Re: st: L&F's fitstat command, contradictory results

[David Jacobs <jacobs.184@sociology.osu.edu>]

Hi John:

It is often the case that such indicators disagree often because BIC 
handicaps models with additional explanatory variables more than 
other indicators like AIC and probably the LRS.

Dave Jacobs
Sociology
Ohio State

At 03:18 PM 9/10/2009, you wrote:
> 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]
> john.reynolds@fsu.edu
>
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