Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Re: Comparing different models, post MLE


From   "Ananya Chakravarti" <[email protected]>
To   [email protected], [email protected]
Subject   st: Re: Comparing different models, post MLE
Date   Thu, 1 Dec 2005 16:07:44 -0500

I am trying to compare different discounting models and have written ml 
programs to estimate parameters for the exponential and the hyperbolic 
discounting functions using my dataset. I would now like to be able to 
compare these two models. Given that they are non-nested, I am having 
difficulty finding appropriate tests. I would like to be able to compare AIC 
and BIC for these models but when I try using fitstat it doesn't work. Can 
anyone suggest another way of doing it, other than calculating AIC by hand?
Thanks very much,
Ananya

--
Ananya Chakravarti
Research Assistant 
National Bureau of Economic Research
1050 Massachusetts Avenue 
Cambridge MA 02138
Tel.: 617 588 1432
Cell: 617 777 2264

<http://www.nber.org>


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index