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st: Testing model improvement for intreg, cluster?


From   Bart Vanneste <[email protected]>
To   [email protected], <[email protected]>
Subject   st: Testing model improvement for intreg, cluster?
Date   Wed, 21 Dec 2005 19:10:10 +0100

Dear,

How can I test the significance in model improvement for model 2
versus model 1 when using ML estimation on clustered data?

For both models I am using interval regression (intreg) with the
option "cluster". Since the likelihood ratio test is not valid with
the option cluster (see
http://www.stata.com/support/faqs/stat/lrtest.html), I need a
different test to assess the improvement in goodness of fit.

A Wald chi2 statistics is reported for the model goodness of fit, but
I do not know whether that can be used for comparison across models.

Many thanks,
Bart Vanneste
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