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Re: st: Stata Probit performance


From   "Dimitriy V. Masterov" <dvmaster@gmail.com>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Stata Probit performance
Date   Thu, 10 Oct 2013 15:34:02 -0700

You can try:
    estat classification - various summary statistics, including the
classification table/confusion matrix
    lroc - computes AROC and graphs the curve
    lsens - graphs sensitivity and specificity versus probability cutoff

More generally, for most estimation command X, the manual entry for X
postestimation will be useful.

DVM

On Thu, Oct 10, 2013 at 9:56 AM, Richard Williams
<richardwilliams.ndu@gmail.com> wrote:
> 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
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>
>
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