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RE: st: Wald Chi-Square in Logistic with Cluster Option


From   "Indro, Daniel" <dci1@gv.psu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Wald Chi-Square in Logistic with Cluster Option
Date   Tue, 14 Mar 2006 20:14:01 -0500

Thank you, Clive, for helping me to understand the above subject.
Luckily, my results did not show incomplete model diagnostics.  

Daniel Indro  


**Are you using a svy estimator or did you specify the cluster()
option?**

The VCE you have just estimated is not of sufficient rank to perform the
model test. As discussed in [R] test, the model test with clustered or
survey data is distributed as F(k,d-k+1) or chi2(k) where k is the
number
of constraints and d=number of clusters or d=number of PSU's minus the
number of strata. Since the rank of the VCE is at most d and the model
test reserves one degree of freedom for the constant, at most d-1
constraints can be tested, so k must be less than d. The model that you
just fit does not meet this requirement.

Hope that helps.

CLIVE NICHOLAS        |t: 0(044)7903 397793
Politics              |e: clive.nicholas@ncl.ac.uk
Newcastle University  |http://www.ncl.ac.uk/geps

Whereever you go and whatever you do, just remember this. No matter how
many like you, admire you, love you or adore you, the number of people
turning up to your funeral will be largely determined by local weather
conditions.

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