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Re: st: AIC in fitstat


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AIC in fitstat
Date   Wed, 24 Oct 2012 08:20:10 -0400

On Wed, Oct 24, 2012 at 8:08 AM, Lynn Lee <lynn09v@gmail.com> wrote:
>
> I use -fitstat- to check AIC or BIC of probit or logit model. But Stata11
> lists several statistics: AIC, AIC*n, AIC used by Stata. Which statistics is
> usually reported in probit or logit estimation?
>
> And AIC usually is good statistics to compare between models, but if I only
> have one mode, do I still need to report AIC?

They're all variants of the same basic statistics. As long as you look
up the formula and define which you are using in your paper, you
should be fine. I don't have the formulas for each one or I'd say
more. I suspect that it's discussed in Long and Freese (2006) but my
copy is on campus.
http://www.stata.com/bookstore/regression-models-categorical-dependent-variables/

There are good reasons to think that AIC is more sensitive (it allows
more complex models and puts favor on avoiding Type II errors) and BIC
is more specific (it penalizes more complex models heavily and puts
favor on avoiding Type I errors) so depending on which decision
criterion is more important for you, you'll have to choose.
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