Re: st: PSEUDO R2

[Constantine Daskalakis <c_daskalakis@mail.jci.tju.edu>]

At 09:28 AM 12/5/2003, you wrote:
> I am estimating grouped data logistic models using glogit or simply
> using regress with analytical weights
>
> generate double lcrp=log(ntprop/(pop-ntprop))
> generate double wt1=ntprop*(pop-ntprop)/pop
>
> glogit ntprop pop clprop $xvars  $zvars $tvars
> regress lcrp clprop $xvars  $zvars $tvars [w=wt1]
>
> If I want to get a measure of goodness of fit I might use the squared
> correlation between y and yhat
>
> regress lcrp clprop $xvars $zvars $tvars
> predict yhat1
> corr yhat1 lcrp
>
> Is that correct?
>
> Antonio
That is not ideal.
See the book by Hosmer & Lemeshow (Applied Logistic Regression) for an 
excellent and extensive basic discussion on assessing fit.
CD





The documents accompanying this transmission may contain confidential 
health or business information. This information is intended for the use of 
the individual or entity named above. If you have received this information 
in error, please notify the sender immediately and arrange for the return 
or destruction of these documents.
________________________________________________________________

Constantine Daskalakis, ScD
Assistant Professor,
Biostatistics Section, Thomas Jefferson University,
211 S. 9th St. #602, Philadelphia, PA 19107
   Tel: 215-955-5695
   Fax: 215-503-3804
   Email: c_daskalakis@mail.jci.tju.edu
   Webpage: http://www.jefferson.edu/medicine/pharmacology/bio/  
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/