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Re: st: xtnbreg - robusteness check and model relevance


From   Mário Marques <mmarques@eeg.uminho.pt>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtnbreg - robusteness check and model relevance
Date   Thu, 17 Jan 2013 20:13:24 +0000

Dear André,

Many thanks for the advise.

Regards,
Mário

2013/1/17 André Ferreira Coelho <andre.f.coelho2011@novasbe.pt>:
> Dear Mário,
>
> At a first sight I cannot see nothing against performing a simple LR test
> since your first model is nested in the second model.
>
> Or, you can simply look to the log likelihood function to conclude that
> including
> the time controls does indeed improve the fit of you model (the LL value
> is higher
> as it is the Wald test statistic).
>
> Best,
>
> Andre
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-- 
Mário Marques
University of Minho
School of Economics and Management
Campus de Gualtar
4710-057 Braga
Portugal

Tel: +351 253 604100 (ext. 5589)
Email: mmarques@eeg.uminho.pt

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