This restriction was added when Stata 8.1 was released (01jul2003). It was
added to prevent -ml- from producing an invalid likelihood ratio test, given
its theoretical requirements and the possibility for boundary conditions
imposed by constraints (see the discussion of the likelihood ratio test for
alpha=0 in [R] nbreg).
We considered it safer to produce the Wald test when constraints are supplied
than try to recover from all the possible cases where the standard likelihood
ratio test is not applicable.
As Richard points out, you can still use the -lrtest- command to produce a
likelihood ratio test.
Returning to the subject of LR tests when constraints are imposed - are
their criteria by which I can decide whether an LR test is or is not
appropriate when constraints are imposed? The constraints I am most likely
to impose are two or more betas are equal (either within or across
equations) or else one or more
