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  • Literature reference for rho and LR-test in xtlogit, re

    Hi everyone,

    I am looking for a "citeable" literature for the likelihood-ratio test of rho presented "xtlogit — Fixed-effects, random-effects, and population-averaged logit models", page 9:

    When rho is zero, the panel-level variance component is unimportant, and the panel estimator is no different from the pooled estimator. A likelihood-ratio test of this is included at the bottom of the output.
    I find that this question was asked (https://www.stata.com/statalist/arch.../msg00163.html), but there hasn't been answered yet.

    I would really appreciate all the help I can get.

    Best regards
    --------------------
    (Stata 15.1 MP)
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