Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: RE: model fit comparison for xtgee


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: model fit comparison for xtgee
Date   Thu, 24 Jun 2010 11:12:55 +0100

This is an FAQ: 

How can I get an R-squared value when a Stata command does not supply one? 

http://www.stata.com/support/faqs/stat/rsquared.html

Nick 
n.j.cox@durham.ac.uk 

tlum@umn.edu

I am comparing two xtgee models to see how much explanatory power has 
increased
by adding a block of variables. I did a hausman test and the null 
hypothesis
was rejected. I do want to know how much more variance was explained by the 
new variables. Can the xtgee generate something like r-square type model 
fit index. Or is there anyway I can come up with some formal indicators for 
improvement in model fit under the new model.


*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index