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


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:
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?
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methods" (which get used with robust standard errors) are not "true likelihoods" and hence "standard LR tests are no longer valid".

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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