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Re: st: prob>chi2 in probit results


From   nola l <nola0908@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: prob>chi2 in probit results
Date   Wed, 30 Jan 2013 14:06:52 -0500

Thanks very much!

Best,
Nola

On Wed, Jan 30, 2013 at 4:56 AM, Maarten Buis <maartenlbuis@gmail.com> wrote:
> On Tue, Jan 29, 2013 at 8:24 PM, nola l wrote:
>> Is it correct that as my results showed Prob > chi2     =     0.6615
>> which is greater than 0.05, then my model is not a good model and I
>> could not really use it?
>
> The null hypothesis of that test is not "my model is not a good model"
> but "all coefficients except the constant are equal to 0", and in this
> case you cannot reject that hypothesis. This does not mean that all
> coefficients except the constant are 0, but only that there is
> insufficient evidence in your data to reject that hypothesis; an
> absence of evidence is not the same as evidence of absence. However
> this is a result that does worry me, and would lead me to consider the
> variables involved very carefully, and I would probably end up using
> less variables in my model.
>
>> Is it correct that in order to have a acceptable model, I have to get
>> prob>chi2 <0.1?
>
> No, as I said above: the null hypothesis of that test is not "my model
> is unacceptable". Even if it were, not rejecting that test would not
> proof that the model is unacceptable.
>
>> Is there any other command that I can use to test my probit model is
>> usable or not?
>
> I would not look for statistical tests, they are typically not that
> helpful when selecting a model. There is discussion of various
> diagnosics in
>
> http://www.stata.com/bookstore/generalized-linear-models-and-extensions/
>
> and
>
> http://www.stata.com/bookstore/regression-models-categorical-dependent-variables/
>
>
> Hope this helps,
> Maarten
>
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
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