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AW: st: AW: Comparing model fit of logistic regressions with robust standard errors


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   AW: st: AW: Comparing model fit of logistic regressions with robust standard errors
Date   Mon, 12 Oct 2009 13:55:02 +0200

<> 

Very true, and -nestreg- refuses to work in the presence of -vce(robust)-:


*************
webuse lbw, clear
xi: nestreg, lr: logistic low (i.race smoke ui) (age lwt ptl ht)
xi: nestreg, lr: logistic low (i.race smoke ui) (age lwt ptl ht), vce(rob)
*************



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Maarten buis
Gesendet: Montag, 12. Oktober 2009 13:47
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: AW: Comparing model fit of logistic regressions with robust standard errors

--- On Mon, 12/10/09, Martin Weiss wrote:
> Dirk may also want to look at -nestreg-, in particular
> -help nestreg, mark(lr)-

likelihood ratio tests are not appropriate in combination
with robust standard errors. 

-- Maarten

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

http://www.maartenbuis.nl
--------------------------

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