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Re: st: Comparing model fit of logistic regressions with robust standard errors


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Comparing model fit of logistic regressions with robust standard errors
Date   Mon, 12 Oct 2009 03:37:54 -0700 (PDT)

--- On Mon, 12/10/09, Dirk Deichmann wrote:
> I am applying a logistic regression model with robust
> standard errors adjusted for clustering.
>  
> I know there have been some posts about this but to me it
> still is not clear whether and if so how I can assess the
> improvement in model fit using the Wald chi square values. 

What you should do is estimate the full model, and use 
-test- to test the constraints implicit in the nested model.
So if you want to leave a variable x1 out of your model,
you type -logit y x1 other_vars, other_options- followed
by -test x1-.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------

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