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From   Richard Williams <[email protected]>
To   [email protected], <[email protected]>
Subject   Re: st: R: LOGIT MODEL
Date   Mon, 31 Dec 2007 11:02:49 -0500

At 10:13 AM 12/31/2007, Carlo Lazzaro wrote:
Dear Ismail,

a temptative (and dramatically) short answer would be to take a look to the
following reference in Stata (by typing: search for fitstat):

search for fitstat
(manual:  [R] search)
There are a couple of versions of fitstat floating around. Usually I find it is best to take the SSC version, but in this instance Long and Freese keep the most current version on Long's web page. It is part of their -spost9- package.

For more details about this issue, I would refer to the 3th and 4th Chapters
of the following Textbook

Long JS, Freese J. Regression Models for Categorical Dependent Variables
Using Stata. 2nd Ed. College Station, TX: Stata Press, 2006: 104-112;
Some of that material is summarized here:

Other stuff on hypothesis testing and model comparisons can be found here:

Long and Freese have some great stuff, but it is useful to remember that if you are mass producing statistics, like some of their routines do, your significance levels can be misleading (e.g. you do 20 tests at the .05 level, and even if the null is true in every case, by chance alone you expect to get one significant result.)

Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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