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st: Question about modified park test


From   "Insun Choi" <ischoi@rci.rutgers.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Question about modified park test
Date   Fri, 29 Jul 2011 11:41:24 -0400

Dear all,
To determine family distribution for GLM model, I used Modified Park
Test(MPT).
The results was lambda=4. But I could not find the distribution when the
lambda=4.
What is the family distribution of GLM model when the result of MPT is
lambda=4 ??


The procedures which I used were as bellowing;
****************************************************************
glm tat_time  med_cpoe_ord page2 page3 page4 pfemale age2 age3 age4 female
emergen pulmonary family surgery cardio gastro do md pa rnfa central_drug
gast_drug card_drug antinf_drug horm_drug autom_drug oth_drug, family(gamma)
link(log) predict yhat,mu gen lnyhat=ln(yhat) gen r2=((tat_time-yhat)^2) glm
r2 lnyhat, family(gamma) link(log) robust nolog test lnyhat==0 test
lnyhat==1 test lnyhat==2 test lnyhat==3 test lnyhat==4

************ TEST RESULT ************

. test lnyhat==0

( 1)  [r2]lnyhat = 0

           chi2(  1) =  160.88
         Prob > chi2 =    0.0000

. test lnyhat==1

( 1)  [r2]lnyhat = 1

           chi2(  1) =   95.91
         Prob > chi2 =    0.0000

. test lnyhat==2

( 1)  [r2]lnyhat = 2

           chi2(  1) =   47.65
         Prob > chi2 =    0.0000

. test lnyhat==3

( 1)  [r2]lnyhat = 3

           chi2(  1) =   16.10
         Prob > chi2 =    0.0001

. test lnyhat==4

( 1)  [r2]lnyhat = 4

           chi2(  1) =    1.26
         Prob > chi2 =    0.2618

Insun Choi



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