Re: st: Test of independence of errors in logistic regression

[Maarten buis <maartenbuis@yahoo.co.uk>]

--- On Thu, 3/3/11, Kouji Asakura wrote:
> Is there a test available in Stata to test for independence
> of errors?

I do not think that is possible. Where would the information
come from? Errors are not directly observed, but in logistic 
regression the dependent variable is also not directly 
observed. So now there is a double "moddeling layer" between
the data and the variable you want to investigate. On top
of that, a test of independence seems to me like a very
non-specific and thus not very powerful test even if we 
directly observed the variable. All this together means that 
I do not think that such a test is possible.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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