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]

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


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu
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.

-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

*
*   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