Many thanks to Nick Cox, I was actually "on-course" using "makematrix" -
calculating for myself the AIC and Schwarz's Criterion -SC- and I got as
far as obtaining the AIC.
makematrix, from((-2*e(ll)+2*(e(df_m)+1)) rhs(X1 X2 X3) : logit lbw
I will work on the suggested solutions, many thanks again for your time.
Amani
-----Original Message-----
From: Nick Cox [mailto:[email protected]]
Sent: Friday, 29 August 2003 13:13
To: [email protected]
Subject: st: RE: Using mlfit
Amani Siyam
> As part of an exploratory analysis, I am running a series
> of logistic models
> to investigate the best predictor of a binary variable
> "lbw" using three
> time point measurements (X3,X6 and X12 at ages 3,6 and 12 months,
> respectively) given that all explanatory variables are
> highly significant.
>
> xi: logit lbw i.X3 (model 1)
> xi: logit lbw i.X6 (model 2)
> xi: logit lbw i.X12 (model 3)
>
> I wish to use the command "mlfit" to obtain the AIC and SC
> criteria (for
> example as seen below from model 1)
>
> . mlfit
> Criteria for assessing logistic model fit
> Akaike's Information Criterion (AIC) and Schwarz's Criterion (SC)
>
> ------------------------------------------------------------
> ----------------
> --
> AIC SC | -2 Log Likelihood Num.Parameters
> ----------------------------+-------------------------------
> ----------------
> --
> 9271.8362 9288.2391 | 9267.8362 2
> ------------------------------------------------------------
> ----------------
> --
>
> The problem is "mlfit" has no options to store the stats
> above and I wish to
> display all of those in a matrix as snap-shot of the
> "goodness of fit" of
> each model.
Not a problem. -mlfit- is an user-written command published
in STB-45. But it leaves behind the globals S_E_aic and
S_E_sc containing values of the Akaike Information
and Schwarz criteria.
Here is a silly analogue for what I think you want.
sysuse auto
gen himpg = mpg > 25
gen hiweight = weight > 3000
matrix criteria = J(3,2,.)
matrix rownames criteria = himpg hiweight rep78
matrix colnames criteria = AIC SC
local i = 1
qui foreach v of var himpg hiweight rep78 {
xi: logit foreign i.`v'
mlfit
matrix criteria[`i',1] = $S_E_aic
matrix criteria[`i++',2] = $S_E_sc
}
mat li criteria, format(%3.2f)
Here is the result:
criteria[3,2]
AIC SC
himpg 90.89 95.50
hiweight 67.58 72.19
rep78 62.89 71.33
Notes:
1.
Incidentally, I thought of doing this using
my own program -makematrix-, just posted.
It can be done this way:
define a do-file, say mydo.do
xi : logit foreign i.`1'
mlfit
and then -run- it repeatedly:
makematrix, from(S_E_aic S_E_sc) format(%3.2f) :
"run mydo" himpg biweight rep78
However, this was _after_ I fixed a small bug
which Amani's example exposed. I'll ask Kit
to put the fixed version on SSC
2.
In Stata 8, check out -estimates table-.
Nick
[email protected]
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