Stata: Data Analysis and Statistical Software

My apologies, and thank you so much for both the tip and taking the
time to explain the process.

On Fri, Mar 4, 2011 at 7:44 AM, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
> --- On Fri, 4/3/11, David Quinn wrote:
>> I know to do a LR test, you have to compare constrained and
>> unconstrained models.  I'm used to doing this with typical
>> OLS and logit regressions, though, where the constraints
>> are something different. So, for clarification purposes:
>> you will always set rho to 0 for the constrained model when
>> doing a LR test using heckprob, biprobit, etc.?
>
> No, what I use for the constrained model depends on the
> hypothesis I want to test. This has nothing to do with whether
> I estimated a linear regression, logit, heckprob, or whatever
> other model one can think of. So the first step is to determine
> your null hypothesis, than you figure out what the constraint
> is that is implied in that hypothesis, and that will be your
> constrained model. I thought that you wanted to test whether
> the error terms of both equations are independent, which means
> that the correlation between these error terms is 0, so I
> used that for my restricted model. If you had a hypothesis that
> stated that the correlation should be .2, then you should set
> atanhrho_12 to `= atanh(.2)'. I cannot tell you what your
> null-hypothesis should be, that is your job.
>
> -- Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
> *
> *   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/