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Re: st: logistic regression diagnostics and complex surveys


From   Matthias Schonlau <[email protected]>
To   [email protected]
Subject   Re: st: logistic regression diagnostics and complex surveys
Date   Tue, 17 Sep 2002 14:48:57 -0700

I don't see why you couldn't use a standard method for goodness of fit. I don't know whether it's implmented.

The weights should be used in the test.

I dont' think this will affect the chi2 distribution (as long as individual weights don't dominate which would reduce the effective sample size too much ) - but I can't give you a formal proof.

matt

Julien Junod wrote:


Hello Stata list,

I would like to know, if there exist routines for computing goodness of fit or other diagnostics (like lfit, etc.) for a logistic regression on complex surveys using stratification.
If it is not the case, as Hosmer and Lemeshow write in the 2nd ed. of their book, can I use the standard method ? What is the effect of the weights on the distribution ? Is it still (approximately) chi2 ?

Thanks,

Julien Junod

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--
Matt Schonlau
310-393-0411 x7682
http://www.rand.org/methodology/stat/members/matt/



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