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st: RE: Gamma coefficient in stata


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Gamma coefficient in stata
Date   Fri, 12 Aug 2005 23:24:09 +0100

Kruskal's gamma as I know it would require 
you to bin the predicted probabilities
before you -tabulate-. 

Rather more information is shown by 
a plot of observed response versus 
predicted response. This is always 
possible and sensible regardless of 
the number of predictors. 
A canned way of doing this is -ovfplot- 
in the -modeldiag- package. 

That the correlation between observed
and predicted is not crazy follows from 
arguments in

Zheng, B. and A. Agresti. 2000. Summarizing the predictive power of a
generalized linear model. Statistics in Medicine 19: 1771-1781.

(I believe that Professor Agresti is in your Dept.) 

Nick 
n.j.cox@durham.ac.uk 

Dinesh Sharma
 
> I am running a logistic regression with large data set (n=50000) and 
> need to calculate the Kruskal's Gamma coefficient between the 
> dependent 
> variable y and the predicted probabilities. Is there any 
> stata routines 
> available for this? I tired tabulate command, which obviously did not 
> work. Any suggestion is highly appreciated.

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