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st: xtlogit and Hosmer-Lemeshow goodness of fit


From   Garry Anderson <g.anderson@unimelb.edu.au>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtlogit and Hosmer-Lemeshow goodness of fit
Date   Thu, 22 Apr 2004 16:36:32 +1000

Hi,

One is able to do a Hosmer-Lemeshow goodness-of-fit test -lfit- after an ordinary logistic regression -logit-.

With -xtlogit y x,re-

-lfit- says 'last estimates not found'
Is it possible to do a H-L test after -xtlogit- please?

If so, which predict should one use

a) -predict predfit1 ,xb- (fitted values, the default)

b) -predict predprob ,pu0- (predicted probability Pr(y=1 assuming u_i=0)

A similar situation occurs with -lroc-

Kind regards, Garry


Garry Anderson
School of Veterinary Science
University of Melbourne
250 Princes Highway Ph 03 9731 2221
WERRIBEE 3030 Fax 03 9731 2388
Email: g.anderson@unimelb.edu.au
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