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From |
"TANIGUCHI, Naoko" <n-oni@yb3.so-net.ne.jp> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Measures of fit in clogit |

Date |
Tue, 01 Feb 2005 18:26:07 -0500 |

Dear Clive Nicholas; Thank you very much for your helpful advice! Your insights are almost perfect, and I agree with your interpretation. Yes, I just try to compare the fit of 2 models which are very similar to each other. Depending on Scott and Freese (2001) Regression Models for Categorical Dependent Variables Using STATA, pp.82-87, I searched for a good measure of for clogit. The count R square seems good because it is said that it can describe 'the proportion of correct prediction (i.e. the correct predicted vote / the observed vote). But this measure seem contradict to others. Model A McFadden's R2: 0.297 McFadden's Adj R2: 0.281 Maximum Likelihood R2: 0.615 Cragg & Uhler's R2: 0.615 Count R2: 0.538 Model B McFadden's R2: 0.292 McFadden's Adj R2: 0.276 Maximum Likelihood R2: 0.609 Cragg & Uhler's R2: 0.609 Count R2: 0.557 McFadden's R2, Maximum Likelihood R2,and Cragg & Uhler's R2 in the model A are better than those in the model B. But only Count R2 says the model B is slightly superior to the other. I know your interpretation that these two models made little difference still right.... Thank you! Naoko Taniguchi || Visiting Scholar || Department of Political Science || University of Michigan || 6642 Haven Hall, 505 S State St || Ann Arbor MI 48109-1045 >> // Which model of them does a good prediction? > >Assuming that 'utilities' means differing propensities to vote for >candidate/party X (almost certainly on a Likert scale), the fit statistics >generated by -fitstat- are almost identical. For instance, the McFadden >R^2 in Model A = .297; in Model B = .292. Therefore, I would conclude that >changing your voting propensity scale from one to the other makes very >little difference to your model's overall prediction of vote choice. (And >since you're using -clogit-, then presumably your model is seeking to >predict the _change_ or _stability_ in candidate choice from one election >to the next for the ith voter.) > >> // How do I get the adjusted count Rsquare in clogit? > >I'm not entirely clear by what you mean here, but if you simply want an >adjusted R^2, and you're happy with McFadden's R^2, then the adjusted >McFadden R^2 displayed to the right of the 'pure' version ought to be good >enough for you. > >> // How do I get a cross table of the observed X the predicted values ? >> ('lstat' has already been installed, but does not work well...) > >I'm afraid I've not used -clogit- in Stata enough to answer this, as I >couldn't find anything in -whelp clogit- to answer this properly. All I >can suggest is to -predict- and compare with the observed values. Not as >nice as having it all in a contingency table, but better than nothing! > >> // What is the best measures of fit in clogit? > >This has to be your call, but it is worth pointing out that virtually >every fit statistic across your two models broadcasts the same message: >changing utility scale makes little difference to your model fit. It is >interesting that you don't mention whether or not changing utility has any >impact upon the sign and/or magnitude of the _other_ three variables. If >they have little or no impact, this indicates that your model is robust to >such changes. > >I hope all this helps. > >CLIVE NICHOLAS |t: 0(044)7903 397793 >Politics |e: clive.nicholas@ncl.ac.uk >Newcastle University |http://www.ncl.ac.uk/geps > >* >* 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/ > * * 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/

**Follow-Ups**:**Re: st: Re: Measures of fit in clogit***From:*"Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>

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