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RE: st: Testparm Command in Logistic Regression Analysis
From
<[email protected]>
To
<[email protected]>
Subject
RE: st: Testparm Command in Logistic Regression Analysis
Date
Wed, 27 Nov 2013 13:45:17 +0000
Thanks Marteen for your explanations, this helped me lot!
And yes, the different observations are due to missing values. Do I have to drop observations with missing values then or is there another way to account for them, so that I could perform the LR-Test with a max. number of observations?
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Maarten Buis
Sent: Mittwoch, 27. November 2013 14:16
To: [email protected]
Subject: Re: st: Testparm Command in Logistic Regression Analysis
On Wed, Nov 27, 2013 at 1:54 PM, <[email protected]> wrote:
> Just in general, is it correct to use the test/testparm command in logistic regression or does it only apply for linear regression models?
-test- and -testparm- can be used after non-linear models, they will give you a Wald test.
> As I already stated I can't use the lrtest command to compare nested models because I have different numbers of observations within the models.
The differing number of observation is probably due to missing values.
If you take those into account you could use the likelihood ratio test.
> So what's the appropriate way to test the overall significance of a variable in a logistic regression model (and then to decide whether it stays in the model or not)?
Beware, in such a scenario you exclude variables because you cannot reject the hypothesis that the effect is 0. So, in essence you act as if a failure to reject the null hypothesis that the effect is 0 confirms that hypothesis. However, a failure to reject the that hypothesis is not the same as a confirmation of that hypothesis; an absence of evidence is not the same as evidence of absence. So, in a strict sense using any statistical test in this way is incorrect.
-- Maarten
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany
http://www.maartenbuis.nl
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