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Re: st: no log likelihood ratio test after nbreg??
At 03:40 PM 3/10/2005 -0500, email@example.com wrote:
Sounds like you used the robust option. 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"true likelihoods" and hence "standard LR tests are no longer valid".
Usually there is a log likelikhood ratio test statistics reported after a
negative binominal regression (I ran possion regression first, and then
used 'nbreg' regression), and sometimes the Z score for alpha is reported
too. But in my case, I didn't see the ratio reported after the
regression, and there is no z score for alpha. Then I tried to use
'lrtest' after the model, but it says
"lrtest not valid after robust
specify force option to perform test anyway".
So I put 'force' in option, but it still didn't give me the result.
Can anybody tell me what's going on?
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
Other related FAQs are at
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
WWW (personal): http://www.nd.edu/~rwilliam
WWW (department): http://www.nd.edu/~soc
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