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st: Ocratio gives neither AIC nor BIC


From   Marcos Almeida <virtual.596@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Ocratio gives neither AIC nor BIC
Date   Fri, 27 Dec 2013 20:02:10 -0200

Hello, Statalisters,

I have a dataset  whose continuous dependent variable is  very
positively skewed. I decided to eschew regression analysis, even after
log-transforming it, because I gather a generalized linear model gives
better adjustments for this "situation".

After testing with glm family (gaussian) link (logit), it still
presented signs of needing a better-fit model. Then, I took the
decision to create a new variable, that is, I transformed the
dependent variable in quartiles. After that, I got 4 categories(up to
the 25th percentile; from the 25th to the median; from the median to
the 75th percentile; from the 75th up to the highest value).

And now comes my question.

I compared several models: the multinomial logit (mlogit) the ordinal
logit(ologit), the generalized ordered model (gologit2 user-written
command) and finally, the gologit2 with proportional-odds(autofit
option)pleased me most. I mean it because the multinomial logit didn't
comply with the IIA assumption (the much debated Hausman test), the
ologit didn't comply with the proportional-odds assumption and the
gologit2 with the autofit option dutifully adjusted for the partial
proportional-odds.

After doing each modelling, I calculated the AIC and BIC without any
trouble. However, just for a last try, I decided to perform a
continuation-ratio model. At first, I found it a reasonable option,
theoretically speaking.

After installing the user-written ocratio, I did the estimations and
all seemed to be just fine. But I noticed something wrong: the report
didn't show the AIC statistic. That came as I surprise.I really don't
understand what might have happened. I did (almost) everything, I
mean, in terms of commands I knew:estat ic, for example. Also, I
installed use-written commands, like fitstat, unfortunately of no
avail. By the way, I carefully read a book (Generalized Linear Models
and Extensions, Hardin and Hilbe, StataPress, page 343), and,lo and
behold, there ocratio gave the AIC after typing "aic". With much hope,
I typed this command, again of no avail. Sadly
enough, all I got was the message in red: estimates not found.

I checked the FAQs on the matter as well as potential queries on the
Web, but nothing was found related to this. And I'm still perplexed.

My software is a weekly updated Stata13 IC. I wonder if you could give
me some advice.

Finally, I heartly thank you for your consideration.

Best regards,

Marcos Almeida,
Associate Professor of Medicine - UNIT
Brazil
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