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Re: st: model fit in clogit


From   "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: model fit in clogit
Date   Mon, 26 Jan 2004 13:32:33 -0000 (GMT)

Grazia,

No doubt I'll get jumped on for being too simplistic, but I would simply
use tables indicating conventional levels of statistical significance in
order to assess the probability of obtaining a chi-squared value
(depending, as it does, on the degrees of freedom in your model).

In a response to one of my recent posts, Richard Williams alerted me to a
rather useful user-written post-estimation test called -tablesq-. I think
I'm right in saying that it comes as part of the StataQuest package.
Unfortunately, I've forgotten the search route that took me to it, but
-findit tablesq- ought to do it.

C.

> I have a balanced panel of firms and times and three other explanatory
> variables. Given the binary nature of my explanatory variable I am running
> a
> conditional (fixed effect) model with clogit specified as follows:
>
> xi: clogit y1 x1-xk i.t, group(firm)
>
> STATA gives me a Prob > chi2 = 0.1720 for LR chi2. Does this mean that the
> fit
> of my model is not good? How do I assess the goodness of fit of the model?
>
>
> many thanks
>
> Grazia
>
>
> --
> Grazia Santangelo, PhD
> FacoltÓ di Scienze Politiche
> UniversitÓ degli Studi di Catania
> Via Vitt. Emanuele, 8
> 95131 Catania
> ITALY
>
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CLIVE NICHOLAS        |t: 0(44)191 222 5969
Politics Building     |e: clive.nicholas@ncl.ac.uk
School of Geography,  |f: 0(44)870 126 2421
 Politics & Sociology |
University of         |
 Newcastle-upon-Tyne  |
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*
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