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Re: st: Comparing the similar model (but one in level and the other after taking the 1st difference)


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Comparing the similar model (but one in level and the other after taking the 1st difference)
Date   Tue, 24 Jan 2012 09:03:08 +0100

On Tue, Jan 24, 2012 at 1:28 AM, Almutairi T. wrote:
> I estimated the same model twice, but one in level and the other after taking the 1st difference (to get rid of AR1)
>
> I am looking for a goodness of fit measure for pooled time
> series models  other than R^2 (as it is not suitable for model with unsimilar dependent variable)
>
> Does log-likelihood values (and BIC or AIC) suitable to compare b/w these 2 models?

No, that to depends on the scale of the dependent variable, see for
example: <http://blog.stata.com/2011/02/16/positive-log-likelihood-values-happen/>

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------

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