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st: Re: how to select model in xtpcse , corr(ar1)


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: Re: how to select model in xtpcse , corr(ar1)
Date   Thu, 4 Dec 2008 19:58:37 +0100

But it seems to return an R-squared. Is that not a good starting point?

HTH
Martin
_______________________
----- Original Message ----- From: "ghislain dutheil" <[email protected]>
To: <[email protected]>
Sent: Thursday, December 04, 2008 6:31 PM
Subject: st: how to select model in xtpcse , corr(ar1)


Dear members,

I want to compare two models
one made with :
xtpcse x y z,corr(ar1)
the other with :
xtpcse x y w,corr(ar1)

xtpcse doesn't return AIC nor BIC nor e(ll), i don't really understand why but it seems that is normal. How can i choose between the two ?

thanks

Ghislain


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