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st: RE: goodness-of-fit measure for svyprobit


From   "Sayer, Bryan" <BSayer@s-3.com>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: goodness-of-fit measure for svyprobit
Date   Wed, 16 Oct 2002 09:10:30 -0400

With survey models, logit has a pseudo-r^2, but even that is of little use,
other than to compare different models on the same data for a RELATIVE
goodness of fit.  About the best approach is a table of some type based on
predicted values.  See for example Korn, E. and Graubard B. "Analysis of
Health Surveys" pages 106-108.  Available in the Stata bookstore, I believe.

Bryan Sayer
Statistician, SSS Inc.
bsayer@s-3.com


-----Original Message-----
From: joachim Wagner [mailto:wagner@uni-lueneburg.de]
Sent: Wednesday, October 16, 2002 2:21 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: goodness-of-fit measure for svyprobit


Dear All:

A referee asks for a goodness-of-fit measure for a model I estimated with 
svyprobit. Maybe because svyprobit is not a "true" ML estimator I cannot 
find such a number in the output. Although I do not see what we can learn 
from such a measure I do not want to struggle with the referee. Can 
somebody out there help me finding a solution? Many thanks in advance.

Joachim


Prof. Dr. Joachim Wagner
University of Lueneburg
Institute of Economics
Campus 4.210
D-21332 Lueneburg
Germany
Phone: +49-4131-78-2330
Fax: +49-4131-78-2026
homepage: www.uni-lueneburg.de/fb2/vlw/wifo

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