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st: RE: Pearson Goodness of Fit


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Pearson Goodness of Fit
Date   Sun, 16 Jul 2006 17:46:39 +0100

You can put your sequences in string variables. 

bysort id (t) : gen y_seq = string(y[1]) 
by id : replace y_seq = y_seq[_n-1] + string(y) if _n > 1 
by id : replace y_seq = y_seq[_N] 

and similarly for the other variable. 

Then you select just observation for each panel 

egen tag = tag(id) 
tab y_seq yhat_seq if tag, chi2 

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

Nikolaos Kanellopoulos
 
> I want to estimate the Pearson Goodness of fit after a Random Effects
> Probit. To do that I need to count the frequencies of each 
> sequence that my
> actual variable (y) and its prediction (yhat)have.
> 
> For instance in the following example y takes 3 sequences by 
> id and t 0001,
> 0000, 0011 with frequencies 2 ,1, 1 respectively and yhat 
> takes 0001, 0000,
> 1000, 0011 each with frequency 1. My problem is that I can't count the
> different sequences that y and yhat follow.
> 
> Any help is more than welcome.
> 
> 	+-------------------+
> 	id   t   y   yhat 
> 	-------------------
> 1.	1   1   0      0 
> 2.	1   2   0      0 
> 3.	1   3   0      0 
> 4.	1   4   1      1 
> 5.	2   1   0      0 
> 	-------------------
> 6.	2   2   0      0 
> 7.	2   3   0      0 
> 8.	2   4   1      0 
> 9.	3   1   0      1 
> 10.	3   2   0      0 
> 	-------------------
> 11.	3   3   0      0 
> 12.	3   4   0      0 
> 13.	4   1   0      0 
> 14.	4   2   0      0 
> 15.	4   3   1      1 
> 	-------------------
> 16.	4   4   1      1 
> 	+-------------------+

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