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From | Maarten buis <maartenbuis@yahoo.co.uk> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: r-square in -betafit- |
Date | Mon, 21 Jun 2010 07:08:36 +0000 (GMT) |
--- On Sun, 20/6/10, SURYADIPTA ROY wrote: > 1. Given that these are not nested models, is it justified > to do an lrtest with the -force- option? No, -lrtest- is there to compare nested models. > 2. Can I compare the (log) likelihood values of the two > regresssions and choose one over the other based on the > (higher) value of the (log) likelihood functions? No, use AICs and BICs for that. > 3. Can we directly compare the AIC and the BIC values for > the two regressions given that they are not nested in one > another? Yes, that is exactly what these measures are designed for. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/