[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
"Scott Merryman" <merryman@icehouse.net> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: Re: How can I compute a change in F-statistic using weighted data and "ologit"? |

Date |
Tue, 9 Jul 2002 22:11:30 -0600 |

Since ologit does not produce an F-statistic I'm not sure you will be able to calculate its change. However, there are other measures of fit. J. Scott Long and Jeremy Freese have written up fitstat that maybe of use to you (type: findit fitstat, to download). Example: use "C:\Stata\auto.dta", clear (1978 Automobile Data) . quietly ologit rep for mpg [w = length] . quietly fitstat, saving(mod1) . quietly ologit rep for mpg price gear_ratio [w = length] . fitstat, using(mod1) Measures of Fit for ologit of rep78 Current Saved Difference Model: ologit ologit N: 12992 12992 0 Log-Lik Intercept Only: -17515.087 -17515.087 0.000 Log-Lik Full Model: -14431.260 -14678.976 247.716 D: 28862.520(12984) 29357.952(12986) 495.432(2) LR: 6167.654(4) 5672.221(2) 495.432(2) Prob > LR: 0.000 0.000 0.000 McFadden's R2: 0.176 0.162 0.014 McFadden's Adj R2: 0.176 0.162 0.014 Maximum Likelihood R2: 0.378 0.354 0.024 Cragg & Uhler's R2: 0.405 0.379 0.026 McKelvey and Zavoina's R2: 0.407 0.375 0.033 Variance of y*: 5.551 5.261 0.290 Variance of error: 3.290 3.290 0.000 Count R2: 0.566 0.528 0.038 Adj Count R2: 0.213 0.145 0.068 AIC: 2.223 2.261 -0.038 AIC*n: 28878.520 29369.952 -491.432 BIC: -94123.084 -93646.596 -476.488 BIC': -6129.765 -5653.277 -476.488 Difference of 476.488 in BIC' provides very strong support for current model. Note: p-value for difference in LR is only valid if models are nested. Scott ----- Original Message ----- From: "Jennifer van Stelle" <jvanstel@hotmail.com> To: <statalist@hsphsun2.harvard.edu> Sent: Tuesday, July 09, 2002 9:52 PM Subject: st: How can I compute a change in F-statistic using weighted data and "ologit"? > Hi - > > I'm a relatively new Stata user, and have never posted to this list before. > I've checked the FAQ, however, and don't see an answer to my problem, so I > thought I'd post it here and hope for a response. > > I'm using Stata 7.0 for UNIX, and am doing ordered logit models with survey > data, using probability weights and primary sampling unit clustering (data > is for individuals in 28 different countries). Because I'm doing several > different models (i.e., Model One with just the control variables, then > Model Two with the controls plus a subset of independent variables, and > finally Model Three with the controls and all the independent variables), > I'd like to be able to tell whether each model is a significant improvement > on the previous one. I've been warned about what I should NOT to do (that > is, don't simply subtract the F-statistic of Model One from Model Two, or > Model Two from Model Three), but no one has been able to explain to me what > I SHOULD do in order to calculate change in F in this particular situation. > Can anyone tell me how to do this? > > Any help will be gratefully accepted! > > Thanks. > > - Jen * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: How can I compute a change in F-statistic using weighted data and "ologit"?***From:*"Jennifer van Stelle" <jvanstel@hotmail.com>

- Prev by Date:
**st: How can I compute a change in F-statistic using weighted data and "ologit"?** - Next by Date:
**st: sdtest command** - Previous by thread:
**st: How can I compute a change in F-statistic using weighted data and "ologit"?** - Next by thread:
**st: sdtest command** - Index(es):

© Copyright 1996–2017 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |