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Re: st: Wald test limit?


From   Richard Williams <[email protected]>
To   [email protected], [email protected]
Subject   Re: st: Wald test limit?
Date   Tue, 05 Feb 2008 19:57:10 -0500

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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