Tuesday, March 14, 2006

RE: st: Wald Chi-Square in Logistic with Cluster Option

Thank you, Clive, for helping me to understand the above subject. Luckily, my results did not show incomplete model diagnostics.

Daniel Indro

**Are you using a svy estimator or did you specify the cluster() option?**

The VCE you have just estimated is not of sufficient rank to perform the model test. As discussed in [R] test, the model test with clustered or survey data is distributed as F(k,d-k+1) or chi2(k) where k is the number of constraints and d=number of clusters or d=number of PSU's minus the number of strata. Since the rank of the VCE is at most d and the model test reserves one degree of freedom for the constant, at most d-1 constraints can be tested, so k must be less than d. The model that you just fit does not meet this requirement.

Hope that helps.

CLIVE NICHOLAS |t: 0(044)7903 397793 Politics |e: clive.nicholas@ncl.ac.uk Newcastle University |http://www.ncl.ac.uk/geps

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