[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Gof for ologit/oprobit

From   "Dan Weitzenfeld" <>
Subject   st: Gof for ologit/oprobit
Date   Tue, 30 Oct 2007 15:37:42 -0700

What is the best way to communicate to non-statisticians the Goodness
of Fit (gof) of an ordered logit/ordered probit model?

For OLS, there is the trusty R2, letting you tell a non-statistician,
"I can explain X% of the variation in the dependent variable."

For logit/probit, I've used the probability of correct classification,
type I and type II error rates as my go-to metric for gof.

Is there a corresponding metric for ordered logit/ordered probit?
I've read about psuedo R2 and it's faults.  Probability of correct
classification doesn't seem fair given the multiple categories of the
dependent variable - if my model predicts you'll be a 2 but you're a
3, I get no credit for being close.

Please feel free to just reply with a link/manual reference that I
should read and I'll do the reading.

Thanks in advance,
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index