Re: st: choosing between two non nested models

["Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com>]

I wonder if AIC and/or BIC may be of help? You can see

. help estat ic

for more information. I think this is a longshot, but hope it may pay off.

Best regards,

Michael N. Mitchell
Data Management Using Stata      - http://www.stata.com/bookstore/dmus.html
A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html
Stata tidbit of the week         - http://www.MichaelNormanMitchell.com



On 2010-09-01 1.10 AM, Kiran Safwan Malik wrote:
> I am trying to compare two models in stata. They are non-nested and the number of observations are not same for both models.
> I have tried "nnest" command but I assume that it works only if number of observations are same for both models. Is it true? It says "factor variables and time-series operators not allowed, r(101)"
> Can anyone tell me how can I compare both models? Is there any other test except J/Cox test?
>
> Thanks
>
> Kiran
>
>
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