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


From   Lily Yor <lilyyor1@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: lrtest of nested logistic models with vce(cluster) specified
Date   Tue, 9 Mar 2010 11:22:44 -0800

Thank you so much for your helpful suggestions.  I looked at the
discussion in Cameron and Trivedi (2009) on using the "force" option with
vce (Martin, I really appreciated this tip -- this book is really helpful
and I am sure I will be using it a lot as a reference in the future) and
decided that what would make more sense is if I just did the Wald test, as
suggested by Stas.  I also wanted to note that I found a useful discussion
here on why the lrtest is not appropriate:

http://www.stata.com/support/faqs/stat/svyml.html

Thank you so much again for your help.


On Fri, Mar 5, 2010 at 3:02 PM, Lily Yor <lilyyor1@gmail.com> 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
>
>
>
>
>

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