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st: Gologit, ologit and Akaike's Information Criterion

From   "Herve STOLOWY" <>
To   <>
Subject   st: Gologit, ologit and Akaike's Information Criterion
Date   Sat, 18 Sep 2004 19:15:15 +0200

Dear All:

1 - I would like to evaluate the goodness of fit of a gologit model (in general and versus an ologit). With fitstat, I get several statistics. Which statistics would you suggest to take and how would you use (= read) it?

2 - Following my first question, I read in a working paper that the author used the Akaike Information Criterion (AIC) to compare the goodness of fit of two models: gologit and ologit. But I still don't understand how to use the AIC. Is there a threshold? Should I simply compare the two AIC got with fitstat? If so, what is the "best" model? With the highest or lowest level? (Sorry, but my level in statistics is not good enough to find the answer from the computation of the AIC).

Additionally, would you have a good reference which explains how to evaluate the goodness of fit of gologit and ologit models?

Best regards

Hervé Stolowy
HEC Paris

HEC Paris
Département Comptabilité-Contrôle de gestion / Dept of Accounting and Management Control
1, rue de la Liberation
78351 - Jouy-en-Josas
Tel: +33 1 39 67 94 42
Fax: +33 1 39 67 70 86

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