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Re: st: xtmelogit model fit


From   Jeph Herrin <junk@spandrel.net>
To   statalist@hsphsun2.harvard.edu
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.

hth,
Jeph


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

Dale

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
Email: dale.s.hardy@uth.tmc.edu




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