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st: comparing nested models


From   Nikolas Asasa <lenta2008@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: comparing nested models
Date   Thu, 3 Feb 2011 08:09:17 -0800 (PST)

Dear All, 
I have two models aiming to estimate effect of age on wage. In the first model age is recorded in 5 categories. In the second model age is recorded in 10 categories.
The question is how to compare goodness of fit of two models? 

In principle I would apply F-test, but I am not sure whether "test" procedure in Stata allows me to do it? Should I use ANOVA instead?

Thank you for your replies.
Anton


      
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