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RE:st: choosing between two non nested models


From   "Vassilopoulos Achilleas" <[email protected]>
To   <[email protected]>
Subject   RE:st: choosing between two non nested models
Date   Wed, 1 Sep 2010 18:10:21 +0300

AIC and BIC values given by -glm- estimation adjust the log-likelihood and
penalty term by the number of observations in the model.

See post: http://www.stata.com/statalist/archive/2009-06/msg00884.html 


Hope this helps, 
_____________ - _______________

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
e-mail : [email protected] 


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Richard Williams
Sent: Wednesday, September 01, 2010 3:55 PM
To: [email protected]; [email protected]
Subject: Re: st: choosing between two non nested models

At 05:32 AM 9/1/2010, Michael N. Mitchell wrote:
>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.

I don't think those stats are legitimate if the observations are 
different.  But I wonder why they are different in the first 
place?  I think you would usually want to be analyzing the same cases 
if you want to compare two models.  It would be easy enough to do a 
listwise deletion of all cases that have missing data in the two models.



-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  [email protected]
WWW:    http://www.nd.edu/~rwilliam

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