Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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

From   Stas Kolenikov <>
Subject   Re: st: lrtest of nested logistic models with vce(cluster) specified
Date   Sat, 6 Mar 2010 09:42:08 -0600

The likelihood ratio test has an odd distribution (a sum of weighted
chi-squares). You should use Wald test (and that was the recommendation
given in the other thread you started looking at):

test ind_var2

Of course this will be the same test that is shown in the default output.

On Fri, Mar 5, 2010 at 5:02 PM, Lily Yor <> wrote:

> 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
> *
> *   For searches and help try:
> *
> *
> *

Stas Kolenikov, also found at
Small print: I use this email account for mailing lists only.

*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index