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Re: st: How to compare performance (goodness-of-fit) of very different modelling approaches?


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: How to compare performance (goodness-of-fit) of very different modelling approaches?
Date   Thu, 15 Jan 2009 17:17:09 +0000 (GMT)

--- Eva Poen <[email protected]> wrote:
> My question concerns the goodness of fit. I would like to compare the
> goodness fit of the complicated finite mixture model to much simpler
> models, e.g. the tobit model, the glm model. and a hurdle
> specification. 

This problem looks a bit like the problem that J. Scott Long and Jeremy
Freese discuss in section 8.7 of their book "Regression Models for
Categorical Dependent Variables Using Stata" (2nd edition) (or section
7.5 in the 1st edition). In this section they compare count models that
differ with respect to the way they deal with excess zeros. Maybe you
can steal some trick from them. 

Hope this helps,
Maarten 



-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      
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