Hi, I am looking to run a Vuong test to compare model specification after using the -frontier command. This requires to extract individual log likelihoods. I cannot find a straight way of computing them. Does anybody have an advice about how to compute them after -frontier?
thanks,
Matías
Related Posts with individual log likelihoods using -frontier for Vuong test
Generating an indicator variable to denote the highest value from a set of variables in an observationI am working with a dataset from a poll of registered voters. For each observation (one voter), resp…
predictnl after reghdfeHello, I am using Stata 17 with predictnl version 1.8.2 and reghdfe version 6.12.2. I try to estim…
Turning three variables into one based on year. Code included Code: * Example generated by -dataex-. For more info, type help dataex clear input double hhid int …
svy: logit goodness-of-fit tests (subpopulation)Hi, how can I use stat gof if I need to keep subpop to keep the correct estimation of variances and …
Moran scatter plot for different periodsHi, I have panel data from 1990-2017. I can use spatwmat command to create a weight matrix. And spa…
Subscribe to:
Post Comments (Atom)
0 Response to individual log likelihoods using -frontier for Vuong test
Post a Comment