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Re: st: how have stata perform and report a likelihood-ratio test after running biprobit


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: how have stata perform and report a likelihood-ratio test after running biprobit
Date   Tue, 18 Dec 2012 13:50:46 +0100

On Tue, Dec 18, 2012 at 12:53 PM,  <Xing.Liu@naturvardsverket.se> wrote:
> I noticed that sometimes stata reports Wald test for rho=0 below the table after running biprobit, sometimes it reports likelihood-ratio test below the table after running biprobit.
> I am wondering how to have stata perform likelihood ratio testafter biprobit when it chooses to perform Wald test?

You should not do so, as it typically means that the likelihood ratio
test is not appropriate in that situation, see:
<http://www.stata.com/support/faqs/statistics/likelihood-ratio-test/>

Hope this helps,
Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
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