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


From   "Eva Poen" <[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 17:33:40 +0000

2009/1/15 Maarten buis <[email protected]>:
> --- 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.

Thanks a lot for the reference, Maarten. I will take a look.

Eva
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