st: xtlogit and Hosmer-Lemeshow goodness of fit

[Garry Anderson <g.anderson@unimelb.edu.au>]

Hi,

One is able to do a Hosmer-Lemeshow goodness-of-fit test -lfit- after an 
ordinary logistic regression -logit-.

With -xtlogit y x,re-

-lfit- says 'last estimates not found'
Is it possible to do a H-L test after -xtlogit- please?

If so, which predict should one use

a) -predict predfit1 ,xb-      (fitted values, the default)

b) -predict predprob ,pu0-      (predicted probability Pr(y=1 assuming u_i=0)

A similar situation occurs with -lroc-

Kind regards, Garry


Garry Anderson
School of Veterinary Science
University of Melbourne
250 Princes Highway           Ph  03 9731 2221
WERRIBEE    3030             Fax  03 9731 2388
Email:  g.anderson@unimelb.edu.au 
*
*   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/