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Re: st: lrtest for nested model


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: lrtest for nested model
Date   Thu, 24 Oct 2013 15:26:49 +0200

On Thu, Oct 24, 2013 at 3:15 PM, Zenobia Hung wrote:
> I am having a problem with nested model. In doing a logistic
> regression, I want to store model1 and model2 to do a Likelihood ratio
> test lrtest.
>
> Full model: logit y x1 x2 x3 x4 x5 x6
>
> If H0: b1=b2, then what is my nested model(restricted model)?

*------------------ begin example ------------------
sysuse nlsw88, clear
logit union grade south
est store full

// method 1
constraint 1 grade = south
logit union grade south, constr(1)
est store constr1
lrtest full constr1

// method 2
gen grade_south = grade + south
logit union grade_south
est store constr2
lrtest full constr2
*------------------- end example -------------------
* (For more on examples I sent to the Statalist see:
* http://www.maartenbuis.nl/example_faq )

Also see: M.L. Buis (2012) "Stata tip 108: On adding and
constraining", The Stata Journal, 12(2), pp. 342-344.

Hope this helps,
Maarten




---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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