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Re: st: log-likelihood comparison of logit, loglog and cloglog?
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Re: st: log-likelihood comparison of logit, loglog and cloglog?
Date
Sun, 15 Sep 2013 07:12:59 +0100
My short answer is Yes, it makes sense to look at log-likelihood, but also look at the usual output (z tests etc.), -glmcorr- (SSC). Also -findit modeldiag- for residual diagnostics (see the 2004 article there but download software from the update in 2010).
Nick
[email protected]
On 14 Sep 2013, at 17:20, Alexander Kihm <[email protected]> wrote:
>
> my dependent variable is a proportion and I want to try three
> different link functions when estimating my models with glm: logit,
> loglog and cloglog.
> Since I use the exact same predictors, I was thinking about comparing
> the models' fit just by the log-likelihood.
> Is that appropriate?
>
>
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