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RE: st: Comparing the similar model (but one in level and the other after taking the 1st difference)
From
"Almutairi T." <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: Comparing the similar model (but one in level and the other after taking the 1st difference)
Date
Tue, 24 Jan 2012 15:00:12 +0000
Dear Maarten
I cant see any relation b/w my question and the link (Positive log-likelihood values happen), please explain further.
________________________________________
From: [email protected] [[email protected]] On Behalf Of Maarten Buis [[email protected]]
Sent: 24 January 2012 08:03
To: [email protected]
Subject: Re: st: Comparing the similar model (but one in level and the other after taking the 1st difference)
On Tue, Jan 24, 2012 at 1:28 AM, Almutairi T. wrote:
> I estimated the same model twice, but one in level and the other after taking the 1st difference (to get rid of AR1)
>
> I am looking for a goodness of fit measure for pooled time
> series models other than R^2 (as it is not suitable for model with unsimilar dependent variable)
>
> Does log-likelihood values (and BIC or AIC) suitable to compare b/w these 2 models?
No, that to depends on the scale of the dependent variable, see for
example: <http://blog.stata.com/2011/02/16/positive-log-likelihood-values-happen/>
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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