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RE: st: cmp and Vuong test

From   "David Roodman (" <>
To   "" <>
Subject   RE: st: cmp and Vuong test
Date   Fri, 2 Nov 2012 03:15:34 +0000

You need the observation-level log likelihoods? You can get them post-estimation by typing "predict XXX, lnl" where XXX is the name of a new variable. 


-----Original Message-----
From: [] 
Sent: Thursday, November 01, 2012 2:33 PM
Subject: st: cmp and Vuong test
Dear all,
we have fitted a limited dependent variable model using David Roodman's cmp command and want to do a Vuong test (Vuong, Ectrica 1989) for model selection. Is there a way to save the individual likelihoods when running cmp models? If not how can we extract the individual likelihoods?


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