Dear all,
I have a basic query about -test- with robust-cluster models.
I want to compare two models:
(1)
xi: logistic depvar i.x1 i.x2, robust cluster(i)
(2)
xi: logistic depvar i.x1 i.x2 i.x1*i.x2, robust cluster(i)
I gather from the list and manuals that I can't use lrtest to compare
these models and that I should consider -test-. My first question is
therefore, can -test- compare the fit of two models like this, in the
way that lrtest can for models with no robust option specified.
If so, my second question relates to the syntax because the manuals seem
to suggest that there are 4 different ways of writing the syntax and I
can't decipher which is appropriate to carry out the operation as
described above. If this has been covered in the list already (I'm
afraid I couldn't find it if it has) could someone refer me to the note
in question. And if it hasn't, any help would be much appreciated.
best wishes
Jamie
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