To show the improvement of the fit with some star for the significance I usually use the delta R-squared or the minus 2 times the log likelihood
Nicola
At 02.33 03/03/2008 -0500, "Martin Weiss" wrote:
>Dear Statalisters,
>
>try this in Stata:
>
>*********
>sysuse auto, clear
>probit foreign weight, nolog
>estat clas
>probit foreign weight mpg, nolog
>estat clas
>*********
>
>Then tell me: can I prefer one specification of covariates in a probit model
>over the other on the basis of the correctly classified cases as provided at
>the bottom of the classification table? If so, is there a confidence
>interval that would let me judge whether the difference between two models
>is significant? And what is the difference to
>
>a) the area under the ROC curve, as provided by the -lroc- command ( and
>where I do know that you can test two models against each other based on the
>- -roccomp- command)
>
>b) the gofs provided by the -estat gof- command?
>
>We recently heard a presentation at our workshop where someone argued in
>this vein, and all I could come with was this lousy "I have a bad feeling
>about this".
>
>
>Thanxx,
>Martin Weiss
*
* 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/
