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st: model selection tests in dynamic panel

From   Sriram Narayanan <>
Subject   st: model selection tests in dynamic panel
Date   Mon, 1 Nov 2010 13:07:31 -0700 (PDT)

I am trying to estimate a model using the xtdpdsys command. I would ideally like 
to do some nested model comparisons since I have some hypothesis revolving 
around the interaction effects. I guess doing the LR test in this case may not 
be possible since there is no log-likelihood number. However, I was wondering if 
it is reasonable to do a chi-square difference test in this context to compare 
nested models? If some of the group members have insight on this, I would be 
very grateful.




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