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st: Likelihood ratio test with pseudo likelihood?

From   Thomas Klausch <>
Subject   st: Likelihood ratio test with pseudo likelihood?
Date   Mon, 14 Dec 2009 13:24:07 +0100

Dear Stata listeners,

I want to compare nested negative binomial regression models with
robust standard errors (using -nbreg, robust-). Is it permissable to
compare the pseudo-likelihoods of the nested models with a likelihood
ratio test? Is this test statistic still chi-squared distributed? I
think I have come about something like a pseudo-likelihood ratio test,
but do not find any details in my literature on this question. Thank
you in advance.

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