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


From   Richard Williams <richardwilliams.ndu@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 15:01:10 -0500

I haven't been following this discussion carefully so maybe this has already been addressed, but it would be helpful to see examples of where Stata gave you what you wanted and when it didn't. Sometimes, if, say, you are imposing constraints on parameters, Stata will only give you a Wald test. Or, if you are using svyset data, you can't get LR tests. If sometimes you get Wald and sometimes you get LR, there is probably a good reason for that.

In any event, I wouldn't worry about it that much. Except maybe in borderline situations, Wald and LR tests seem to generally lead to the same conclusions.

I generally assume that Stata is smarter than I am and if it doesn't give me what I expect, it knows what it is doing. But if you are absolutely determined to get some result you know was produced by an earlier version of Stata, you can try running the command with version control.

At 06:53 AM 12/18/2012, Xing.Liu@naturvardsverket.se wrote:
Hello,

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 something/ school computer 2 with stata 12 something, 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


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