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RE: st: Residuals in Logistic Regression
At 06:55 PM 4/9/2004 +0100, Nick Cox wrote:
Ok, after looking in several wrong places, I finally found an explanation
in the Stata Reference Manual G-M, pp. 315-316. It says that "All the
residual and diagnostic statistics calculated by Stata [NOTE: I think it
really means Stata logistic regression and some related routines] are in
terms of covariate patterns, not observations. That is, all observations
with the same covariate patterns are given the same residual and diagnostic
statistics." It says that Hosmer and Lemeshow argue that this is the
better way to do it.
To give this pot another stir, and to use
mutually accessible data, -logit- and -glm-
with logit link and binomial family give quite
different deviance residuals.
The pattern of -glm-'s makes sense,
but that of -logit-'s is more puzzling.
They may be right, but even Stata isn't consistent across routines in the
handling of this. I'd like for -predict- to offer residual stats that were
based on the individual observations and not the covariate patterns.
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
WWW (personal): http://www.nd.edu/~rwilliam
WWW (department): http://www.nd.edu/~soc
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