Dear all,
I am implenting a Stochastic Frontier Anlysis with a program not written by myself. To compare different model specifications I would like to use a Vuong test for nonnested models.
To implement this test I need to calculate the individual log likelihoods of the models. It should be possible to change the program code to save the ml values calculated in a variable. However, I am quite new to stata and I am therefore not quite sure how to do this.
I would very much appreciate your help.
Regards,
Katharina
I am implenting a Stochastic Frontier Anlysis with a program not written by myself. To compare different model specifications I would like to use a Vuong test for nonnested models.
To implement this test I need to calculate the individual log likelihoods of the models. It should be possible to change the program code to save the ml values calculated in a variable. However, I am quite new to stata and I am therefore not quite sure how to do this.
I would very much appreciate your help.
Regards,
Katharina
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