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

RE: st: Residuals in Logistic Regression


From   Constantine Daskalakis <C_Daskalakis@mail.jci.tju.edu>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: Residuals in Logistic Regression
Date   Fri, 09 Apr 2004 15:28:28 -0400

At 03:07 PM 4/9/2004, Richard Williams wrote:

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.
Correct. That's what it is and that is how H&L define the deviance residuals (p.138).


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.
I never understood the rationale of this whole business. It has to do with whether you focus on individual observations (in which case your degrees of freedom equal your total sample size) or covariate patterns (in which case, the degrees of freedom are dependent on what covariates you include in the model). H&L prefer the latter. I think it leads to certain unintuitive situations. For example, suppose you fit a model with only an intercept. All the residuals will be 0 in this case (there's only a single covariate pattern, ie, the entire sample). Surely that cannot be right? Perfect fit? I don't think so.





The documents accompanying this transmission may contain confidential health or business information. This information is intended for the use of the individual or entity named above. If you have received this information in error, please notify the sender immediately and arrange for the return or destruction of these documents.

________________________________________________________________
Constantine Daskalakis, ScD
Assistant Professor,
Biostatistics Section, Thomas Jefferson University,
211 S. 9th St. #602, Philadelphia, PA 19107
Tel: 215-955-5695
Fax: 215-503-3804
Email: c_daskalakis@mail.jci.tju.edu
Webpage: http://www.jefferson.edu/medicine/pharmacology/bio/
*
* 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