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st: RE: LOGIT MODEL


From   Uri Goldbourt <goldbu1@post.tau.ac.il>
To   statalist@hsphsun2.harvard.edu
Subject   st: RE: LOGIT MODEL
Date   Mon, 31 Dec 2007 17:56:51 +0200

Look in the brand new issue of STATISTICS IN MEDICINE. (Published by Wiley).

This is the main theme of the entire issue.

Sincerely,

 

Uri

 

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Ismail Ait Saadi
Sent: Monday, December 31, 2007 8:55 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: LOGIT MODEL

 

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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