Re: st: Comparing pweighted models with cluster option

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 06:16 PM 6/30/2004 -0400, SURAN, LUCIANA wrote:


> > Dear Statalist,
> >
> > I see that I can't use the "lrtest" option when comparing models that 
> are "pweight"-ed and have the cluster option.  Does anyone know if/how 
> this can be done in STATA?
> >
> > Thank you very much,
> >  Luciana Suran
There is some discussion of this on p. 28 of the Stata 8 Survey Data 
Manual. It says that "pseudo-maximum likelihood methods" (which get used 
with robust standard errors) are not "true likelihoods" and hence "standard 
LR tests are no longer valid".

For more, see the FAQ "Why should I not do a likelihood-ratio test after an 
ML estimation (e.g., logit, probit) with clustering or pweights?" at

http://www.stata.com/support/faqs/stat/lrtest.html

Other related FAQs are at

http://www.stata.com/support/faqs/stat/#robust



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Richard Williams, Notre Dame Dept of Sociology
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