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Re: st: PSEUDO R2


From   "Antonio Rodrigues Andres" <[email protected]>
To   <[email protected]>, <[email protected]>
Subject   Re: st: PSEUDO R2
Date   Fri, 05 Dec 2003 19:21:31 +0100

The point is that my dependent variables is not binary is the log
(ntprop/(pop/ntprop)). My dependent variable is the log
(crratio/1-crratio). I get the message y hat is not binary when using
glogit

Thanks in advance for your help
Antonio

>>> [email protected] 12/05/03 7:01 PM >>>
----- Original Message ----- 
From: "Constantine Daskalakis" <[email protected]>
To: <[email protected]>
Sent: Friday, December 05, 2003 11:06 AM
Subject: Re: st: PSEUDO R2


> At 09:28 AM 12/5/2003, you wrote:
> >I am estimating grouped data logistic models using glogit or simply
> >using regress with analytical weights
> >
> >generate double lcrp=log(ntprop/(pop-ntprop))
> >generate double wt1=ntprop*(pop-ntprop)/pop
> >
> >glogit ntprop pop clprop $xvars  $zvars $tvars
> >regress lcrp clprop $xvars  $zvars $tvars [w=wt1]
> >
> >If I want to get a measure of goodness of fit I might use the squared
> >correlation between y and yhat
> >
> >regress lcrp clprop $xvars $zvars $tvars
> >predict yhat1
> >corr yhat1 lcrp
> >
> >Is that correct?
> >
> >Antonio
>
> That is not ideal.
> See the book by Hosmer & Lemeshow (Applied Logistic Regression) for an
> excellent and extensive basic discussion on assessing fit.
> CD
>


Sealed Envelope has a Hosmer-Lemeshow goodness of fit test that can be
used to
test whether observed binary responses, conditional on a vector of
covariates,
are consistent with predictions.

Try:
net from http://www.sealedenvelope.com/

hope this helps,
Scott


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