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Re: st: RE: Likelihood-ratio test for frontier models


From   "Anthony Musonda" <3kids.wkm@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Likelihood-ratio test for frontier models
Date   Tue, 16 Sep 2008 18:28:45 +0200

Hi Monika,
That makes two of us. I wish someone can open us up.

On 16/09/2008, Martin Weiss <martin.weiss@uni-tuebingen.de> wrote:
> As -h lrtest- says: " lrtest performs a likelihood-ratio test for the null
> hypothesis that the parameter vector of a statistical model satisfies some
> smooth constraint." The null is clearly rejected in your case so there is no
> support for the restricted (nested) model B...
>
> HTH
> Martin
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Monika Baron
> Sent: Tuesday, September 16, 2008 3:20 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Likelihood-ratio test for frontier models
>
> Hello everyone!
>
> I'm modelling a Stochastic Cost Frontier with the command frontier.
> I'm trying to find the model's best functional form by using a
> Likelihood-ratio test.
>
> My output:
> ********
> . lrtest A B, stats
>
> Likelihood-ratio test                                  LR chi2(6)  =
> 49.42
> (Assumption: B nested in A)                            Prob > chi2 =
> 0.0000
>
> ----------------------------------------------------------------------------
> -
>       Model |    Obs    ll(null)   ll(model)     df          AIC         BIC
> -------------+--------------------------------------------------------------
> -
>           B |    439           .    548.5923     17    -1063.185    -993.748
>           A |    439           .    573.3007     23    -1100.601   -1006.658
> ----------------------------------------------------------------------------
> -
>               Note:  N=Obs used in calculating BIC; see [R] BIC note
>
> *********
>
> 1. Why are there no ll(null) in the statistics?
>
> 2. What do the results imply? Which model should I choose?
>
>
> Thanks
> Monika
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