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st: Comparison of logistic regressions with different outcomes


From   Zachary Neal <zpneal@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Comparison of logistic regressions with different outcomes
Date   Tue, 4 Jun 2013 16:44:22 -0400

I am looking for a way to compare two logistic regression models
estimated on the same data, with the same predictors, but with
different outcomes.  In essence, I want to know whether a given set of
predictors is better at predicting outcome A or outcome B.

I found this site useful for understanding the pseudo-R2 statistics
reported by the fitstat command:
http://www.ats.ucla.edu/stat/mult_pkg/faq/general/Psuedo_RSquareds.htm
 As I understand it, for all their faults, the same pseudo-R2 can
validly be compared across two models estimated on the same data, with
the same outcome, but with different predictors.  But, my case is the
opposite of this: the predictors remain the same across models, but
the outcomes change.

Any suggestions would be appreciated.

-- 
Zachary Neal, PhD
Department of Sociology
Michigan State University
zpneal@msu.edu
http://www.msu.edu/~zpneal
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