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Re: st: Goodness-of-fit test with conditional logit


From   Steven Samuels <sjhsamuels@earthlink.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Goodness-of-fit test with conditional logit
Date   Thu, 7 Feb 2008 12:09:43 -0500

Peter, The estimated coefficients from -clogit- cannot generate an ordinary prediction because there is no intercept. The estimated probabilities will therefore not resemble the true probabilities. If all covariates are at zero, for example, the predicted probability will be 0.5.


Steven



On Feb 7, 2008, at 10:22 AM, Peter Dijkstra wrote:


Sorry for bothering with a similar question, but I'm still looking for a goodness-of-fit test after I ran a conditional logit model. I do use the linktest, but that is a specification test and I want to know what the predictive value is of my model. Any ideas?
Thanks in advance.
Cheers, Peter
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