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Re: st: LRtest with robust standard error


From   Richard Williams <[email protected]>
To   [email protected], [email protected]
Subject   Re: st: LRtest with robust standard error
Date   Thu, 07 Apr 2005 14:17:23 -0500

At 01:05 PM 4/7/2005 +0200, Fran�ois Montagne wrote:

Statalisters,

I estimate an ordered probit model with robust standard errors adjusted
for clustering.
LRtest seems to be  not appropriate since Stata ask for "force" 'option.
How to explain it? What kind of alternatives is offered here?
I think a general rule is that, if Stata is reporting Wald chi-squares instead of LR chi-squares, then an LR test is at least questionable. (You'll also generally see Stata reporting log pseudo-likelihood rather than log likelihood.) In such situations, use the -test- command instead.


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Richard Williams, Notre Dame Dept of Sociology
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