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  • Vuong Test or how to save individual loglikelihoods

    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

  • #2
    I actually found a way to do it myself!

    Cheers!

    Comment


    • #3
      It'd really help other readers potentially interested in this topic if you were to "close the thread", i.e. to succinctly explain what your solution is. (Please see the Forum FAQ about this.) thanks.

      Comment


      • #4
        I am so sorry...

        Here is my code:

        quietly replace likesave = `lnlsub'

        where 'lnlsub' is the individual likelihood contribution.

        Comment


        • #5
          Dear all,
          I want to test which of the models is suitable for my case study. my model is the following y = transfer of money (we have a lot of zero because there are many pesons that send money) my explanatory variables are the means of transfers, income ...
          I used two models the first is the Hurdel model using twopm stata command is the second is a model of Heckman.
          I want to know which one is suitable for my study using the Vuong test. I do not know the procedure of this test on stata

          I would very much appreciate your help.

          Regards,

          Comment

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