11-14-2016 06:39 AM
I want to compare the goodness of fit of a MNL model, that I conducted through proc phreg and ties=breslow and a HB model that I conducted through proc bchoice.
Which is the easiest way to compare the goodness of fit of those two models and how to I implement them in the codes?
I head that the Bayesian Information Criterion is useful but I couldn't find how you include it in the above named procedures.
Thanks for your help.
11-15-2016 11:10 AM - edited 11-15-2016 11:14 AM
thanks for your answer, but how to I call the DIC measure in the MNL model that I call through the proc phreg command with the ties=breslow option? Because as far as I understood, the DIC measure is for Bayesian models but not for exclusive MNL models.
11-15-2016 11:28 AM
BCHOICE fits both MNL with fixed effects only and HB MNL with random effects. The fixed effects only model should agree with PHREG. So just use BCHOICE for choice data.
I am part of the Bayesian Statistical Modeling group at SAS R&D that is responsible for developing the BCHOICE and MCMC procedures.
If you are interested and have more questions about BCHOICE, please write to me directly at email@example.com