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RE: st: fit statistics after svy logit


From   Jun Xu <[email protected]>
To   Listserv STATA <[email protected]>
Subject   RE: st: fit statistics after svy logit
Date   Tue, 8 Mar 2011 17:45:21 -0600

Thank you all!  Would a generalized coefficient of determination work if one uses pseudolikelihood?

Jun

> Date: Tue, 8 Mar 2011 09:38:29 -0500
> To: [email protected]
> From: [email protected]
> Subject: Re: st: fit statistics after svy logit
> 
> 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 interpretation of the likelihood is no longer valid, because survey 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 likelihood-ratio tests are no longer valid."
> 
> 
> -------------------------------------------
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