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Re: st: Stata Probit performance


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, Stata <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Stata Probit performance
Date   Thu, 10 Oct 2013 11:56:38 -0500

At 10:35 AM 10/10/2013, Ozgur Ozdemir wrote:
Hi,

Which information presents the model performance of Probit and Tobit in Stata? Is there any specific command to request it if it is not presented as part of standard Probit or Tobit output ?

thanks, Ozgur


What do you mean by "model performance?" The -estat gof- command after probit will give you the Hosmer-Lemeshow goodness-of-fit test, if that is what you want. That test has gotten a lot of criticism though, e.g. see

http://www.statisticalhorizons.com/hosmer-lemeshow

If that isn't what you mean maybe you could be more specific. Other commands you might be interested in (.e.g. -estat clas-) can be found by typing

help probit_postestimation


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