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st: invoking -test- for nested nbreg models with robust standard errors

From   Kjersten Bunker Whittington <>
Subject   st: invoking -test- for nested nbreg models with robust standard errors
Date   Thu, 15 Apr 2004 16:37:05 -0700

Hi Statalisters,
I am running nested nbreg models, clustered on the id of the respondent.  I would like to test whether my full model improves satisfactorily upon my constrained model.  I realize that I cannot use -lrtest- to do this, and I have read the Stata FAQ on using the -test- command.  My question is one of logistics - what is the syntax I use to achieve this task?  The way I would do it with lrtest is the

nbreg y x1 x2 x3 x4, cluster(id)
est store A
nbreg y x1 x2 x3, cluster(id)
lrtest A

which we know is incorrect and doesn't work.   Can someone tell me the equivilant commands using the -test- command?  I can't figure out how to take into account multiple models with the test command, as it appears to work off of only one model.

This seems so frustratingly simple that I fully expect to hit my head with my hand when I read the answer!  But I would really appreciate any help you can provide, because as of yet I have been unable to figure out how to do it.

Kjersten Bunker

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