SHAZAM Community
Ask Your Question

Hypothesis Tests with pooled regression

asked 2013-04-17 22:39:20 +0000

geof gravatar image

I am trying to conduct a joint hypothesis test on parameters from a pooled regression (with PCSE and AR1 correction). One regression is restricted to have fewer variables (i.e. some Betas set = 0). The log likelihood function for the the restricted model is larger than the restricted model. The unrestricted model has 2 vectors of explanatory variables X1 and X2 and the restriced model just has vector X1. Shouldn't the log likelihood of the unrestricted model be larger? What am I missing here?

edit retag flag offensive close merge delete

1 answer

Sort by ยป oldest newest most voted

answered 2013-08-08 05:07:18 +0000

An unrestricted model should have a higher LLF than the restricted model in this circumstance.

Can you post the model and data so we can look closer at this? It is likely a problem with the structure of the model or the data.

edit flag offensive delete link more
Login/Signup to Answer

Question Tools


Asked: 2013-04-17 22:39:20 +0000

Seen: 564 times

Last updated: Aug 08 '13