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st: question about coefficient testing with xtgee

From   "Ed Levitas" <>
To   <>
Subject   st: question about coefficient testing with xtgee
Date   Wed, 7 Nov 2007 13:32:10 -0600


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

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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