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st: LOGIT MODEL


From   Ismail Ait Saadi <a.saadi@curtin.edu.my>
To   statalist@hsphsun2.harvard.edu
Subject   st: LOGIT MODEL
Date   Mon, 31 Dec 2007 06:55:28 +0000

Dear All,

I know most of you are on holiday but I really appreciate your help and time. 

I am running a logit model to predict currency crises. I have 14 variables. I run MODEL1 with all 14 variables, then run MODEL2 with only 7 variables which are mostly used by researchers. I wanted to compare the two models and see which one is superior.

1-Can you please give me the list of indicators that can be used for such comparison? 

2-I know that ROC and PSEUDO R2 can be used but I get confused when some indicators are in favor of MODEL1 and others are in favor of MODEL2. What should I do.

3- What are the general rules in comparing two logit models.


Many thanks.
Enjoy your Holidays,

Ismail

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