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st: RE: RE: Comparing models - Akaike, Wald-Test?


From   "Martin Weiss" <martin.weiss@uni-tuebingen.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: Comparing models - Akaike, Wald-Test?
Date   Mon, 14 Apr 2008 21:40:43 +0200

Try -ssc d fitstat- in web-aware Stata

Martin Weiss
_________________________________________________________________

Diplom-Kaufmann Martin Weiss
Mohlstrasse 36
Room 415
72074 Tuebingen
Germany

Fon: 0049-7071-2978184

Home: http://www.wiwi.uni-tuebingen.de/cms/index.php?id=1130

Publications: http://www.wiwi.uni-tuebingen.de/cms/index.php?id=1131

SSRN: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=669945


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Beat Hintermann
Sent: Monday, April 14, 2008 9:31 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: Comparing models - Akaike, Wald-Test?

have you tried

estat ic
________________________________________
From: owner-statalist@hsphsun2.harvard.edu
[owner-statalist@hsphsun2.harvard.edu] On Behalf Of Markus Köller
[markus-koeller@web.de]
Sent: Monday, April 14, 2008 3:28 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: Comparing models - Akaike, Wald-Test?

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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