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st: question about coefficient testing with xtgee


From   "Ed Levitas" <levitas@uwm.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: question about coefficient testing with xtgee
Date   Wed, 7 Nov 2007 13:32:10 -0600

Statalisters,

I am trying to perform estimations using XTGEE ( family(normal), link(identity), corr (ar1)) and want to compare restricted vs. unrestricted models. Hardin & Hilbe (2003; 169-174) discuss Wald, na´ve likelihood ratio, and score tests.  From their discussion, I believe I can use these tests to compare, for example, a main effects model vs. a main effects plus interaction model.  However, I cannot figure out how to construct these three types of tests using STATA. Can someone offer suggestions?

Thanks in advance
Ed

****************************************
Edward Levitas, PhD
Associate Professor
Sheldon B. Lubar School of Business 
University of Wisconsin-Milwaukee
3202 N. Maryland Ave.
Milwaukee, WI  53211
ph: (414) 229-6825
fx: (414) 229-6957

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