Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: fit statistics after svy logit


From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: fit statistics after svy logit
Date   Tue, 08 Mar 2011 09:38:29 -0500

At 08:42 AM 3/8/2011, Jun Xu wrote:
Dear Statalisters,

Is there a way to get fit statistics (like R2 or BIC) after svy logit in Stata? Thanks.

Jun Xu

P.S.: Sorry about last post without a subject line
*

Fit stats based on Maximum Likelihood aren't valid for svy data. See the Stata 11 manual entry for the -svy- command. In particular, on p. 76 it says

"Most standard commands are also fit using maximum likelihood. When used with independently distributed, nonweighted data, the likelihood to be maximized reflects the joint probability distribution of the data given the chosen model. With complex survey data, however, this interpretation of the likelihood is no longer valid, because survey data are weighted, not independently distributed, or both. Yet for survey data, (valid) parameter estimates for a given model can be obtained using the associated likelihood function with appropriate weighting. Because the probabilistic interpretation no longer holds, the likelihood here is instead called a pseudolikelihood, but likelihood-ratio tests are no longer valid."


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  [email protected]
WWW:    http://www.nd.edu/~rwilliam

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index