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From |
Stas Kolenikov <skolenik@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: fit statistics for svy: mlogit |

Date |
Thu, 11 Feb 2010 09:20:21 -0600 |

There are no likelihoods in the survey statistics world, sorry. And there are philosophical reasons as to why there are no likelihoods. First, there is no way any particular model will fit an arbitrary finite population. Second, the inference goal in survey statistics are population parameters, the numbers characterizing a given finite population from which you took a sample. Accordingly, the confidence probabilities and p-values are probabilities of taking bad samples in which the CI does not cover the true value, etc. When you combine the two concepts, what you end up with is something like "Based on the sample information, I can estimate the misfit in the population to be such and such, and out of gazillion possible samples, 1.5% will have a test statistic greater than 3.5 observed in the current sample" -- if any of these statements are informative at all. You can estimate say the population R^2 in linear regression, or whatever fit statistic that you would normally associate with a model for i.i.d. data, but, to repeat, you know that your fit won't be great, since all models are wrong (c) G. Box. On Thu, Feb 11, 2010 at 8:54 AM, Kate Perper <kate.perper@gmail.com> wrote: > Hello, > > I'm wondering how I can get fit statistics when running an multinomial > logistic regression model while controlling for survey design. svy: mlogit > > When I run mlogit without svy, I can get log likelihood statistics, not so > when svy is included. > > Thanks, > > Kate > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: fit statistics for svy: mlogit***From:*Kate Perper <kate.perper@gmail.com>

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