[Limdep Nlogit List] LR test in ordered probits with weights

Andreas Drichoutis adrihout at aua.gr
Thu Apr 30 00:36:33 EST 2009

Dear all,


Is it valid to use a likelihood ratio test after estimation of nested
ordered probits when using probability weights? I was warned that the
likelihood after a weighted estimation is not a true likelihood. If this is
true, then are goodness of fit measures (like pseudo r-squared and AIC)
valid for comparing between non-nested models?

Can anyone advice on other alternatives?



Andreas Drichoutis

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