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st: RE: Outlier Analysis with Logit Models


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Outlier Analysis with Logit Models
Date   Tue, 2 May 2006 21:08:59 +0200

-----Liz wrote: 
> I am interested in doing outlier analysis on logit regressions.  Dfits and
> some other commands do not seem to work following logit.  What techniques
> are available to use with logit or probit regressions?

Liz:
If you type -help logit- you also get information about what you can
-predict- after -logit- which includes various influence statistics.
After you have -predict-ed them you have variables containing those 
statistics which you can than use to create your favourite graphs, 
see example below.

*--------------begin example--------------------
sysuse auto, clear
logit foreign price mpg
predict rs, rs
predict dbeta, dbeta
predict hat, hat
sort price
gen long obsnr = _n
twoway scatter rs obsnr, mlabel(obsnr) msymbol(none) mlabposition(0)
twoway scatter dbeta obsnr, mlabel(obsnr) msymbol(none) mlabposition(0)
twoway scatter hat obsnr, mlabel(obsnr) msymbol(none) mlabposition(0)
list foreign price mpg if obsnr==74 
sum foreign price mpg
*---------------end example----------------

HTH,
Maarten 

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214 

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------



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