Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Wald test limit?


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: Wald test limit?
Date   Tue, 05 Feb 2008 19:57:10 -0500

At 05:54 PM 2/5/2008, Keith Dear wrote:
I see I misread Maarten's reply - he doesn't in fact think 256 is one less than 262! Apologies, Maarten, I must be getting dyslexic.
But I still don't know why nbreg is fitting 262 parameters (including _cons) but then apparently testing only 256 of them. In the end perhaps it doesn't matter much, as a test of the whole model is not useful. But it is disconcerting, and having the df shown correctly at the top IS useful in comparing models.
Keith
How about tossing a few more variables in - and see if the d.f. stays at 256? That would indicate whether there actually is a limit you are running up against.


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: Richard.A.Williams.5@ND.Edu
WWW: http://www.nd.edu/~rwilliam

*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index