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Re: st: Can I control the output of --test--?
At 05:11 AM 6/1/2007, [email protected] wrote:
Hi there,
According to stata/help, the command --test-- perform a Wald test, but
outputs the F-statistic rather than the (related) Wald-statistic. Is there
a way to fix that? (and if not, why?)
I have also noticed a difference between the output of --test-- following a
call to --reg-- and a call to --logit--. A call to --logit-- outputs a chi2
(the Wald-statistic) while a call to --reg-- outputs an F.
Is there a simple way to output chi2 after a call to --reg-- and --test-- ?
You could use the glm command instead, e.g.
. sysuse auto, clear
(1978 Automobile Data)
. quietly glm price mpg foreign
. test mpg foreign
( 1) [price]mpg = 0
( 2) [price]foreign = 0
chi2( 2) = 28.14
Prob > chi2 = 0.0000
Or, you might consider using nestreg with the lr option, and/or the
lrtest command, e.g.
. sysuse auto
(1978 Automobile Data)
. nestreg, lr store(m) quietly: reg price mpg foreign weight
Block 1: mpg
Block 2: foreign
Block 3: weight
+----------------------------------------------------------------+
| Block | LL LR df Pr > LR AIC BIC |
|-------+--------------------------------------------------------|
| 1 | -686.5396 18.35 1 0.0000 1377.079 1381.687 |
| 2 | -683.36 6.36 1 0.0117 1372.72 1379.632 |
| 3 | -670.099 26.52 1 0.0000 1348.198 1357.414 |
+----------------------------------------------------------------+
. lrtest m1 m3, stats
Likelihood-ratio test LR chi2(2) = 32.88
(Assumption: m1 nested in m3) Prob > chi2 = 0.0000
------------------------------------------------------------------------------
Model | Obs ll(null) ll(model) df AIC BIC
-------------+----------------------------------------------------------------
m1 | 74 -695.7129 -686.5396 2 1377.079 1381.687
m3 | 74 -695.7129 -670.099 4 1348.198 1357.414
------------------------------------------------------------------------------
The latter gives a likelihood ratio test of whether the effects of
foreign and/or weight differ from 0.
------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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