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Re: st: Non-nested models and LRTEST


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: Non-nested models and LRTEST
Date   Fri, 25 Aug 2006 07:12:52 -0500

At 05:52 AM 8/25/2006, Marcello Pagano wrote:
Rho YH wrote:

>If I make a logistic model 1) A = B C D E F G and another model
>2) A = B C D E F H I , which are not necessarily nested each other
>(but one has more variables than the other), are the results of
>LRTEST still relevant ?
>For example, if LRTEST 1) 2) is significant (p<0.05), then is model
>2) better explaining than model 1)?
>Do my ideas make sense?
If the models aren't nested you shouldn't do a chi-square contrast between them. Consider using a BIC test instead, which you can get by adding the stats option, e.g.

lrtest m1 m2, stats

There is a brief discussion of BIC and AIC measures on pp. 4-6 of

http://www.nd.edu/~rwilliam/xsoc694/x05.pdf


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