Dec 2004 00:14:02 -0500

Dear Statalist Members,

I am estimating streg models and I am puzzled with the fact that when requesting the frailty model Stata is not reporting the LR test of theta. (at the end of the line) Any one has an idea of what could be wrong?

The code I’m using is:

. streg aid head female mature estrato yearseduc married hkids6 , dist(weibull) nolog nohr frailty(gamma)

failure _d: censored
analysis time _t: spell
weight: [pweight=fex]

Weibull regression -- log relative-hazard form
Gamma frailty

No. of subjects = 2295080 Number of obs = 12575
No. of failures = 2223349
Time at risk = 32632828
Wald chi2(8) = 179.30
Log pseudo-likelihood = -3832420.2 Prob > chi2 = 0.0000

------------------------------------------------------------------------------
| Robust
_t | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
aid | -.1866559 .1194168 -1.56 0.118 -.4207086 .0473967
head | .1962927 .0681644 2.88 0.004 .062693 .3298924
female | -.5252398 .0650417 -8.08 0.000 -.6527192 -.3977604
mature | -.6090215 .0710077 -8.58 0.000 -.748194 -.4698491
estrato | -.0574289 .0336078 -1.71 0.087 -.123299 .0084412
yearseduc | .0003043 .007951 0.04 0.969 -.0152794 .0158879
married | -.1543224 .0653988 -2.36 0.018 -.2825018 -.0261431
hkids6 | .0050739 .0307985 0.16 0.869 -.0552901 .0654378
_cons | -1.966727 .118218 -16.64 0.000 -2.19843 -1.735024
-------------+----------------------------------------------------------------
/ln_p | .4512306 .0325004 13.88 0.000 .3875309 .5149303
/ln_the | .4263246 .0761754 5.60 0.000 .2770237 .5756256
-------------+----------------------------------------------------------------
p | 1.570243 .0510336 1.473338 1.673522
1/p | .636844 .0206977 .5975422 .6787307
theta | 1.531618 .1166715 1.319198 1.778243
------------------------------------------------------------------------------

.

Thanks a lot!

Monica L.




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