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Re: st: Wald test limit?

From   Keith Dear <>
Subject   Re: st: Wald test limit?
Date   Wed, 06 Feb 2008 13:14:10 +1100

Good idea. This is what happened:

xi: nbreg rrv_count (i.fin_year) $BASE, exposure(person_days) cl(pcode)
gen x1=uniform()
xi: nbreg rrv_count (i.fin_year) $BASE x1, exposure(person_days) cl(pcode)
gen x2=uniform()
xi: nbreg rrv_count (i.fin_year) $BASE x1 x2, exposure(person_days) cl(pcode)

The first model reports Wald chi2 on 255df, the second 257, the third also 257! Parameters for x1 and x2 (and the rest) are all estimated ok, so the models actually have 262, 263 and 264 linear parameters resp., including _cons.

So clearly it's not that 256 is a limit, but something odd is happening.

(The 256 mentioned before came from the stepwise run, I think I had those the wrong way round.)

At 11:57 AM 6/02/2008, you wrote:

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

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