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RE: st: Question regarding linktest and its implementation

From (Yulia Marchenko, StataCorp)
Subject   RE: st: Question regarding linktest and its implementation
Date   Mon, 07 Aug 2006 11:07:31 -0500

Phil Schumm <> notices that -linktest- is running under
version 6 which produces inconsistent results in the current version of Stata:

> ...
> A quick look at the code for -linktest- (type -viewsource linktest.ado-)
> reveals why; namely, there is a -version 6- at the top, which means that when
> the model including _hatsq is fit, Stata is running under version control as
> if it were version 6.  Under version 6, -glm- used Iteratively Reweighted
> Least Squares (IRLS) and reported standard errors based on the expected
> information matrix.

> Given that -glm- now uses -ml- by default, this behavior seems a bit
> inconsistent (though, admittedly, it is a minor issue).

Phil pointed out a bug in -linktest- which will be fixed in a forthcoming
Stata update.

 -- Yulia
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