Re: st: How can I access goodness-of-fit p-value in a program? (re-send with subject line)

["Barbara Nightingale" <barbara@biomes.net>]

I have a problem where I need to generate a variable that is raised to the 
power of 1/b2-1 and it seems that stata does not like me to enter it as 
1/b2-1, do you have any suggestions?

Barbara Nightingale M.M.A.
barbara@biomes.net
360-379-3666
www.biomes.net
----- Original Message ----- 
From: "Maarten buis" <maartenbuis@yahoo.co.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Sunday, January 29, 2006 12:29 PM
Subject: Re: st: How can I access goodness-of-fit p-value in a program? 
(re-send with subject line)



> > I have written a program which generates a table of odds ratios from many
> > bivariate logistic regression models.  I would like to add the p values
> > associated with the Hosmer Lemeshow chi2 statistic (as generated by
> >
> > . estat gof, group(10)
> >
> > to the table.  -estat- returns r(chi2) but not the p-value.  The stata
> > function 'chi2' returns a very different p-value than that returned by
> > -estat gof- Any ideas?
> You should have used -chi2tail- instead of -chi2-.
>
> *----------begin example-------
> sysuse auto, clear
> recode rep78 1=2
> tab rep78 foreign, chi2
> return list
> di chi2(3,r(chi2))
> di 1-chi2(3,r(chi2))
> di chi2tail(3,r(chi2))
> *-----------end example------------
> > The bivariate logistic models consist of one continuous dependent 
> > variable
> > of interest which is included in every model (var1, below) together with 
> > a
> > different (mostly dichotomous) variable (var2) for each model, i.e.:
> >
> > .logistic death var1 var2
> >
> > The point is to assess the change in the odds ratio associated with var1
> > with inclusion of var2.
>
> It looks like you are doing some sensitivity analysis or extreme bounds 
> analysis like
> (Sala-i-Martin 1997), is that right?
>
>
> > Depending on var2, .estat gof, group(10) will generate less than 10
> > quantiles due to ties.
> >
> > The question:  In reporting multiple p values for multiple gof tests, 
> > should
> > I accept whatever groupings Stata gives me and report the stats with
> > different df's for each one?  Or should I force the same # of groups for
> > each model?
> I don't see why you would use the Hosmer Lemeshow chi2 statistic if it is 
> inconvenient. You are
> after all interested in changes in the parameter of interest, not in the 
> goodness of fit. More
> specifically, Agresti (2002, p. 177) warns that the Hosmer-Lemeshow 
> statistic does not have good
> power for detecting particular types of lack of fit, i.e. you accept 
> models as having a good fit
> (or more precisely you do not reject the hypothesis that the fit is bad), 
> which should not be
> accepted. If you want to report a goodness of fit statistic I would report 
> the BIC, since this is
> comparabel across non-nested models. See for instance (Raftery 1995) (and 
> discussants in the
> following articles) for a discussion. As an added bonus Adrian Raftery 
> promotes the use of BICs
> for approximate Bayesian Model Averaging, which is not unlike 
> Sala-i-Martin's (2003) later take on
> this model uncertainty problem.
>
> Sala-i-Martin, Xavier, 1997. "I Just Ran Two Million Regressions," 
> American Economic Review,
> American Economic Association, vol. 87(2), pages 178-83.
>
> Sala-i-Martin, X, G. Doppelhoffer, and R. Miller, "Determinants of Long 
> Term Growth: A Bayesian
> Average of Classical Estimates (BACE) Approach", American Economic Review, 
> September 2003.
>
> Agresti, Alan, (2002) Categorical Data Analysis, 2nd edition, Wiley
>
> Raftery, Adrian E. (1995).  Bayesian model selection in social research 
> (with Discussion).
> Sociological Methodology, 25, 111-196.
>
> HTH,
> Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting adress:
> Buitenveldertselaan 3 (Metropolitan), room Z214
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
>
>
>
>
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