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Re: st: fit statistics after svy logit
From
Richard Williams <[email protected]>
To
[email protected]
Subject
Re: st: fit statistics after svy logit
Date
Tue, 08 Mar 2011 09:38:29 -0500
At 08:42 AM 3/8/2011, Jun Xu wrote:
Dear Statalisters,
Is there a way to get fit statistics (like R2 or BIC) after svy
logit in Stata? Thanks.
Jun Xu
P.S.: Sorry about last post without a subject
line
*
Fit stats based on Maximum Likelihood aren't valid for svy data. See
the Stata 11 manual entry for the -svy- command. In particular, on p.
76 it says
"Most standard commands are also fit using maximum likelihood. When
used with independently distributed, nonweighted data, the likelihood
to be maximized reflects the joint probability distribution of the
data given the chosen model. With complex survey data, however, this
interpretation of the likelihood is no longer valid, because survey
data are weighted, not independently distributed, or both. Yet for
survey data, (valid) parameter estimates for a given model can be
obtained using the associated likelihood function with appropriate
weighting. Because the probabilistic interpretation no longer holds,
the likelihood here is instead called a pseudolikelihood, but
likelihood-ratio tests are no longer valid."
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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