Tom,
The following Stata FAQ should be of some help:
http://www.stata.com/support/faqs/stat/lrtest.html
--Mark
Quoting Thomas Schmeling <[email protected]>:
> I am estimating a logit model using robust standard errors (via
> clustering
> on a subject ID variable). I want to compare a restricted model
> with a
> full model. STATA tells me that LR test cannot be used with robust
> SEs,
> although I can get the LR test results by using the 'force'
> option.
>
> Can anyone point me to a discussion of why LRtest is invalid under
> robust
> SE? Does anyone have advice on how to proceed where I need to use
> the
> Robust SE to estimate the model correctly and want to compare the
> full and
> restricted models?
>
> Tom
>
> --------------------------
> Dept. of Political Science
> Rhode Island College
> 600 Mount Pleasant Ave. Providence, RI 02908
> Phone: (401) 456-8722
>
>
> *
> * For searches and help try:
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> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
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