Bookmark and Share

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


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

st: Comparing the similar model (but one in level and the other after taking the 1st difference)


From   "Almutairi T." <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Comparing the similar model (but one in level and the other after taking the 1st difference)
Date   Tue, 24 Jan 2012 00:28:02 +0000

Dear in Stata-list
 
I estimated the same model twice, but one in level and the other after taking the 1st difference (to get rid of AR1)

I am looking for a goodness of fit measure for pooled time 
series models  other than R^2 (as it is not suitable for model with unsimilar dependent variable)

Does log-likelihood values (and BIC or AIC) suitable to compare b/w these 2 models? 




regards

Talal

University of Southampton
*
*   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 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index