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Re: st: Prediction for fractional logit


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Prediction for fractional logit
Date   Tue, 31 May 2011 15:18:49 +0200

On Tue, May 31, 2011 at 3:09 PM, Shonda Naples  wrote:
> Maarten, I was looking up your presentation on zoib as I received your
> email. Does stata have LM specification tests for fractional logit?
> The documentation doesn't seem to indicate it. A quick look at the
> zoib help also doesn't reveal LM specification tests for that
> procedure either. Is that correct?

That is correct. I think model diagnostics are important, and I will
at some point in the future also develop those for -zoib-. However, I
also think that statistical test embody the wrong tradeoff when it
comes to choosing models
<http://www.stata.com/statalist/archive/2011-05/msg01481.html>, so I
won't be implementing a Lagrange multiplier specification tests or any
other specification tests.

-- Maarten

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


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