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st: log-likelihood comparison of logit, loglog and cloglog?


From   Alexander Kihm <[email protected]>
To   [email protected]
Subject   st: log-likelihood comparison of logit, loglog and cloglog?
Date   Sat, 14 Sep 2013 18:20:46 +0200

Dear statalisters,

my dependent variable is a proportion and I want to try three
different link functions when estimating my models with glm: logit,
loglog and cloglog.
Since I use the exact same predictors, I was thinking about comparing
the models' fit just by the log-likelihood.
Is that appropriate?

Thank you very much,
Alex
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