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st: Very low sensitivity of fixed-effects logit


From   "Leda Inga" <ledainga@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Very low sensitivity of fixed-effects logit
Date   Thu, 5 Jun 2008 16:40:48 -0500

Hi,

I'm runnig a fixed-effects and random-effects logit with DHS
(Demographic Health Survey) data. The groups are the clusters within
which each female belongs to. Given the recomendation in a previous
statalist mail (http://www.stata.com/statalist/archive/2007-06/msg00818.html
), I calculated the percentege correctly predicted for both models.
Nevertheless, I'm very surprised because the sensitivity (% correctly
predicted of positive outcomes) is very low for the fixed-effects
logit while the specificity (% correctly predicted of negative
outcomes: zeros) very high. On the other hand, both measures are more
acceptable for the random effects models. Besides, the pvalue of the
hausman test is zero.
Are this measures (sensititvity and specificity) the most appropiate
for measuring the quality of the results of this kind of models? And
are the results I've gotten frequent when comparing a fixed effects
versus a random effects model?

Here are the results given by rocss, a command the calculates the
sensitivity (sens) and specificity (spec) for different cutoffs:

Fixed-effects logit:

    cutoff     sens     spec   omspec    cclass    carea
    ------------------------------------------------------
1.    0.000   1.0000   0.0000   1.0000   47.5149   0.0000
2.    0.100   0.7250   0.6656   0.3344   69.3837   0.5741
3.    0.200   0.4250   0.9026   0.0974   67.5660   0.7104
4.    0.300   0.2313   0.9637   0.0363   61.5734   0.7304
5.    0.400   0.1219   0.9908   0.0092   57.7961   0.7352
6.    0.500   0.0580   0.9951   0.0049   54.9844   0.7356
7.    0.600   0.0209   0.9995   0.0005   53.4507   0.7358
8.    0.700   0.0078   1.0000   0.0000   52.8543   0.7358
9.    0.800   0.0036   1.0000   0.0000   52.6555   0.7358
10.    0.900   0.0006   1.0000   0.0000   52.5135   0.7358
11.    1.000   0.0000   1.0000   0.0000   52.4851   0.7358
    +------------------------------------------------------+

Random-effects logit:

    cutoff     sens     spec   omspec    cclass    carea
    ------------------------------------------------------
1.    0.000   1.0000   0.0000   1.0000   48.9190   0.0000
2.    0.100   0.9791   0.1930   0.8070   57.7572   0.1910
3.    0.200   0.9291   0.3791   0.6209   64.8135   0.3685
4.    0.300   0.8490   0.5321   0.4679   68.7099   0.5046
5.    0.400   0.7528   0.6726   0.3274   71.1808   0.6171
6.    0.500   0.6353   0.7809   0.2191   70.9670   0.6923
7.    0.600   0.5036   0.8721   0.1279   69.1851   0.7442
8.    0.700   0.3871   0.9293   0.0707   66.4053   0.7697
9.    0.800   0.2448   0.9674   0.0326   61.3923   0.7817
10.    0.900   0.0971   0.9930   0.0070   55.4764   0.7861
11.    1.000   0.0000   1.0000   0.0000   51.0810   0.7864


Any help would be very appreciated.
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