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Re: st: overspecification of logit model

From   Steve Samuels <>
Subject   Re: st: overspecification of logit model
Date   Mon, 26 Apr 2010 15:27:15 -0400

I recommend that you consult Chapters 4 and 5 of  Frank Harrell's
Regression Modeling Strategies, Springer, 2001. The checks on
overfitting include the estimation of shrinkage factors and model
validation. See the summary in Section 4.10.


On Sun, Apr 25, 2010 at 8:42 PM, David Souther
<> wrote:
> I've got a dataset with tens of thousands of cases and I ran a
> standard -logit- with about 100 variables.  I got a comment from
> someone that most people think that a logit model cannot be
> overspecified, but that is simply not true, and that I should test my
> model for overspecification.
> I've searched for some literature or logic to support this claim as
> well some kind of postestimation test for this, but no luck.  Anyone
> else encounter this issue?
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Steven Samuels
18 Cantine's Island
Saugerties NY 12477
Voice: 845-246-0774
Fax:    206-202-4783

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