[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
Richard Williams <Richard.A.Williams.5@nd.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: no log likelihood ratio test after nbreg?? |

Date |
Thu, 10 Mar 2005 15:58:55 -0500 |

At 03:40 PM 3/10/2005 -0500, wying1@umbc.edu 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methods" (which get used with robust standard errors) are not "true likelihoods" and hence "standard LR tests are no longer valid".Hi, all, Usually there is a log likelikhood ratio test statistics reported after a negative binominal regression (I ran possion regression first, and then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

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

Other related FAQs are at

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

-------------------------------------------

Richard Williams, Notre Dame Dept of Sociology

OFFICE: (574)631-6668, (574)631-6463

FAX: (574)288-4373

HOME: (574)289-5227

EMAIL: Richard.A.Williams.5@ND.Edu

WWW (personal): http://www.nd.edu/~rwilliam

WWW (department): http://www.nd.edu/~soc

*

* 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/

**Follow-Ups**:**Re: st: no log likelihood ratio test after nbreg??***From:*wying1@umbc.edu

**References**:**st: no log likelihood ratio test after nbreg??***From:*wying1@umbc.edu

- Prev by Date:
**st: no log likelihood ratio test after nbreg??** - Next by Date:
**st: RE: Converting char to ascii** - Previous by thread:
**st: no log likelihood ratio test after nbreg??** - Next by thread:
**Re: st: no log likelihood ratio test after nbreg??** - Index(es):

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