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st: glm: a question about the Deviance formula


From   Joan Holand <Joan.Holand@gmx.net>
To   statalist@hsphsun2.harvard.edu
Subject   st: glm: a question about the Deviance formula
Date   Thu, 29 Mar 2007 00:47:25 +0200

Dear statalist,

I have a question about the Deviance formula in the -glm- output.

In my statistics handbook (Agresti 1996*, p. 96) I found the information
that Deviance in loglinear models equals the likelihood-ratio
goodness-of-fit statistic Gsq which would mean that it had the following
formula:
Deviance = 2Sum [fobs * ln(fobs / fexp)] .

Could anybody please verify this information (i.e. look up in the Stata
manuals)?
Your help would be very appreciated.
Thank you in advance,
Joan

* Agresti, A. (1996): An Introduction to Categorical Data Analysis. New York
*
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