st: streg: why Stata doesn't report LR test if I am NOT using nolrtest

["Monica L. Parra Torrado" <mparrat@bu.edu>]

Dear Statalist Members,

I am estimating streg models and I am puzzled with the fact that when 
requesting the frailty model Stata is not reporting the LR test of 
theta. (at the end of the line)  Any one has an idea of what could be wrong?

The code I’m using is:

. streg aid head female mature estrato yearseduc married hkids6 , 
dist(weibull) nolog nohr frailty(gamma)

         failure _d:  censored
   analysis time _t:  spell
             weight:  [pweight=fex]

Weibull regression -- log relative-hazard form
                      Gamma frailty

No. of subjects       =      2295080               Number of obs   =  12575
No. of failures       =      2223349
Time at risk          =     32632828
                                                   Wald chi2(8)    = 
179.30
Log pseudo-likelihood =   -3832420.2               Prob > chi2     = 0.0000

------------------------------------------------------------------------------
             |               Robust
          _t |      Coef.   Std. Err.      z    P>|z|     [95% Conf. 
Interval]
-------------+----------------------------------------------------------------
         aid |  -.1866559   .1194168    -1.56   0.118    -.4207086 .0473967
        head |   .1962927   .0681644     2.88   0.004      .062693 .3298924
      female |  -.5252398   .0650417    -8.08   0.000    -.6527192 
-.3977604
      mature |  -.6090215   .0710077    -8.58   0.000     -.748194 
-.4698491
     estrato |  -.0574289   .0336078    -1.71   0.087     -.123299 .0084412
   yearseduc |   .0003043    .007951     0.04   0.969    -.0152794 .0158879
     married |  -.1543224   .0653988    -2.36   0.018    -.2825018 
-.0261431
      hkids6 |   .0050739   .0307985     0.16   0.869    -.0552901 .0654378
       _cons |  -1.966727    .118218   -16.64   0.000     -2.19843 
-1.735024
-------------+----------------------------------------------------------------
       /ln_p |   .4512306   .0325004    13.88   0.000     .3875309 .5149303
     /ln_the |   .4263246   .0761754     5.60   0.000     .2770237 .5756256
-------------+----------------------------------------------------------------
           p |   1.570243   .0510336                      1.473338 1.673522
         1/p |    .636844   .0206977                      .5975422 .6787307
       theta |   1.531618   .1166715                      1.319198 1.778243
------------------------------------------------------------------------------

.

Thanks a lot!

Monica L.




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