Regardless of the views expressed here, whereas
. logit foreign mpg [aw=weight]
. predict res, res
doesn't work,
. glm foreign mpg [aw=weight], link(logit)
. predict res, res
does.
Nick
[email protected]
Stas Kolenikov
>
> From what I see in the help file, Stata does not provide for [aweight]
> estimation of a logit model. At any rate, if you can come up with a
> clear explanation as to how you want to generalize the residual /
> influence diagnostics to weighted data, that would be quite an
> achievement -- I don't think I've seen it done before in literature.
> It is one of those cases when something obvious is not implemented in
> Stata means it is not statistically justified. If you estimate the
> model without the weights, get the diagnostic variables, and multiply
> them by the weights, you still won't have exactly what you need, as
> the model in which they were estimated is a different (and probably
> incorrect) one.
>
[email protected]
> > I understand that Stata won't let me "predict r,
> > residuals" or "predict h, hat" after an "aweight"
> > weighted logit, but I would still like to find a way to
> > look at the residuals and leverage to find observations
> > that have an undue effect on the fitted model. Any
> > thoughts? Thanks very much,
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