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RE: st: Residuals in Logistic Regression

From   Richard Williams <[email protected]>
To   [email protected]
Subject   RE: st: Residuals in Logistic Regression
Date   Fri, 09 Apr 2004 14:07:51 -0500

At 06:55 PM 4/9/2004 +0100, Nick Cox wrote:
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.
Ok, after looking in several wrong places, I finally found an explanation in the Stata Reference Manual G-M, pp. 315-316. It says that "All the residual and diagnostic statistics calculated by Stata [NOTE: I think it really means Stata logistic regression and some related routines] are in terms of covariate patterns, not observations. That is, all observations with the same covariate patterns are given the same residual and diagnostic statistics." It says that Hosmer and Lemeshow argue that this is the better way to do it.

They may be right, but even Stata isn't consistent across routines in the handling of this. I'd like for -predict- to offer residual stats that were based on the individual observations and not the covariate patterns.

Richard Williams, Notre Dame Dept of Sociology
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