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st: Lrtest and lrdrop1


From   Garry Anderson <g.anderson@unimelb.edu.au>
To   statalist@hsphsun2.harvard.edu
Subject   st: Lrtest and lrdrop1
Date   Wed, 02 Feb 2011 20:19:21 +1100

Dear Statalist,

I am enquiring if there is a single command that does the same job as
the SSC command -lrdrop1-. The -lrdrop1- command was written in 1999 and
does not work with later versions of Stata. It computed a likelihood
ratio test for every variable contained in an estimation command, and
took into account variables of the form i.variable and tested them on
(k-1) df. The likelihood ratio p-value for each variable adjusted for
all other variables in the model.

-nestreg , lr- does not support factor variables and it seems that it is
sequential in nature, rather than simultaneously adjusing for other
variables in the estimation command.

-stepwise , lr- does not support factor variables

-lrtest- requires several commands, with more commands required when
there are more variables in the model.

Kind regards, Garry

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