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From | "Martin Weiss" <martin.weiss1@gmx.de> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: AW: lrtest of nested logistic models with vce(cluster) specified |
Date | Sat, 6 Mar 2010 16:29:05 +0100 |
<> You can -force- the thing, at your own peril: ************* webuse union, clear logit union age grade not_smsa south##c.year, vce(cluster id) est sto a logit union age black grade not_smsa south##c.year, vce(cluster id) est sto b lrtest b a, force ************* Cameron and Trivedi, 2009, have an example on their page 401/402. (1st ed.: http://www.stata-press.com/books/mus.html) HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Lily Yor Gesendet: Samstag, 6. März 2010 00:03 An: statalist@hsphsun2.harvard.edu Betreff: st: lrtest of nested logistic models with vce(cluster) specified Hi, I have two nested binary logistic regression models, both of which have vce(cluster) specified to account for intraclass clustering at the classroom level. For example, my Stata commands look like this in simplified form: logit [dep var] [ind_var1], vce(cluster class_id) est store A logit [dep var] [ind_var1 ind_var2], vce(cluster class_id) est store B I would like to test whether model B fits the data significantly better than model A, so I ran the lrtest, but Stata gives me this error: . lrtest A LR test likely invalid for models with robust vce How do I test the fit of these nested models if I cannot use lrtest? I found a similar question posted by another user earlier in the archives but it was never answered. I would much appreciate any and all tips. Best, Lily * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/