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st: choosing between two non nested models

From   Kiran Safwan Malik <>
To   "''" <>
Subject   st: choosing between two non nested models
Date   Wed, 1 Sep 2010 16:10:47 +0800

I am trying to compare two models in stata. They are non-nested and the number of observations are not same for both models. 
I have tried "nnest" command but I assume that it works only if number of observations are same for both models. Is it true? It says "factor variables and time-series operators not allowed, r(101)" 
Can anyone tell me how can I compare both models? Is there any other test except J/Cox test?



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