To give this pot another stir, and to use
mutually accessible data, -logit- and -glm-
with logit link and binomial family give quite
different deviance residuals.
The pattern of -glm-'s makes sense,
but that of -logit-'s is more puzzling.
Something's wrong here; is it my understanding?
sysuse auto, clear
logit foreign mpg
predict logitdev, dev
glm foreign mpg, link(logit) f(binomial)
predict glmdev, dev
scatter *dev
scatter logitdev mpg, mlabel(foreign)
scatter glmdev mpg, mlabel(foreign)
Nick
[email protected]
Richard Williams
>
> >I obviously don't understand how the residual statistics
> work in logistic
> >regression. I have run a logistic regression of happymar
> (coded 0, 1) on
> >church and female (also both 0, 1) and educ (years of
> education). I then
> >use predict to get the deviance residuals (I get similar
> results if I use
> >the rstandard or residuals options on predict). I get the following:
> >
> >. extremes dev p happymar church female educ, nolabel high
> >
> > +----------------------------------------------------------------+
> > | obs: dev p happymar church female educ |
> > |----------------------------------------------------------------|
> > | 43. 1.170689 .5039612 1 1 0 10 |
> > | 2. 1.394511 .3782007 1 0 1 10 |
> > | 6. 2.4859 .0858805 0 0 0 11 |
> > | 13. 2.4859 .0858805 1 0 0 11 |
> > | 36. 2.4859 .0858805 1 0 0 11 |
> > +----------------------------------------------------------------+
>
> To follow up on my own message: I ran the same logistic
> regression in
> SPSS, and its residuals statistics behave as I would expect,
> i.e. case 6 is
> not an outlier but cases 13 and 36 are. As far as I can
> tell, with Stata's
> logistic regression, the residuals produced by the
> -deviance-, -rstandard-,
> and -deviance- parameters on -predict- will all be the same
> for cases that
> have the same values on the covariates, regardless of whether
> they have the
> same value on the outcome measure. I imagine there is a
> logic behind this,
> but I don't know what it is, and it is not the same logic
> used by SPSS in
> computing residuals.
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
