Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: PSEUDO R2


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: PSEUDO R2
Date   Fri, 5 Dec 2003 12:01:42 -0600

----- Original Message ----- 
From: "Constantine Daskalakis" <c_daskalakis@mail.jci.tju.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Friday, December 05, 2003 11:06 AM
Subject: Re: st: PSEUDO R2


> At 09:28 AM 12/5/2003, you wrote:
> >I am estimating grouped data logistic models using glogit or simply
> >using regress with analytical weights
> >
> >generate double lcrp=log(ntprop/(pop-ntprop))
> >generate double wt1=ntprop*(pop-ntprop)/pop
> >
> >glogit ntprop pop clprop $xvars  $zvars $tvars
> >regress lcrp clprop $xvars  $zvars $tvars [w=wt1]
> >
> >If I want to get a measure of goodness of fit I might use the squared
> >correlation between y and yhat
> >
> >regress lcrp clprop $xvars $zvars $tvars
> >predict yhat1
> >corr yhat1 lcrp
> >
> >Is that correct?
> >
> >Antonio
>
> That is not ideal.
> See the book by Hosmer & Lemeshow (Applied Logistic Regression) for an
> excellent and extensive basic discussion on assessing fit.
> CD
>


Sealed Envelope has a Hosmer-Lemeshow goodness of fit test that can be used to
test whether observed binary responses, conditional on a vector of covariates,
are consistent with predictions.

Try:
net from http://www.sealedenvelope.com/

hope this helps,
Scott


*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index