use alcohol2, clear /* Table 8.1 pg 282 */ *table of sample observations with exponentiated variables preserve replace alc1 = exp(alc1) replace alc2 = exp(alc2) replace alc3 = exp(alc3) replace peer1 = exp(peer1) replace peer2 = exp(peer2) replace peer3 = exp(peer3) format alc1-alc3 %4.2f list if inlist(id, 18, 21, 236, 335, 353, 555, 850, 883, 974, 1012) +------------------------------------------------------------+ | id female alc1 alc2 alc3 peer1 peer2 peer3 | |------------------------------------------------------------| 18. | 18 0 1.00 1.33 2.00 3 2 2 | 21. | 21 0 2.00 1.00 1.33 1 5 5 | 236. | 236 0 3.33 4.33 4.33 2 1 4 | 335. | 335 0 1.00 1.33 1.67 1 2 1 | 353. | 353 0 2.00 2.00 1.67 1 1 2 | |------------------------------------------------------------| 555. | 555 1 2.67 2.33 1.67 2 3 1 | 850. | 850 1 1.33 1.67 1.33 3 1 2 | 883. | 883 1 3.00 2.67 3.33 4 5 1 | 974. | 974 1 1.00 1.67 2.67 1 5 6 | 1012. | 1012 1 1.00 1.67 2.33 1 2 4 | +------------------------------------------------------------+ *get back to log values replace alc1 = log(alc1) replace alc2 = log(alc2) replace alc3 = log(alc3) replace peer1 =log(peer1) replace peer2 = log(peer2) replace peer3 = log(peer3) *tables of means and covariances tabstat female alc1-alc3 peer1-peer3, columns(statistics) variable | mean -------------+---------- female | .6122995 alc1 | .2250666 alc2 | .2541351 alc3 | .287923 peer1 | .1771944 peer2 | .2904569 peer3 | .3470381 ------------------------ corr female alc1-alc3 peer1-peer3, cov | female alc1 alc2 alc3 peer1 peer2 peer3 -------------+--------------------------------------------------------------- female | .237601 alc1 | -.008431 .135587 alc2 | -.012693 .077753 .155281 alc3 | -.004875 .065265 .081864 .180759 peer1 | -.008513 .06587 .044797 .039882 .173992 peer2 | -.022059 .064049 .096479 .06581 .071582 .261902 peer3 | -.023753 .060082 .074331 .13197 .070713 .111806 .289012 /* Table 8.2 Selected Latent Growth Models pg 289 */ *model A sem (alc1 <- Intercept@1 Slope@0 _cons@0) /// (alc2 <- Intercept@1 Slope@0.75 _cons@0) /// (alc3 <- Intercept@1 Slope@1.75 _cons@0), /// var(e.alc1 e.alc2 e.alc3) /// means(Intercept Slope) Endogenous variables Measurement: alc1 alc2 alc3 Exogenous variables Latent: Intercept Slope Fitting target model: Iteration 0: log likelihood = -1296.0147 Iteration 1: log likelihood = -1293.4055 Iteration 2: log likelihood = -1280.8849 Iteration 3: log likelihood = -1280.8537 Iteration 4: log likelihood = -1280.8537 Structural equation model Number of obs = 1122 Estimation method = ml Log likelihood = -1280.8537 ( 1) [alc1]Intercept = 1 ( 2) [alc2]Intercept = 1 ( 3) [alc2]Slope = .75 ( 4) [alc3]Intercept = 1 ( 5) [alc3]Slope = 1.75 ( 6) [alc1]_cons = 0 ( 7) [alc2]_cons = 0 ( 8) [alc3]_cons = 0 ------------------------------------------------------------------------------ | OIM | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- Measurement | alc1 <- | Intercept | 1 (constrained) _cons | 0 (constrained) -----------+---------------------------------------------------------------- alc2 <- | Intercept | 1 (constrained) Slope | .75 (constrained) _cons | 0 (constrained) -----------+---------------------------------------------------------------- alc3 <- | Intercept | 1 (constrained) Slope | 1.75 (constrained) _cons | 0 (constrained) -------------+---------------------------------------------------------------- Mean | Intercept | .2256248 .0106901 21.11 0.000 .2046726 .2465771 Slope | .0359778 .0073456 4.90 0.000 .0215808 .0503749 -------------+---------------------------------------------------------------- Variance | e.alc1 | .0484275 .006414 .0373555 .0627812 e.alc2 | .0757024 .0044396 .0674823 .0849237 e.alc3 | .0766982 .009889 .0595713 .0987492 Intercept | .0870391 .0071037 .0741727 .1021374 Slope | .0197635 .0052081 .0117911 .0331265 -------------+---------------------------------------------------------------- Covariance | Intercept | Slope | -.0124755 .0045745 -2.73 0.006 -.0214413 -.0035098 ------------------------------------------------------------------------------ LR test of model vs. saturated: chi2(1) = 0.05, Prob > chi2 = 0.8262 *model B sem (alc1 <- Intercept@1 Slope@0 _cons@0) /// (alc2 <- Intercept@1 Slope@0.75 _cons@0) /// (alc3 <- Intercept@1 Slope@1.75 _cons@0) /// (Intercept <- Female _cons) /// (Slope <- Female _cons) /// (female <- Female@1 _cons@0), /// var(e.alc1 e.alc2 e.alc3 e.female@0) /// cov(e.Intercept*e.Slope) Endogenous variables Measurement: alc1 alc2 alc3 female Latent: Intercept Slope Exogenous variables Latent: Female Fitting target model: Iteration 0: log likelihood = -3330.1757 Iteration 1: log likelihood = -3131.5527 Iteration 2: log likelihood = -2694.4751 Iteration 3: log likelihood = -2602.5849 Iteration 4: log likelihood = -2595.833 Iteration 5: log likelihood = -2595.8024 Iteration 6: log likelihood = -2595.8024 Structural equation model Number of obs = 1122 Estimation method = ml Log likelihood = -2595.8024 ( 1) [alc1]Intercept = 1 ( 2) [alc2]Intercept = 1 ( 3) [alc2]Slope = .75 ( 4) [alc3]Intercept = 1 ( 5) [alc3]Slope = 1.75 ( 6) [female]Female = 1 ( 7) [var(e.female)]_cons = 0 ( 8) [alc1]_cons = 0 ( 9) [alc2]_cons = 0 (10) [alc3]_cons = 0 (11) [female]_cons = 0 ------------------------------------------------------------------------------ | OIM | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- Structural | Inter~t <- | Female | -.0419189 .0219193 -1.91 0.056 -.0848799 .0010421 _cons | .2512966 .0171494 14.65 0.000 .2176843 .2849089 -----------+---------------------------------------------------------------- Slope <- | Female | .0078759 .0150842 0.52 0.602 -.0216885 .0374404 _cons | .0311545 .0118017 2.64 0.008 .0080235 .0542855 -------------+---------------------------------------------------------------- Measurement | alc1 <- | Intercept | 1 (constrained) _cons | 0 (constrained) -----------+---------------------------------------------------------------- alc2 <- | Intercept | 1 (constrained) Slope | .75 (constrained) _cons | 0 (constrained) -----------+---------------------------------------------------------------- alc3 <- | Intercept | 1 (constrained) Slope | 1.75 (constrained) _cons | 0 (constrained) -----------+---------------------------------------------------------------- female <- | Female | 1 (constrained) _cons | 0 (constrained) -------------+---------------------------------------------------------------- Variance | e.alc1 | .0488516 .0064142 .0377674 .0631889 e.alc2 | .0754942 .0044315 .0672897 .0846991 e.alc3 | .0770778 .0098952 .0599311 .0991303 e.female | 0 (constrained) e.Interc~t | .086326 .0070813 .0735051 .1013832 e.Slope | .0194839 .0052097 .0115366 .0329058 Female | .6122994 .0258513 .5636715 .6651224 -------------+---------------------------------------------------------------- Covariance | e.Interc~t | e.Slope | -.0121602 .004569 -2.66 0.008 -.0211153 -.003205 ------------------------------------------------------------------------------ LR test of model vs. saturated: chi2(3) = 1064.66, Prob > chi2 = 0.0000 *model C sem (alc1 <- Intercept@1 Slope@0 _cons@0) /// (alc2 <- Intercept@1 Slope@0.75 _cons@0) /// (alc3 <- Intercept@1 Slope@1.75 _cons@0) /// (Intercept <- Female _cons) /// (Slope <- _cons) /// (female <- Female@1 _cons@0), /// var(e.alc1 e.alc2 e.alc3 e.female@0) /// cov(e.Intercept*e.Slope) Measurement: alc1 alc2 alc3 female Latent: Intercept Slope Exogenous variables Latent: Female Fitting target model: Iteration 0: log likelihood = -3337.9641 Iteration 1: log likelihood = -3176.6645 Iteration 2: log likelihood = -2702.2814 Iteration 3: log likelihood = -2603.6412 Iteration 4: log likelihood = -2595.9756 Iteration 5: log likelihood = -2595.9387 Iteration 6: log likelihood = -2595.9387 Structural equation model Number of obs = 1122 Estimation method = ml Log likelihood = -2595.9387 ( 1) [alc1]Intercept = 1 ( 2) [alc2]Intercept = 1 ( 3) [alc2]Slope = .75 ( 4) [alc3]Intercept = 1 ( 5) [alc3]Slope = 1.75 ( 6) [female]Female = 1 ( 7) [var(e.female)]_cons = 0 ( 8) [alc1]_cons = 0 ( 9) [alc2]_cons = 0 (10) [alc3]_cons = 0 (11) [female]_cons = 0 ------------------------------------------------------------------------------ | OIM | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- Structural | Inter~t <- | Female | -.0366032 .0194139 -1.89 0.059 -.0746537 .0014473 _cons | .2480412 .0159772 15.52 0.000 .2167265 .2793559 -----------+---------------------------------------------------------------- Slope <- | _cons | .0359778 .0073456 4.90 0.000 .0215808 .0503749 -------------+---------------------------------------------------------------- Measurement | alc1 <- | Intercept | 1 (constrained) _cons | 0 (constrained) -----------+---------------------------------------------------------------- alc2 <- | Intercept | 1 (constrained) Slope | .75 (constrained) _cons | 0 (constrained) -----------+---------------------------------------------------------------- alc3 <- | Intercept | 1 (constrained) Slope | 1.75 (constrained) _cons | 0 (constrained) -----------+---------------------------------------------------------------- female <- | Female | 1 (constrained) _cons | 0 (constrained) -------------+---------------------------------------------------------------- Variance | e.alc1 | .0487978 .0064128 .0377172 .0631337 e.alc2 | .0754908 .0044314 .0672865 .0846955 e.alc3 | .077192 .0098948 .0600428 .0992392 e.female | 0 (constrained) e.Interc~t | .0863703 .0070832 .0735457 .1014311 e.Slope | .0194814 .0052098 .0115343 .0329042 Female | .6122995 .0258513 .5636716 .6651225 -------------+---------------------------------------------------------------- Covariance | e.Interc~t | e.Slope | -.0121897 .0045713 -2.67 0.008 -.0211492 -.0032301 ------------------------------------------------------------------------------ LR test of model vs. saturated: chi2(4) = 1064.94, Prob > chi2 = 0.0000 /* model D */ sem (alc1 <- Intercept@1 Slope@0 _cons@0) /// (alc2 <- Intercept@1 Slope@0.75 _cons@0) /// (alc3 <- Intercept@1 Slope@1.75 _cons@0) /// (peer1 <- Int_peer@1 Slope_peer@0 _cons@0) /// (peer2 <- Int_peer@1 Slope_peer@0.75 _cons@0) /// (peer3 <- Int_peer@1 Slope_peer@1.75 _cons@0) /// (Intercept <- Int_peer Slope_peer _cons) /// (Slope <- Int_peer Slope_peer _cons), /// var(e.alc1 e.alc2 e.alc3 /// e.peer1 e.peer2 e.peer3 /// (Int_peer, init(.1)) /// (Slope_peer, init(.1)) /// (e.Intercept, init(.1)) /// (e.Slope, init(.1))) /// cov(e.alc1*e.peer1 e.alc2*e.peer2 e.alc3*e.peer3 /// (e.Intercept*e.Slope, init(0)) /// (Int_peer*Slope_peer, init(0))) /// means((Int_peer, init(.2)) /// (Slope_peer, init(.1))) Endogenous variables Measurement: alc1 alc2 alc3 peer1 peer2 peer3 Latent: Intercept Slope Exogenous variables Latent: Int_peer Slope_peer Fitting target model: Iteration 0: log likelihood = -4015.0953 (not concave) Iteration 1: log likelihood = -3745.7065 (not concave) Iteration 2: log likelihood = -3397.2708 (not concave) Iteration 3: log likelihood = -3181.9038 (not concave) Iteration 4: log likelihood = -3083.7416 (not concave) Iteration 5: log likelihood = -3059.976 (not concave) Iteration 6: log likelihood = -3053.5296 (not concave) Iteration 7: log likelihood = -3047.9787 (not concave) Iteration 8: log likelihood = -3045.1081 (not concave) Iteration 9: log likelihood = -3044.4217 (not concave) Iteration 10: log likelihood = -3043.4394 (not concave) Iteration 11: log likelihood = -3042.7906 (not concave) Iteration 12: log likelihood = -3042.594 (not concave) Iteration 13: log likelihood = -3042.3991 (not concave) Iteration 14: log likelihood = -3041.6272 (not concave) Iteration 15: log likelihood = -3041.4459 (not concave) Iteration 16: log likelihood = -3041.3146 (not concave) Iteration 17: log likelihood = -3041.1982 (not concave) Iteration 18: log likelihood = -3041.0967 (not concave) Iteration 19: log likelihood = -3041.0223 (not concave) Iteration 20: log likelihood = -3040.9861 (not concave) Iteration 21: log likelihood = -3040.937 (not concave) Iteration 22: log likelihood = -3040.8773 (not concave) Iteration 23: log likelihood = -3040.8394 (not concave) Iteration 24: log likelihood = -3040.7997 (not concave) Iteration 25: log likelihood = -3039.9482 (not concave) Iteration 26: log likelihood = -3039.5666 (not concave) Iteration 27: log likelihood = -3039.2445 (not concave) Iteration 28: log likelihood = -3038.9911 (not concave) Iteration 29: log likelihood = -3038.865 (not concave) Iteration 30: log likelihood = -3038.7521 (not concave) Iteration 31: log likelihood = -3038.6483 (not concave) Iteration 32: log likelihood = -3038.5445 (not concave) Iteration 33: log likelihood = -3038.4473 (not concave) Iteration 34: log likelihood = -3038.3563 Iteration 35: log likelihood = -3037.8615 (backed up) Iteration 36: log likelihood = -3037.5189 (not concave) Iteration 37: log likelihood = -3037.4274 Iteration 38: log likelihood = -3037.3026 Iteration 39: log likelihood = -3037.2661 Iteration 40: log likelihood = -3037.2659 Structural equation model Number of obs = 1122 Estimation method = ml Log likelihood = -3037.2659 ( 1) [alc1]Intercept = 1 ( 2) [alc2]Intercept = 1 ( 3) [alc2]Slope = .75 ( 4) [alc3]Intercept = 1 ( 5) [alc3]Slope = 1.75 ( 6) [peer1]Int_peer = 1 ( 7) [peer2]Int_peer = 1 ( 8) [peer2]Slope_peer = .75 ( 9) [peer3]Int_peer = 1 (10) [peer3]Slope_peer = 1.75 (11) [alc1]_cons = 0 (12) [alc2]_cons = 0 (13) [alc3]_cons = 0 (14) [peer1]_cons = 0 (15) [peer2]_cons = 0 (16) [peer3]_cons = 0 -------------------------------------------------------------------------------- | OIM | Coef. Std. Err. z P>|z| [95% Conf. Interval] ---------------+---------------------------------------------------------------- Structural | Intercept <- | Int_peer | .7985657 .1026103 7.78 0.000 .5974533 .9996782 Slope_peer | .0804674 .1836251 0.44 0.661 -.2794312 .440366 _cons | .0666213 .0156694 4.25 0.000 .0359099 .0973327 -------------+---------------------------------------------------------------- Slope <- | Int_peer | -.1433222 .0760684 -1.88 0.060 -.2924134 .0057691 Slope_peer | .5766491 .1928544 2.99 0.003 .1986614 .9546368 _cons | .0083053 .0147289 0.56 0.573 -.0205628 .0371734 ---------------+---------------------------------------------------------------- Measurement | alc1 <- | Intercept | 1 (constrained) _cons | 0 (constrained) -------------+---------------------------------------------------------------- alc2 <- | Intercept | 1 (constrained) Slope | .75 (constrained) _cons | 0 (constrained) -------------+---------------------------------------------------------------- alc3 <- | Intercept | 1 (constrained) Slope | 1.75 (constrained) _cons | 0 (constrained) -------------+---------------------------------------------------------------- peer1 <- | Int_peer | 1 (constrained) _cons | 0 (constrained) -------------+---------------------------------------------------------------- peer2 <- | Int_peer | 1 (constrained) Slope_peer | .75 (constrained) _cons | 0 (constrained) -------------+---------------------------------------------------------------- peer3 <- | Int_peer | 1 (constrained) Slope_peer | 1.75 (constrained) _cons | 0 (constrained) ---------------+---------------------------------------------------------------- Mean | Int_peer | .1881742 .0119528 15.74 0.000 .1647472 .2116012 Slope_peer | .0961698 .009693 9.92 0.000 .0771718 .1151678 ---------------+---------------------------------------------------------------- Variance | e.alc1 | .0480378 .00636 .0370586 .0622699 e.alc2 | .0762157 .0044401 .0679916 .0854345 e.alc3 | .0762793 .0097553 .0593672 .0980092 e.peer1 | .1057856 .0108049 .0865936 .1292313 e.peer2 | .1712812 .0086887 .1550708 .1891862 e.peer3 | .1289566 .0176032 .0986848 .1685143 e.Intercept | .0421663 .0074642 .0298049 .0596545 e.Slope | .009219 .0054309 .0029056 .0292501 Int_peer | .0696854 .0103557 .0520773 .0932472 Slope_peer | .0284745 .0088588 .0154751 .0523935 ---------------+---------------------------------------------------------------- Covariance | e.alc1 | e.peer1 | .0109318 .0061648 1.77 0.076 -.0011509 .0230145 -------------+---------------------------------------------------------------- e.alc2 | e.peer2 | .0339993 .004642 7.32 0.000 .0249012 .0430973 -------------+---------------------------------------------------------------- e.alc3 | e.peer3 | .0374121 .0102133 3.66 0.000 .0173944 .0574298 -------------+---------------------------------------------------------------- e.Intercept | e.Slope | -.0063657 .0050972 -1.25 0.212 -.0163562 .0036247 -------------+---------------------------------------------------------------- Int_peer | Slope_peer | .0011757 .0070985 0.17 0.868 -.0127372 .0150885 -------------------------------------------------------------------------------- LR test of model vs. saturated: chi2(4) = 11.56, Prob > chi2 = 0.0210 *save model results for comparison to baseline model estimates store m1 *baseline model with 4 gamma parameters constrained equal to 0 sem (alc1 <- Intercept@1 Slope@0 _cons@0) /// (alc2 <- Intercept@1 Slope@0.75 _cons@0) /// (alc3 <- Intercept@1 Slope@1.75 _cons@0) /// (peer1 <- Int_peer@1 Slope_peer@0 _cons@0) /// (peer2 <- Int_peer@1 Slope_peer@0.75 _cons@0) /// (peer3 <- Int_peer@1 Slope_peer@1.75 _cons@0) /// (Intercept <- _cons) /// (Slope <- _cons), /// var(e.alc1 e.alc2 e.alc3 /// e.peer1 e.peer2 e.peer3 /// (Int_peer, init(.1)) /// (Slope_peer, init(.1)) /// (e.Intercept, init(.1)) /// (e.Slope, init(.1))) /// cov(e.alc1*e.peer1 e.alc2*e.peer2 e.alc3*e.peer3 /// (e.Intercept*e.Slope, init(0)) /// (Int_peer*Slope_peer, init(0))) /// means((Int_peer, init(.2)) /// (Slope_peer, init(.1))) Endogenous variables Measurement: alc1 alc2 alc3 peer1 peer2 peer3 Latent: Intercept Slope Exogenous variables Latent: Int_peer Slope_peer Fitting target model: Iteration 0: log likelihood = -4020.0749 (not concave) Iteration 1: log likelihood = -3853.4641 (not concave) Iteration 2: log likelihood = -3700.9751 (not concave) Iteration 3: log likelihood = -3485.2731 Iteration 4: log likelihood = -3342.0888 Iteration 5: log likelihood = -3215.7272 Iteration 6: log likelihood = -3203.1443 Iteration 7: log likelihood = -3202.8119 Iteration 8: log likelihood = -3202.8112 Iteration 9: log likelihood = -3202.8112 Structural equation model Number of obs = 1122 Estimation method = ml Log likelihood = -3202.8112 ( 1) [alc1]Intercept = 1 ( 2) [alc2]Intercept = 1 ( 3) [alc2]Slope = .75 ( 4) [alc3]Intercept = 1 ( 5) [alc3]Slope = 1.75 ( 6) [peer1]Int_peer = 1 ( 7) [peer2]Int_peer = 1 ( 8) [peer2]Slope_peer = .75 ( 9) [peer3]Int_peer = 1 (10) [peer3]Slope_peer = 1.75 (11) [alc1]_cons = 0 (12) [alc2]_cons = 0 (13) [alc3]_cons = 0 (14) [peer1]_cons = 0 (15) [peer2]_cons = 0 (16) [peer3]_cons = 0 -------------------------------------------------------------------------------- | OIM | Coef. Std. Err. z P>|z| [95% Conf. Interval] ---------------+---------------------------------------------------------------- Structural | Intercept <- | _cons | .2259628 .0104291 21.67 0.000 .2055221 .2464035 -------------+---------------------------------------------------------------- Slope <- | _cons | .037103 .0075926 4.89 0.000 .0222218 .0519841 ---------------+---------------------------------------------------------------- Measurement | alc1 <- | Intercept | 1 (constrained) _cons | 0 (constrained) -------------+---------------------------------------------------------------- alc2 <- | Intercept | 1 (constrained) Slope | .75 (constrained) _cons | 0 (constrained) -------------+---------------------------------------------------------------- alc3 <- | Intercept | 1 (constrained) Slope | 1.75 (constrained) _cons | 0 (constrained) -------------+---------------------------------------------------------------- peer1 <- | Int_peer | 1 (constrained) _cons | 0 (constrained) -------------+---------------------------------------------------------------- peer2 <- | Int_peer | 1 (constrained) Slope_peer | .75 (constrained) _cons | 0 (constrained) -------------+---------------------------------------------------------------- peer3 <- | Int_peer | 1 (constrained) Slope_peer | 1.75 (constrained) _cons | 0 (constrained) ---------------+---------------------------------------------------------------- Mean | Int_peer | .1875529 .0116206 16.14 0.000 .1647769 .2103288 Slope_peer | .0964748 .0099423 9.70 0.000 .0769883 .1159613 ---------------+---------------------------------------------------------------- Variance | e.alc1 | .0534991 .0064425 .0422516 .0677408 e.alc2 | .0839361 .0045462 .0754824 .0933366 e.alc3 | .0963529 .009856 .0788488 .1177429 e.peer1 | .117066 .0112152 .0970249 .1412466 e.peer2 | .1895692 .0095278 .1717854 .2091941 e.peer3 | .1621563 .018436 .1297653 .2026325 e.Intercept | .07613 .0068187 .0638729 .0907392 e.Slope | .0161068 .0047646 .0090202 .0287611 Int_peer | .0507773 .0101429 .0343273 .0751103 Slope_peer | .0198255 .0083772 .0086607 .0453834 ---------------+---------------------------------------------------------------- Covariance | e.alc1 | e.peer1 | .03488 .0041296 8.45 0.000 .0267862 .0429739 -------------+---------------------------------------------------------------- e.alc2 | e.peer2 | .0430589 .0054281 7.93 0.000 .0324199 .0536978 -------------+---------------------------------------------------------------- e.alc3 | e.peer3 | .0854598 .0065007 13.15 0.000 .0727187 .098201 -------------+---------------------------------------------------------------- e.Intercept | e.Slope | -.0161889 .0042923 -3.77 0.000 -.0246017 -.0077761 -------------+---------------------------------------------------------------- Int_peer | Slope_peer | -.0000703 .0065932 -0.01 0.991 -.0129928 .0128521 -------------------------------------------------------------------------------- LR test of model vs. saturated: chi2(8) = 342.65, Prob > chi2 = 0.0000 *likelihood ratio test of change in chi-square lrtest m1 . Likelihood-ratio test LR chi2(4) = 331.09 (Assumption: . nested in m1) Prob > chi2 = 0.0000