Re: SV: st: how have stata perform and report a likelihood-ratio test after running biprobit

[Nick Cox <njcoxstata@gmail.com>]

I was aware of your original post. It fails to satisfy my criteria: no  
one is enabled to reproduce your results. Nothing in your latest  
changes that.

Nick

On 18 Dec 2012, at 15:25, <Xing.Liu@naturvardsverket.se> wrote:

> Hello Nick,
>
> Please refer to my original post. I just would like to know how to  
> have stata to perfom likelihood ratio test after biprobit.
>
> Below is the original question.
>
> "I noticed that sometimes stata reports Wald test for rho=0 below  
> the table after running biprobit, sometimes it reports likelihood- 
> ratio test below the table after running biprobit.
> (I used work computer with stata IC 12.1) / school computer 1 with  
> stata 11 / school computer 2 with stata 12, and received different  
> report, that is when I noticed this. )
>
> I am wondering how to have stata perform likelihood ratio testafter  
> biprobit when it chooses to perform Wald test?
>
> I tried the "noskip" option that says in stata help for biprobit,  
> however stata still reports Wald test instead likelihood ratio test.
>
> Thanks a lot for your help and patience in advance,"
>
> Best regards,
>
> Xing
>
>
> -----Ursprungligt meddelande-----
> Från: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@h 
> sphsun2.harvard.edu] För Nick Cox
> Skickat: den 18 december 2012 16:14
> Till: statalist@hsphsun2.harvard.edu
> Ämne: Re: st: how have stata perform and report a likelihood-ratio t 
> est after running biprobit
>
> Referring to "another computer" or what you "read somewhere" is not  
> informative.
>
> You need a report of the following kind
>
> 1. Data we can see or use or download to check what you did.
>
> 2. Precisely which Stata was used.
>
> 3. Precise results that differ.
>
> Note that upgrades of Stata sometimes withdraw functionality  
> previously implemented if theoretical arguments and/or extensive  
> simulation testing lead StataCorp to believe that some detail in the  
> previous code was a bad idea.
>
> Nick
>
> On Tue, Dec 18, 2012 at 3:04 PM,  <Xing.Liu@naturvardsverket.se>  
> wrote:
>
> > Thanks for your quick relpy. But however, when I run the exactly  
> > same model (BIPROBIT), using the exactly same data on another  
> > computer, it does give me likelihood ratio test. And I read  
> > somewhere that likelihood ratio test is better since Wald test  
> > requires large sample size but I only have around 300.
> >
> > And Wald test gives that rho is not significantly different from  
> > zero, and likelihood ratio test gives that rho is significant  
> > different from zero. I thought I should trust the likelihood ratio  
> > test.
>
> Maarten Buis
>
> > You should not do so, as it typically means that the likelihood  
> > ratio test is not appropriate in that situation, see:
> > <http://www.stata.com/support/faqs/statistics/likelihood-ratio-test/>
>
> On Tue, Dec 18, 2012 at 12:53 PM,  <Xing.Liu@naturvardsverket.se>  
> wrote:
> > > I noticed that sometimes stata reports Wald test for rho=0 below  
> > > the table after running biprobit, sometimes it reports likelihood- 
> > > ratio test below the table after running biprobit.
> > > I am wondering how to have stata perform likelihood ratio  
> > > testafter biprobit when it chooses to perform Wald test?
>
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