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Re: st: xtmelogit model fit

From   Jeph Herrin <>
Subject   Re: st: xtmelogit model fit
Date   Tue, 06 Oct 2009 12:04:02 -0400

I typically assess fit with a C-statistic; other
methods exist but can have counterintuitive properties.
Just be sure to round the predicted values into a
manageable number of classifications (I ususally 100).

 xtmelogit pvar ...
 predict phat
 replace phat=round(phat,0.01)
 roctab pvar phat

This reports the ROC area, also known as the C-statistic,
along with the 95%CI. A C-stat of 1 is a perfect fit model,
a C-stat of 0.5 is no better than chance. One advantage,
beyond simple interpretability (the C-stat assesses how
well the model predicts true outcomes), is that it is directly
comparable across very different model specifications.


Hardy, Dale S wrote:
Does anyone know how to do model fit for xtmelogit models?


Dale Hardy, PhD RD CDE CHES
Research Associate
University of Texas School of Public Health
Houston, TX 77030
Phone: (713) 500-9221
Fax: (713) 500-9264

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