Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


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

st: Test for deciding which model fits my data the best


From   Haillie Lee <nal@princeton.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Test for deciding which model fits my data the best
Date   Tue, 27 Sep 2011 01:38:17 -0400

Dear List,

How do I know which model of these three ( pooled OLS corrected for
heteroskedascity only VS pooled OLS with full panel corrected SE VS
fixed effect with full panel corrected SE ) best fit my model? How do
I know the fit? Do I just look at the R square term? I know that
making a judgement by just looking at the magnitude of SE is dangerous
since there is a possibility that it might have been underestimated.
Is there any test I can run to see which model fits the best? Is F
test the only test I can run to decide between these models?

Thank you very much in advance for all your help. I appreciate any leads.

Sincerely with Many Thanks,
Haillie Lee
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index