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From | "Vassilopoulos Achilleas" <vassilopoulos.statalist@gmail.com> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: RE: choosing between two non nested models |
Date | Wed, 1 Sep 2010 14:54:17 +0300 |
Kiran- yes it is true that -nnest- does not allow for extra options like - if-. I agree with the previous lister that proposed the AIC/BIC criteria. However, bear in mind that BIC requires N which is usually (but not necessarily) the number of observations to be the same across models. Unless you have a sound theory of what this N could be, apart from the number of observations, then you should probably use AIC. However, make sure that the likelihoods of the two models measure the same thing, else comparisons based on AIC are invalid. See also the help file for AIC/BIC: http://www.stata.com/help.cgi?bic_note Best, _____________ - _______________ Achilleas Vassilopoulos Agricultural University of Athens, Dept. of Agricultural Economics and Rural Development, Lab. of Political Economy and European Integration. Iera Odos 75, 11855, Athens, Greece Tel: (+30) 210-5294726 Fax: (+30) 2105294786 -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Kiran Safwan Malik Sent: Wednesday, September 01, 2010 11:11 AM To: 'statalist@hsphsun2.harvard.edu' Subject: st: choosing between two non nested models 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 * * 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/ * * 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/