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Re: Re: st: ask help for -fitstat- after regresion


From   rghuang <0034058@fudan.edu.cn>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: Re: st: ask help for -fitstat- after regresion
Date   Sun, 21 Mar 2004 21:46:43 +0800

Richard Williams,thank you!
  
    you make it quite clear,and i can catch what i want.actually,i know i can find answers from Long&Freese's book,but i could not have access to it.it is quite a pity! 
    and anyone can tell where i can find some information about -fitstat-,if i want to learn more.any papers or other materials relative are appreciated!
    thank you!

  

======= 2004-03-21 15:17:25 您在来信中写道:=======

>At 01:00 PM 3/21/2004 +0800, rghuang wrote:
>>my question is as follows:
>
>Long & Freese go over this in their book if you happen to have access to 
>it.  Very quickly,
>
>>1.what dose D(66) means?and what it tells us?
>
>D = Deviance = -2 * Log-Lik Full Model.  The 66 is the DF - # of parameters 
>(Looks like you have 69 cases and 2 IVs.)
>
>>2.as we knows,aic and bic tell us how to choose the best model.the model 
>>with small aic and bic is the better one.but what is the use of aic*n?and 
>>what is bic'?how to caculate it?and what does it tell us  ?
>
>AIC*n is, literally, AIC * N.  In your case, 18.575 * 69 = 1281.675 (the 
>slight difference is rounding error).  Long and Freese say some people 
>report this instead of AIC.
>
>BIC' is an alternative version of BIC.  The more negative, the better.
>
>>thank you!
>>
>>
>>.fitstat
>>
>>Measures of Fit for regress of price
>>
>>Log-Lik Intercept Only:     -647.799     Log-Lik Full Model:         -637.829
>>D(66):                      1275.659     LR(2):                        19.939
>>                                          Prob > LR:                     0.000
>>R2:                            0.251     Adjusted R2:                   0.228
>>AIC:                          18.575     AIC*n:                      1281.659
>>BIC:                         996.208     BIC':                        -11.470
>>
>>
>>*
>>*   For searches and help try:
>>*   http://www.stata.com/support/faqs/res/findit.html
>>*   http://www.stata.com/support/statalist/faq
>>*   http://www.ats.ucla.edu/stat/stata/
>
>-------------------------------------------
>Richard Williams, Notre Dame Dept of Sociology
>OFFICE: (574)631-6668, (574)631-6463
>FAX:    (574)288-4373
>HOME:   (574)289-5227
>EMAIL:  Richard.A.Williams.5@ND.Edu
>WWW (personal):    http://www.nd.edu/~rwilliam
>WWW (department):    http://www.nd.edu/~soc
>
>*
>*   For searches and help try:
>*   http://www.stata.com/support/faqs/res/findit.html
>*   http://www.stata.com/support/statalist/faq
>*   http://www.ats.ucla.edu/stat/stata/

= = = = = = = = = = = = = = = = = = = =
			

                    致
礼!
				 
               rghuang
               0034058@fudan.edu.cn
					2004-03-21 

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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