[Limdep Nlogit List] Comparing two models

Andy Sungnok Choi Andy.Choi at anu.edu.au
Wed Jan 24 22:29:56 EST 2007


Dear All,

I am still at the learning stage in Limdep. Regarding loglikelihood ratio 
(LR) tests (Hensher et. al 2005: 335), I am not clear when two models being 
compared are overlapping (i.e., not extended from one model). When two 
models have both common variables and uncommon variables with the same 
number, and when I want to compare the model significance of different set 
of uncommon variables, how can I do this?

Assuming a generic model form for simplicity,

Variables for Model 1 = A + B
Variables for Model 2 = A + C

where A, B, and C are matrixes of variables, and the number of elements for 
B and C are the same. Then, the degree of freedom for the LR test is 0. 
Right? ... Even when the number of elements for B and C are different, can 
I use LR tests?

Point is whether I can use LR tests for this kind of model comparison.

Any sharing of experience, references, and tips will be greatly appreciated.

Thanks.

Andy S. Choi




More information about the Limdep mailing list