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 16:25:23 +0100

Hello Nick, 

Please refer to my original post. I just would like to know how to have stata to perfom likelihood ratio test after biprobit.

Below is the original question.

"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 used work computer with stata IC 12.1) / school computer 1 with stata 11 / school computer 2 with stata 12, and received different report, that is when I noticed this. )

I am wondering how to have stata perform likelihood ratio testafter biprobit when it chooses to perform Wald test?

I tried the "noskip" option that says in stata help for biprobit, however stata still reports Wald test instead likelihood ratio test.

Thanks a lot for your help and patience in advance,"

Best regards,

Xing


-----Ursprungligt meddelande-----
Från: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] För Nick Cox
Skickat: den 18 december 2012 16:14
Till: statalist@hsphsun2.harvard.edu
Ämne: Re: st: how have stata perform and report a likelihood-ratio test after running biprobit

Referring to "another computer" or what you "read somewhere" is not informative.

You need a report of the following kind

1. Data we can see or use or download to check what you did.

2. Precisely which Stata was used.

3. Precise results that differ.

Note that upgrades of Stata sometimes withdraw functionality previously implemented if theoretical arguments and/or extensive simulation testing lead StataCorp to believe that some detail in the previous code was a bad idea.

Nick

On Tue, Dec 18, 2012 at 3:04 PM,  <Xing.Liu@naturvardsverket.se> wrote:

> 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.

Maarten Buis

> 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/>

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?

*
*   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