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RE: st: Stata Probit performance
From
Ozgur Ozdemir <[email protected]>
To
Stata <[email protected]>
Subject
RE: st: Stata Probit performance
Date
Thu, 10 Oct 2013 19:18:14 +0000
Hi,
I am looking something similar to R-Square of OLS. To understand the good of fit.
Is there anything else apart from Hosmer-Lemeshow goodnes of fit ?
thanks, Ozgur
----------------------------------------
> Date: Thu, 10 Oct 2013 11:56:38 -0500
> To: [email protected]; [email protected]
> From: [email protected]
> Subject: Re: st: Stata Probit performance
>
> At 10:35 AM 10/10/2013, Ozgur Ozdemir wrote:
>>Hi,
>>
>>Which information presents the model performance of Probit and Tobit
>>in Stata? Is there any specific command to request it if it is not
>>presented as part of standard Probit or Tobit output ?
>>
>>thanks, Ozgur
>
>
> What do you mean by "model performance?" The -estat gof- command
> after probit will give you the Hosmer-Lemeshow goodness-of-fit test,
> if that is what you want. That test has gotten a lot of criticism
> though, e.g. see
>
> http://www.statisticalhorizons.com/hosmer-lemeshow
>
> If that isn't what you mean maybe you could be more specific. Other
> commands you might be interested in (.e.g. -estat clas-) can be found by typing
>
> help probit_postestimation
>
>
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