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st: AIC for comparing probit and logit


From   Laurie Molina <molinalaurie@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: AIC for comparing probit and logit
Date   Fri, 6 Jul 2012 09:58:29 -0500

Hi all,
Do you know if it is valid to compare between and probit and logit
model, by comparing the corresponding AICs?
Is AIC valid to compare models with different distributions? or does
is it only valid to compare models with the same distribution, for
example two logit models with different explanatory variables?
Thank you very much!
LM
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