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Re: st: Lrtest and lrdrop1


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Lrtest and lrdrop1
Date   Thu, 03 Feb 2011 10:30:23 -0500

Unless I am missing something, lrdrop1 seems to work fine with later versions of Stata, it just doesn't work with factor variables. You need to create the dummies yourself, but that is easy to do. I am sure there are many user-written commands that still work and are still very useful but they won't support all the latest features of Stata. In the case of post-estimation commands like lrdrop1, you sometime need to run the estimation command under version control, since the internally stored results will otherwise be different from what the post-estimation command was written for and is expecting. e.g. something like

version 8: ologit y x1 x2 x3
post_estimation_command...


At 04:19 AM 2/2/2011, Garry Anderson wrote:
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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Richard Williams, Notre Dame Dept of Sociology
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