-----Liz wrote:
> I am interested in doing outlier analysis on logit regressions. Dfits and
> some other commands do not seem to work following logit. What techniques
> are available to use with logit or probit regressions?
Liz:
If you type -help logit- you also get information about what you can
-predict- after -logit- which includes various influence statistics.
After you have -predict-ed them you have variables containing those
statistics which you can than use to create your favourite graphs,
see example below.
*--------------begin example--------------------
sysuse auto, clear
logit foreign price mpg
predict rs, rs
predict dbeta, dbeta
predict hat, hat
sort price
gen long obsnr = _n
twoway scatter rs obsnr, mlabel(obsnr) msymbol(none) mlabposition(0)
twoway scatter dbeta obsnr, mlabel(obsnr) msymbol(none) mlabposition(0)
twoway scatter hat obsnr, mlabel(obsnr) msymbol(none) mlabposition(0)
list foreign price mpg if obsnr==74
sum foreign price mpg
*---------------end example----------------
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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