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Re: st:

From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st:
Date   Fri, 25 Mar 2005 19:08:04 -0500

At 05:24 PM 3/25/2005 -0600, Jeff Pitblado, StataCorp LP wrote:
This restriction was added when Stata 8.1 was released (01jul2003).  It was
added to prevent -ml- from producing an invalid likelihood ratio test, given
its theoretical requirements and the possibility for boundary conditions
imposed by constraints (see the discussion of the likelihood ratio test for
alpha=0 in [R] nbreg).

We considered it safer to produce the Wald test when constraints are supplied
than try to recover from all the possible cases where the standard likelihood
ratio test is not applicable.

As Richard points out, you can still use the -lrtest- command to produce a
likelihood ratio test.
Interesting! Thanks much. I tried setting version to 8.0, but alas, I still got the Wald test. There are options for forcing a Wald test even when a LR test is possible -- perhaps the same could be added for those who are willing to take the risk with an LR test?

Richard Williams, Notre Dame Dept of Sociology
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