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Re: st: Can I compare information criteria from clogit and mixlogit?
From
Arne Risa Hole <[email protected]>
To
statalist <[email protected]>
Subject
Re: st: Can I compare information criteria from clogit and mixlogit?
Date
Thu, 22 Aug 2013 18:25:19 +0200
Hi Geir,
Yes, if you are using -mixlogit- and -clogit- to fit the same kind of
model (i.e. McFadden's choice model with and without random
coefficients) the information criteria are comparable.
Note that in this case you are using -clogit- to fit the same model as
the -asclogit- command. I prefer -asclogit- in the sense that it is
unambiguous which model is actually estimated. -clogit- can also be
used to fit the fixed effects binary logit model which is a different
model conceptually, even though it is the same computationally. This
is a source of quite a lot of confusion in my experience.
Best wishes,
Arne
On 22 August 2013 09:02, Geir Godager <[email protected]> wrote:
> Dear statalisters. I am comparing results and goodness of fit after fitting
> a conditional logit model (applying clogit) and a mixed logit model
> (applying mixlogit) to the same choice data.
> Can I compare information criteria (AIC and BIC) from clogit and mixlogit?
>
> Best wishes,
> Geir Godager
>
> --
> ------------------------------------------------------------------------
> *Geir Godager*
> /Post doc. ph.d/
>
> *Universitetet i Oslo*
> *Avdeling for helseledelse og helseøkonomi*
> Forskningsveien 3A
> Postboks 1089 Blindern
> 0317 Oslo
> E-mail: [email protected]
> Tlf: (+47) 22 84 50 29 | Fax: (+47) 22 84 50 91
>
> http://www.med.uio.no/helsam/om/organisasjon/avdelinger/heled/index.html
> http://godager.co
>
>
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