Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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


From   <Xing.Liu@naturvardsverket.se>
To   <statalist@hsphsun2.harvard.edu>
Subject   SV: st: how have stata perform and report a likelihood-ratio test after running biprobit
Date   Tue, 18 Dec 2012 16:04:08 +0100

Thanks for your quick relpy. But however, when I run the exactly same model (BIPROBIT), using the exactly same data on another computer, it does give me likelihood ratio test. And I read somewhere that likelihood ratio test is better since Wald test requires large sample size but I only have around 300. 

And Wald test gives that rho is not significantly different from zero, and likelihood ratio test gives that rho is significant different from zero. I thought I should trust the likelihood ratio test.

Best,

Xing Liu

NATURVÅRDSVERKET
Enheten för samhällsekonomiska analyser
Avdelning för uppdrag
BESÖK: Valhallavägen 195, Stockholm
POST: 106 48 Stockholm
TELEFON: 010 698 1561
INTERNET: www.naturvardsverket.se
Tänk på miljön innan du skriver ut det här mejlet 


-----Ursprungligt meddelande-----
Från: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] För Maarten Buis
Skickat: den 18 december 2012 13:51
Till: statalist@hsphsun2.harvard.edu
Ämne: Re: st: how have stata perform and report a likelihood-ratio test after running biprobit

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
---------------------------------
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index