Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: r-square in -betafit-
From
Maarten buis <[email protected]>
To
[email protected]
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/