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Re: st: lrtest and wald or chi2 statistics


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: lrtest and wald or chi2 statistics
Date   Mon, 13 Sep 2010 09:31:36 +0000 (GMT)

--- On Sun, 12/9/10, oliazim wrote:
> I need to compare 2 models:   
> ". gmm (Conditional:
> indexprem_c-{a0}-worldindex*{b1}-worldindex*cpi1*{b_cpi}-worldindex*prr1*{b_prr}
> -worldindex*woil_price1*{b_oil}), 
> instruments(Conditional: worldindex cpi1 prr1 woil_price1)
> wmatrix(hac bartlett 1)"
> and 
> ". gmm (Unconditional:
> indexprem_c-{a0}-worldindex*{b1}), 
> instruments(Unconditional: worldindex) wmatrix(hac bartlett
> 1)"

Why not use your full model (conditional), and use -test- 
afterwards? See: -help test-.

Hope this helps,
Maarten

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

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


      

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