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Re: st: ask help for -fitstat- after regresion


From   Richard Williams <[email protected]>
To   [email protected], "[email protected]" <[email protected]>
Subject   Re: st: ask help for -fitstat- after regresion
Date   Sun, 21 Mar 2004 02:17:25 -0500

At 01:00 PM 3/21/2004 +0800, rghuang wrote:
my question is as follows:
Long & Freese go over this in their book if you happen to have access to it. Very quickly,


1.what dose D(66) means?and what it tells us?
D = Deviance = -2 * Log-Lik Full Model. The 66 is the DF - # of parameters (Looks like you have 69 cases and 2 IVs.)


2.as we knows,aic and bic tell us how to choose the best model.the model with small aic and bic is the better one.but what is the use of aic*n?and what is bic'?how to caculate it?and what does it tell us ?
AIC*n is, literally, AIC * N. In your case, 18.575 * 69 = 1281.675 (the slight difference is rounding error). Long and Freese say some people report this instead of AIC.

BIC' is an alternative version of BIC. The more negative, the better.


thank you!


.fitstat

Measures of Fit for regress of price

Log-Lik Intercept Only:     -647.799     Log-Lik Full Model:         -637.829
D(66):                      1275.659     LR(2):                        19.939
                                         Prob > LR:                     0.000
R2:                            0.251     Adjusted R2:                   0.228
AIC:                          18.575     AIC*n:                      1281.659
BIC:                         996.208     BIC':                        -11.470


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Richard Williams, Notre Dame Dept of Sociology
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