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fin0
2010 Dec 06
1
waldtest and nested models - poolability (parameter stability)
...can help me making waldtest recognize the nesting.
Here's the lines I run:
(BTW, I try to use robust standard errors because what I normally use
(glm.binomial.disp) to correct for overdispersion does not converge for the
unpooled model. But this is another story....)
# poolability for leva.fin03.d
# pooled model
inv.log.leva.base = glm(mix.au.bin ~ cat.gap.tot + leva.fin03.d + ... +
sud0nord1, data = inv.sub.au, family = binomial, maxit = 1000) # I deleted
almost all variables to make the line more readable
# overdispersed pooled model - NOT THE PROBLEM NOW
inv.log.leva.base.disp = glm....