st: comparing more than 2 negative binomial models using fitstat command

["Cale, Grace E" <cale.grace@uky.edu>]

Good afternoon!
I am attempting to compare AIC and BIC' scores for four  negative binomial regression models I am using for my thesis.
I am using Stata/IC for Windows 7 (32-bit).

For the sake of your time, my simple question is: what is the best way to compare more than two nested negative binomial models' AIC and BIC' scores?

For details:
I have been using the -nbreg- command for a set of nested models, and have successfully compared AIC and BIC' scores between the two models with the below commands:

I type: -quietly nbreg polact  model2independentvariables if cooksd!=1, vce(robust)-
And:   -quietly fitstat, saving(m2)-
Then:  -quietly nbreg polact model1independentvariables if cooksd!=1 & e(sample)-
And: - fitstat, using(m2)-
This gives me:

.Measures of Fit for nbreg of polact

                             Current            Saved       Difference
.Model:                         nbreg            nbreg
.N:                               732              732                0
.Log-Lik Intercept Only:    -1531.264        -1531.264            0.000
.Log-Lik Full Model:        -1424.746        -1413.334          -11.412
.D:                          2849.492(707)    2826.668(704)      22.824(3)
.LR:                          213.037(23)      235.861(26)      -22.824(-3)
.Prob > LR:                     0.000            0.000            0.000
.McFadden's R2:                 0.070            0.077           -0.007
.McFadden's Adj R2:             0.053            0.059           -0.005
.Maximum Likelihood R2:         0.253            0.275           -0.023
.Cragg & Uhler's R2:            0.253            0.275           -0.023
.AIC:                           3.961            3.938            0.023
.AIC*n:                      2899.492         2882.668           16.824
.BIC:                       -1813.725        -1816.762            3.037
.BIC':                        -61.334          -64.371            3.037
.Difference of    3.037 in BIC' provides positive support for saved model.

But when I compare models two and three, both sets of AIC and BIC' scores are different, so I cannot include these scores in my analysis tables, and the -fitstat- command does not allow for more than two tables to be compared. Do you have any recommendations? I will gladly provide additional details through this discussion list, or privately via email: cale.grace@uky.edu

Thank you,
Grace Cale
Teaching Assistant
MA Program: Sociology
University of Kentucky

Email: cale.grace@uky.edu



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