Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Maarten buis <maartenbuis@yahoo.co.uk> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: probit vs. logit |
Date | Tue, 25 May 2010 05:00:58 -0700 (PDT) |
--- On Tue, 25/5/10, Michael N. Mitchell wrote: > I agree with Martin, that <snip> http://www.stata.com/statalist/archive/2010-02/msg00840.html > If someone gets picky with you and really wants to see a > comparison of the model fit of the two models, I think you > could use -estimates store- and -estimates stats- (as shown > below) to compare the fit of the models using the AIC and/or > BIC (where a smaller value means better fit). As in the > example below, the two values are nearly identical, and I > think we all expect that this would generally be the case. Michael shows that in his example he finds a BIC difference of .02036. To give it a bit of perspective: Adrian Raftery (1995) propsed the following categorization of BIC differences: 0-2 : Weak evidence 2-6 : Positive evidence 6-10 : Strong evidence > 10 : Very strong evidence So the kind of difference that Michael found would to all intends and purposes mean that the logit and probit models are indistinguishable. Hope this helps, Maarten Adrian E. Raftery (1995) "Bayesian Model Selection in Social Research", Sociological Methodology, Vol. 25, pp. 111-163. -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/