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Re: st: test

From   Richard Williams <>
Subject   Re: st: test
Date   Mon, 31 May 2004 10:04:28 -0500

At 03:28 PM 5/31/2004 +0200, wrote:
Dear all,
what is the real name of the test called "linktest" in Stata?Is there an
According to the reference manual, the test was suggested by Pregibon (1979) based on an idea of Tukey (1949). It also says that Pregibon (1980) suggested a slightly different method that has come to be known as "Pregibon's goodness-of-link test" - but Stata uses the older version because it is universally applicable. So, I'm not sure if there is a name for the test, but there is a source for it.

And the real name of the Condition Index1 (collin)???
Many many thanks...
Collin reports 2 sets of numbers that are both called the condition index. I'm not sure if they have separate names or not. The difference is in the estimation, i.e. with index 1 variables are centered about their means first and in index2 they are not. My intuition leads me to favor approach 1 but it turns out there is a lot of controversy on this. Belsley Kuh and Welsch discuss this in their 1980 book on regression diagnostics.

Richard Williams, Notre Dame Dept of Sociology
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