The conlcusion is that something is wrong, and something did not work
properly. First of all, a chi-square should be a positive value.
Second, are you sure you used 73 parameters to model
heteroskedasticity?
Uspexov.
On 7/29/08, Vasilenko Alexander <[email protected]> wrote:
> Hello statalits,
>
> I'm analyzing a panel data and performed an lrtest according to advice on http://www.stata.com/statalist/archive/2007-05/msg00044.html
>
> I've got the following ouptut in STATA:
>
>
> lrtest hetero . , df(`df')
> (log-likelihoods of null models cannot be compared)
>
> likelihood-ratio test LR chi2(73) = -277.70
> (Assumption: . nested in hetero) Prob > chi2 = 1.0000
>
> So, what is the conclusion?
>
> Regards,
> Vasilenko Alexander.
--
Stas Kolenikov, also found at http://stas.kolenikov.name
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