Statalist


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

Re: st: Calculation of likelihood ratio when using svy


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: Calculation of likelihood ratio when using svy
Date   Wed, 20 Feb 2008 09:30:49 -0500

At 08:44 AM 2/20/2008, Rodriguez, Liliana F wrote:
Hello list,
I'm building a logistic regression model with data from a survey. Therefore, I'm using the survey function of STATA. When trying to run the Likelihood Ratio to compare the model with and without a Variable (potentially poor predictor), I get a message stating that "lrtest is not appropriate with survey estimation results." What is my alternative command to run the LR test and decide if I should keep or discard this variable?

Thank you,
Liliana R.
LR tests are not appropriate with survey data because the ML assumption that observations are independent is violated. Instead use Wald tests. For the case of one variable, you can just look at the t value. For more complicated tests, use the -test- command.

For more info, see

http://www.stata.com/support/faqs/stat/lrtest.html

http://www.stata.com/support/faqs/stat/svyml.html




-------------------------------------------
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