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

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


From   Paul Millar <[email protected]>
To   [email protected]
Subject   Re: st: no log likelihood ratio test after nbreg?? BIC?
Date   Thu, 10 Mar 2005 17:19:26 -0700

In addition to the lrtest (even instead of it), you might also want to try the bicdrop1 test which uses the BIC (Bayesian Information Criteria) to assess whether the model is more probable without a given IV.
see: www.ucalgary.ca/~pemillar/stata.htm

- Paul Millar
Sociology
University of Calgary


----- Original Message -----
From: [email protected]
Date: Thursday, March 10, 2005 5:04 pm
Subject: Re: st: no log likelihood ratio test after nbreg??

> I always use the likelihood ratio test when  evaluating which 
> predictors to 
> include in a model. During preliminary analysis  I'll accept 
> "highly" 
> significant  p-values based Z statitics (or t), but  not for fine-
> tuning the final 
> model. 
> 
> Joe Hilbe  
> 
> 
> ================================================
> thanks. I was  indeed using pweight in nbreg regression.  Then it 
> seems the
> Wald test  will be appropriate.  But I checked the STATA document 
> and it
> says:  "after the manuals were printed, we revisited this subject and
> discovered  that we did not, in fact, want to include this test 
> (Wald).  The
> likelihood-ratio test is the only test that one should consider in 
> these
> limiting cases".  So do I simply use the wald test reported above  the
> coefficient table?
> 
> Thanks again.
> 
> 
> > At 03:40 PM  3/10/2005 -0500, [email protected] 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
> >
> >
> >
> >  -------------------------------------------
> > Richard Williams, Notre Dame  Dept of Sociology
> > OFFICE: (574)631-6668, (574)631-6463
> >  FAX:    (574)288-4373
> > HOME:    (574)289-5227
> > EMAIL:  [email protected]
> > 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/
> >
> 
> 
> Ying Wang
> Ph.D.  Candidate
> Department of Public Policy
> University of Maryland, Baltimore  County
> 1000 Hilltop Circle,
> Baltimore, MD 21228
> Tel(O):  410-455-6531
> Tel(H): 410-747-6980
> Fax: 410-455-1172
> Email:  [email protected]
> 
> 
> *
> *   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/  
> 
> *
> *   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/
> 

*
*   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 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index