Re: st: Wald test limit?

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 05:54 PM 2/5/2008, Keith Dear wrote:
> I see I misread Maarten's reply - he doesn't in fact think 256 is 
> one less than 262!  Apologies, Maarten, I must be getting dyslexic.
> But I still don't know why nbreg is fitting 262 parameters 
> (including _cons) but then apparently testing only 256 of them. In 
> the end perhaps it doesn't matter much, as a test of the whole model 
> is not useful. But it is disconcerting, and having the df shown 
> correctly at the top IS useful in comparing models.
> Keith
How about tossing a few more variables in - and see if the d.f. stays 
at 256?  That would indicate whether there actually is a limit you 
are running up against.


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Richard Williams, Notre Dame Dept of Sociology
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