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st: xtmixed not producing LR results - how to compare models?

From   adlynch <>
Subject   st: xtmixed not producing LR results - how to compare models?
Date   Mon, 17 Oct 2011 12:40:00 -0700 (PDT)

I am using a 3 level model (time within individuals within cities) in xtmixed
with 10 multiply imputed datasets in Stata 12.  I can see in many of the
examples that I come across that Stata typically provides log-likelihood
tests (or at least you can run these tests via "lrtest") for comparing
models.  However, in my results, the LR test information is not produced and
when I try to run the "lrtest" command I get an error saying that lrtest
can't run with vce(robust).  When I change to vce(oim) I still get an error. 
Even when I try "lrtest model1 model2, force" nothing is produced.
As a result, I am in particular having trouble assessing the importance of
random effects.  I have no way of assessing whether adding random effects at
level2 improves model fit.    Normally, I would run the lrtest command to
compare nested models.
Any thoughts on this would be much appreciated.
Thank you!

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