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Re: st: some questions about gllamm


From   Dan MacNulty <macn0007@umn.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: some questions about gllamm
Date   Wed, 18 Oct 2006 23:50:15 -0700

Sami - you can perform a likelihood ratio test with gllamm or xtmixed as follows:

(1) run the full model and store its parameter estimates:

estimates store model1

(2) run the reduced model and stores its estimates:

estimates store model2

(3) run the likelihood ratio test, assuming that model2 is nested within model1:

lrtest model2 model1

good luck,
Dan MacNulty
University of Minnesota





stata_user stata_user wrote:

Dear All,
I am using for the moment the gllamm model to fit a random intercept model with individual nested within countries

Dependent variable is continuous

independent variables are continuous and discrete, I would like to compare between different models (adding more covariates ect....)

How I can use log likelihood test?

My second question concerns checking collinearity? the vif command is not working for the gllamm, how to test if there is collinearity among the covariates?

Thanks a lot for any suggestion

Sami

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