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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 16:31:33 -0500

At 02:18 PM 10/10/2013, Ozgur Ozdemir wrote:
Hi,

I am looking something similar to R-Square of OLS. To understand the good of fit.

Is there anything else apart from Hosmer-Lemeshow goodnes of fit ?

thanks, Ozgur

probit and tobit automatically provide McFadden's Pseudo R^2 (at least if you not using svyset data). The user-written fitstat command (get the version that is part of spost9, i.e. type -findit spost9-) offers several other fit statistics. You can also get BIC and AIC statistics from stata. For a discussion, see

http://www3.nd.edu/~rwilliam/xsoc73994/L05.pdf

http://www.statisticalhorizons.com/r2logistic




----------------------------------------
> Date: Thu, 10 Oct 2013 11:56:38 -0500
> To: statalist@hsphsun2.harvard.edu; statalist@hsphsun2.harvard.edu
> From: richardwilliams.ndu@gmail.com
> Subject: Re: st: Stata Probit performance
>
> 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
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME: (574)289-5227
> EMAIL: Richard.A.Williams.5@ND.Edu
> WWW: http://www.nd.edu/~rwilliam
>
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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

*
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