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Compare goodness of fit between MNL and HB model - AIC, BIC, DIC, etc.?

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Posts: 20

Compare goodness of fit between MNL and HB model - AIC, BIC, DIC, etc.?

Hi everyone,

 

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.

Best,

Alex

SAS Employee
Posts: 6

Re: Compare goodness of fit between MNL and HB model - AIC, BIC, DIC, etc.?

There is DIC in BCHOICE that you can use to compare models.

 

Amy

Amy Shi 

SAS

Contributor
Posts: 20

Re: Compare goodness of fit between MNL and HB model - AIC, BIC, DIC, etc.?

[ Edited ]

Hi amyshi,

 

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.

 

Best,

Alex

SAS Employee
Posts: 6

Re: Compare goodness of fit between MNL and HB model - AIC, BIC, DIC, etc.?

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 amy.shi@sas.com

 

Thanks,

 

Amy

amy.shi@sas.com

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