* UPDATE: 10/7/91   as sqv1.3 
/*               LOGISTIC REGRESSION EXTENSIONS 
   extlogit.ado
   Wald statistics & partial correlations; 
   Model GOF statistics;

   Based on assumption of n-asymptotic covariate distribution
   
   Joseph Hilbe, STB/CRC 
*/
cap program drop extlogit
program define extlogit
version 2.1
   mac def _varlist "req ex min(2)"
   mac def _if "opt"
   mac def _in "opt"
   if "%_*"=="" {
      parse "%LOGIODDS %LOGIFIN"
      di in gr "-> extlogit %_varlist %_if %_in" _n
   }
   else  {
      mac def _options "*"
      parse "%_*"
   }
   parse "%_varlist",parse(" ")
   quietly logit %_*  %_if %_in
     cap drop _num
     cap drop _depvar
     cap drop logpred
     cap drop resid
     cap drop _good
     cap drop llo
     cap drop _one
   quietly {
      gen _depvar=%_1 %_if %_in
      gen _one=sum(cond(_depvar,1,0))
        replace _one=_one[_N]
          gen _num=[_n-1]+1 
      gen llo=(_one*(log(_one)))+((_num[_N]-_one)*(log(_num[_N]-_one)))-(_num[_N]*(log(_num[_N])))
      predict logpred
      gen resid=_depvar-logpred
      gen _good=sum((resid^2)/(logpred*(1-logpred)))
        replace _good=_good[_N]
        drop _depvar
        drop resid
        drop logpred

     }
   cap drop _num
   cap drop _cof
   cap drop _secof
   cap drop _wald
   cap drop _parcor
   
   quietly gen _cof = .
   quietly gen _secof = .
   quietly gen _wald = .
   quietly gen _parcor = .
   mac def _i= 0
   mac shift

   di in gr "                                           "
   di in gr "                                           "
   di in wh "MODEL GOODNESS OF FIT STATISTICS"
   di in gr "** ChiSq>.05 fails to reject hypothesis that model fits"
   di in gr "                                           "
   di in gr "H-L Goodness of Fit (Mod) => " %9.4f in ye _good
   di in gr "   ChiSq sign. (df:N-k)   => " %9.4f in ye chiprob((_result(1)-_result(3)-1),_good)
   di in gr "-2 LL(Model)              => " %9.4f in ye 2*abs(_result(2))
   di in gr "   ChiSq sign. (df:N-k)   => " %9.4f in ye chiprob((_result(1)-_result(3)-1),2*abs(_result(2)))
   di in gr "-2 LL(Intercept)          => " %9.4f in ye 2*abs(llo)
   di in gr "   ChiSq sign. (df:N-k)   => " %9.4f in ye chiprob((_result(1)-_result(3)-1),2*abs(llo))
   
   drop _good
   drop _one
   di in gr "                                           "
   di in gr "                                           "
   di in wh "WALD STATISTICS & PARTIAL CORRELATIONS"
   di in gr _n _col(1) "No  Var         Wald   Prob(Chi)    Partial Corr"
   di in gr _dup(48) "="
   while "%_1"!=""  {
      mac def _i = %_i + 1
      quietly {
         replace _cof = _b[%_1] in %_i
         cap test %_1
         replace _secof = abs(_b[%_1])/sqrt(_result(6)) in %_i
         replace _wald  = (_cof/_secof)^2 in %_i
         replace _parcor = sqrt((_wald-2)/(2*abs(llo)))
         replace _parcor = 0 if _wald<2  
         di in gr %_i %9.4f in gr _col(5) "%_1" %9.4f in ye _col(13) _wald[%_i] %9.4f _col(22) chiprob(1,_wald[%_i]) %9.4f _col(40) _parcor[%_i] %9.4f
         mac shift
        }
}
   drop _cof
   drop _wald
   drop _secof
   drop _parcor
   drop llo
   
end