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st: Comparing models - Akaike, Wald-Test?


From   Markus Köller <markus-koeller@web.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: Comparing models - Akaike, Wald-Test?
Date   Mon, 14 Apr 2008 21:28:50 +0200

Hello everyone,

I have some problems comparing two different approaches.

Both models are Count data models, one the standard Poisson-model and the other one a generalized Poisson-Count-Data-model.

I want to use the Akaike criterion to compare both approaches and wondered whether there is any function in stata to compute that criterion or whether it is easy to derivate from the results.

The other point is, that I am wondering, whether the Wald-Test is useful to compare both models?

The standard poisson model has a Wald chi2(22) of 1410,56 and the generalized Poisson model has a Wald chi2(22) of 1333,46. Does that mean, the standard model fits better or is the Wald-Test not appropriate for that comparison?

I would be thankful for any hint.

Thx and have a nice week,

Markus.

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