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Re: st: [Non Stata] Testing nested models with clustering


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: [Non Stata] Testing nested models with clustering
Date   Tue, 16 Jun 2009 08:53:10 +0000 (GMT)

--- On Tue, 16/6/09, Antoine Terracol wrote:
> Should I infer  that there is no proper (and simple)
> way to test for nested models with clustering when the
> additional parameter is constrained, and the null is on the
> boundary?

Testing hypotheses that are on the boundary of the parameter
space is always tricky even without clustering. See for
example -help j_chibar- and the references therein. 

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://home.fsw.vu.nl/m.buis/
-----------------------------------------




      

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