st: how to select model in xtpcse , corr(ar1)

[ghislain dutheil]

Dear members,

I want to compare two models
one made with :
xtpcse x y z,corr(ar1)
the other with :
xtpcse x y w,corr(ar1)

xtpcse doesn't return AIC nor BIC nor e(ll), i don't really understand why but it seems that is normal. How can i choose between the two ?

thanks

Ghislain


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[Martin Weiss-5]

But it seems to return an R-squared. Is that not a good starting point?

HTH
Martin
_______________________
----- Original Message -----
From: "ghislain dutheil" <[hidden email]>
To: <[hidden email]>
Sent: Thursday, December 04, 2008 6:31 PM
Subject: st: how to select model in xtpcse , corr(ar1)

> Dear members,
>
> I want to compare two models
> one made with :
> xtpcse x y z,corr(ar1)
> the other with :
> xtpcse x y w,corr(ar1)
>
> xtpcse doesn't return AIC nor BIC nor e(ll), i don't really understand why
> but it seems that is normal. How can i choose between the two ?
>
> thanks
>
> Ghislain
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/