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Re: st: estout and likelihood ratio test


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: estout and likelihood ratio test
Date   Thu, 25 Oct 2007 10:14:40 -0400

Raoul C Reulen <r.c.reulen@bham.ac.uk>--
Works fine if you save the scalar you want to add before you run the main model:

sysuse auto
glm mpg rep78, fam(pois)
est sto linear
glm mpg if rep78<., fam(pois)
est sto consonly
lrtest linear consonly
loc ptrend=r(p)
xi: glm pr i.rep78, fam(pois) eform
est store m
estadd scalar ptrend=`ptrend'
estout m, cells("b (fmt(%9.2f)) ci(par( ( , ) )) p(fmt(%9.4f))") eform
stats(ptrend)

On 10/25/07, Raoul C Reulen <r.c.reulen@bham.ac.uk> wrote:
> I'm running a glm model and like to do a a likelihood ratio test. However, the likelihood ratio test is based
> on a slightly different model. I have difficulty getting the likelihood ratio estimates in a table that I created
> with estout. See output below
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