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Re: st: r-square in -betafit-


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
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

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

http://www.maartenbuis.nl
--------------------------


      

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