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st: RE: RE: Outlier Analysis with Logit Models


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: Outlier Analysis with Logit Models
Date   Tue, 2 May 2006 23:18:53 +0100

In addition, note the -modeldiag- package
written up in Stata Journal 4(4). Type

. search modeldiag 

which indicates how to install. You can do things like 

. indexplot, show(rs) 

after a -logit- call. Thus Maarten does things
from first principles, whereas -modeldiag- will
often do the spadework for you. 

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

Maarten Buis
 
> > 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?
> 
> 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----------------

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