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


From   Antoine Terracol <Antoine.Terracol@univ-paris1.fr>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: [Non Stata] Testing nested models with clustering
Date   Tue, 16 Jun 2009 11:09:32 +0200

Thanks Maarten, I guess I'll go with an improper test then (not that it's central to the paper, but still frustrating...)

Antoine

Maarten buis wrote:
--- 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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