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RE: st: xtmelogit model fit


From   "Hardy, Dale S" <Dale.S.Hardy@uth.tmc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: xtmelogit model fit
Date   Tue, 6 Oct 2009 17:42:39 -0500

Thanks Jeph for the helpful advice.


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



________________________________________
From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] On Behalf Of Jeph Herrin [junk@spandrel.net]
Sent: Tuesday, October 06, 2009 11:04 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: xtmelogit model fit

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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