Lrtest

[Tommaso Salvitti]

with lrtest it is possible to compare only two models at a time. Is this correct?

[Felix Bittmann]

It depends on what you want to achieve. The documentation lists this example:

    . webuse vote, clear
    . logit vote age moinc dependents
    . estimates store All
    . logit vote age moinc dependents if county==1
    . estimates store A1
    . logit vote age moinc dependents if county==2
    . estimates store A2
    . logit vote age moinc dependents if county==3
    . estimates store A3
    . lrtest (All) (A1 A2 A3), df(7)

[Tommaso Salvitti]

only if adding independent variables or interactions improves or worsens the model

[Tommaso Salvitti]

thanks A lot