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Re: st: comparing nested models

From   Neil Shephard <>
Subject   Re: st: comparing nested models
Date   Thu, 3 Feb 2011 16:36:11 +0000

On Thu, Feb 3, 2011 at 4:09 PM, Nikolas Asasa <> wrote:
> Dear All,
> I have two models aiming to estimate effect of age on wage. In the first model age is recorded in 5 categories. In the second model age is recorded in 10 categories.
> The question is how to compare goodness of fit of two models?
> In principle I would apply F-test, but I am not sure whether "test" procedure in Stata allows me to do it? Should I use ANOVA instead?

If you have the actual age of individuals would you not get the best
fit by simply using all of the information on age and wage...

wage = a*age + b

...under a linear regression?

There are many, many reasons why you shouldn't classify continuous
variables into categorical.  Frank Harrell's page somes many of these
up nicely


“Truth in science can be defined as the working hypothesis best suited
to open the way to the next better one.” - Konrad Lorenz

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