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Re: st: St: Logistic regression & standardized coefficients; Multinomial GOF test


From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: St: Logistic regression & standardized coefficients; Multinomial GOF test
Date   Tue, 06 Dec 2011 12:14:22 -0500

At 11:55 AM 12/6/2011, Ronald McDowell wrote:
Hi all

1. I've been looking at some materials online about standardized coefficients in logistic regression eg.


http://www.nd.edu/~rwilliam/stats3/L06.pdf

Full standardization includes dividing the estimated coefficients by the standard deviation of Y*. Can someone clarify for me what exactly Y* is ? I'm aware it is a function of the fitted values. I have used listcoef and fitstat to obtain sd(Y*) so far, but
 would like to be able to manually compute it.

See Long & Freese's book for a detailed explanation:

http://www.stata.com/bookstore/regmodcdvs.html

For a mini-explanation, including how to compute manually, see

http://www.nd.edu/~rwilliam/xsoc73994/L03.pdf

For more advanced discussions, see the first 19 slides of

http://www.nd.edu/~rwilliam/stats/Oglm.pdf

Also take a look at the -khb- command on SSC and the papers associated with it. The relevant papers may still be forthcoming so you may need to write the authors if you want them.

Finally, I don't have the full citation handy, but Scott Menard offered an alternative approach to Y-standardization in a 2010 issue of Social Forces.

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Richard Williams, Notre Dame Dept of Sociology
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