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st: L&F's fitstat command, contradictory results
Dear Statalist members,
I am running two nested multinomial logit models where the DV has 3
categories. The "saved" model is a baseline model, the "current" model
adds 12 interaction terms. When I run Long & Freese's fitstat command
to compare the goodness of fit for the two models, I get opposite
conclusions depending on whether I use change in the LRS or change in
the BIC'. Change in the LRS suggests a significantly better fit for the
current or interaciton model, but the change in BIC' "provides very
strong support for the saved model." Have others of you run into this
situation? Relevant output copied below, thanks for your insights or
advice.
John
Current Saved Difference
Model: mlogit mlogit
N: 45593 45593 0
Log-Lik Intercept Only -46975.389 -46975.389 0.000
Log-Lik Full Model -42533.017 -42583.047 50.029
D 85066.035(45533) 85166.093(45557)
100.059(24)
LR 8884.743(58) 8784.685(34)
100.059(24)
Prob > LR 0.000 0.000 0.000
BIC -403389.654 -403547.056 157.402
BIC' -8262.548 -8419.949 157.402
BIC used by Stata 85709.685 85552.284 157.402
Difference of 157.402 in BIC' provides very strong support for saved model.
--
John Reynolds
Prof. & Graduate Director, Sociology
Director, Pepper Institute on Aging & Public Policy
Florida State University
636 W. Call St., Room 207
Tallahassee, FL 32306-1121
850-644-8825[o], 850-320-2403[c]
[email protected]
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