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From | Christoph Rheinberger <chrisrh@ymail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: cmp and Vuong test |
Date | Wed, 14 Nov 2012 11:24:50 +0100 |
Thanks Arne,After updating -cmp- from SCC, I am now able to use the cmp command "predict XXX, lnl" as outlined by David. However, for right censored data points the command does not yield observation-level log likelihoods. Even when I try a simple interval regression:
cmp (WTP: low_bid high_bid = X1 X2 X3), ind($cmp_int). Is there a remedy? Chris@Nick Cox: "Chris Rh" is willing to learn from the kind advices of Master Cox
Am 02.11.2012 09:37, schrieb Chris Rh:
David, thanks for the advice.Unfortunately, Stata keeps telling me that "option lnl not allowed" although our model seems pretty standard: cmp (RISK: risk= X1 X2 X3 Z1 Z2) (WTP: low_bid high_bid = X1 X2 X3), ind($cmp_oprobit $cmp_int) This is all the more puzzling because I can estimate the scores (predict XXX, score), thus the likelihood must be stored somewhere. Also, I shall mention that you don't list lnl as a valid option for predict in the --cmp help file. Can you give me any other hint how to retrieve the observation-level ll?Thanks, Chris Am 02.11.2012 04:15, schrieb David Roodman (droodman@cgdev.org):You need the observation-level log likelihoods? You can get them post-estimation by typing "predict XXX, lnl" where XXX is the name of a new variable.--David -----Original Message-----From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]Sent: Thursday, November 01, 2012 2:33 PM To: statalist-digest@hsphsun2.harvard.edu Subject: st: cmp and Vuong test Dear all,we have fitted a limited dependent variable model using David Roodman's cmp command and want to do a Vuong test (Vuong, Ectrica 1989) for model selection. Is there a way to save the individual likelihoods when running cmp models? If not how can we extract the individual likelihoods?Thanks Chris * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/