Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: r-square in -betafit-

From   Maarten buis <>
Subject   Re: st: r-square in -betafit-
Date   Mon, 21 Jun 2010 07:08:36 +0000 (GMT)

--- On Sun, 20/6/10, SURYADIPTA ROY wrote:
> 1. Given that these are not nested models, is it justified
> to do an lrtest with the -force- option? 

No, -lrtest- is there to compare nested models.

> 2. Can I compare the (log) likelihood values of the two
> regresssions and choose one over the other based on the
> (higher) value of the (log) likelihood functions?

No, use AICs and BICs for that.

> 3. Can we directly compare the AIC and the BIC values for
> the two regressions given that they are not nested in one
> another?

Yes, that is exactly what these measures are designed for.

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen


*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index