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st: ll in GLM

From   "Michael Burton" <>
To   <>
Subject   st: ll in GLM
Date   Tue, 30 Sep 2003 09:56:01 +0800

I am estimating a GLM model, using family(gamma) link(identity)

It is a large model: >8000 observations.  I am doing some LL ratio tests
to test significance of sets of variables, and what is surprising is
that removing sets of variables which have very high individual z
statistics lead to negligible changes in the reported LL value.

I am wondering why this might be.



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