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st: lrtest of nested logistic models with vce(cluster) specified


From   Lily Yor <lilyyor1@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: lrtest of nested logistic models with vce(cluster) specified
Date   Fri, 5 Mar 2010 15:02:44 -0800

Hi, I have two nested binary logistic regression models, both of which have
vce(cluster) specified to account for intraclass clustering at the classroom
level.  For example, my Stata commands look like this in simplified form:

logit [dep var] [ind_var1], vce(cluster class_id)
est store A

logit [dep var] [ind_var1 ind_var2], vce(cluster class_id)
est store B

I would like to test whether model B fits the data significantly better than
model A, so I ran the lrtest, but Stata gives me this error:

. lrtest A
LR test likely invalid for models with robust vce
How do I test the fit of these nested models if I cannot use lrtest?  I
found a similar question posted by another user earlier in the archives but
it was never answered.  I would much appreciate any and all tips.

Best,
Lily

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