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st: STATA 11 discrim logistic leave-one-out


From   "Burkhard C. Schipper" <[email protected]>
To   [email protected]
Subject   st: STATA 11 discrim logistic leave-one-out
Date   Wed, 31 Mar 2010 14:13:56 -0700

I am using discrim command for discrimination analysis in STATA 11. I
am interested in leave-one-out classification tables. For linear,
quadratic, or knn discriminant analysis one can achieve this by typing
respectively

discrim lda ... , ... nootable lootable
discrim qda ..., ... nootable lootable
discrim knn ...., ... nootable lootable

or by using

estat classtable, loo

after performing the discrim commands respectively. This is discussed
nicely in the STATA 11 manual.

However, for logistic discriminant analysis, the STATA 11 manual does
not discuss lootable or loo. In fact, if one types

discrim logstic ...., lootable notable

one obtains an error message

option lootable not allowed
r(198);

A similar error message occurs after

discrim logistic ..., ...
estat classtable, loo

Why is leave-one-out not allowed in logistic discriminant analysis?

Does anyone know a way around this problem?

Thank you.

-- 
----------------------------------------------------------
Burkhard C. Schipper
Assistant Professor
University of California, Davis
Department of Economics
One Shields Avenue
Davis, CA 95616
USA

Phone: +1-530-752 6142 (disconnected due to budget cuts at the university)
Fax: +1-530-752 9382
Skype: burkhard.schipper

Email: [email protected]
Web: http://www.econ.ucdavis.edu/faculty/schipper/
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