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From |
Nick Cox <njcoxstata@gmail.com> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

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

Date |
Tue, 18 Dec 2012 16:03:46 +0000 |

Nick On 18 Dec 2012, at 15:25, <Xing.Liu@naturvardsverket.se> wrote:

Hello Nick,Please refer to my original post. I just would like to know how tohave stata to perfom likelihood ratio test after biprobit.Below is the original question."I noticed that sometimes stata reports Wald test for rho=0 belowthe 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 withstata 11 / school computer 2 with stata 12, and received differentreport, that is when I noticed this. )I am wondering how to have stata perform likelihood ratio testafterbiprobit 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 CoxSkickat: den 18 december 2012 16:14 Till: statalist@hsphsun2.harvard.eduÄmne: Re: st: how have stata perform and report a likelihood-ratio test after running biprobitReferring to "another computer" or what you "read somewhere" is notinformative.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 functionalitypreviously implemented if theoretical arguments and/or extensivesimulation testing lead StataCorp to believe that some detail in theprevious code was a bad idea.NickOn Tue, Dec 18, 2012 at 3:04 PM, <Xing.Liu@naturvardsverket.se>wrote:Thanks for your quick relpy. But however, when I run the exactlysame model (BIPROBIT), using the exactly same data on anothercomputer, it does give me likelihood ratio test. And I readsomewhere that likelihood ratio test is better since Wald testrequires large sample size but I only have around 300.And Wald test gives that rho is not significantly different fromzero, and likelihood ratio test gives that rho is significantdifferent from zero. I thought I should trust the likelihood ratiotest.Maarten BuisYou should not do so, as it typically means that the likelihoodratio 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 belowthe 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 ratiotestafter 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/

* * 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/

**References**:**st: how have stata perform and report a likelihood-ratio test after running biprobit***From:*<Xing.Liu@naturvardsverket.se>

**Re: st: how have stata perform and report a likelihood-ratio test after running biprobit***From:*Maarten Buis <maartenlbuis@gmail.com>

**SV: st: how have stata perform and report a likelihood-ratio test after running biprobit***From:*<Xing.Liu@naturvardsverket.se>

**Re: st: how have stata perform and report a likelihood-ratio test after running biprobit***From:*Nick Cox <njcoxstata@gmail.com>

**SV: st: how have stata perform and report a likelihood-ratio test after running biprobit***From:*<Xing.Liu@naturvardsverket.se>

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