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From |
Stas Kolenikov <skolenik@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: likelihood ratio test |

Date |
Thu, 11 Aug 2011 12:30:14 -0400 |

On Thu, Aug 11, 2011 at 12:18 PM, omer niazi <omer.k.niazi@gmail.com> wrote: > I am trying to apply likelihood ratio test after making a bivariate > var model on the > covariance matrix (i.e whether the covariances are significant or not > of the var model). > But I am not sure how to use the covariance matrix (which could be > displayed by command vce) > to apply this test in stata. -vce- gives you the variance-covariance matrix of the coefficient estimates. If you need to work with the covariance matrix of the data, you would need to run -correlate, cov-. I don't think there are any tests on the covariance matrices of the data available in Stata, apart from specific models, so in all likelihood you would need to write stuff up from scratch using either -matrix- commands or Mata. You can probably do something with Stata 12 -sem-, although frankly I am at a loss as to how rich a model for two observed variables might be. -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: likelihood ratio test***From:*omer niazi <omer.k.niazi@gmail.com>

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