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st: Re: model fit in clogit


From   "Scott Merryman" <[email protected]>
To   <[email protected]>
Subject   st: Re: model fit in clogit
Date   Mon, 26 Jan 2004 20:27:55 -0600

The LRchi2 performs a likelihood-ratio test that all the slope coefficients are
equal to zero.  In this case, you would not be able to reject the null.

-fitstat- provides additional measures of fit for -clogit-

Hope this helps,
Scott

----- Original Message ----- 
From: <[email protected]>
To: <[email protected]>
Sent: Sunday, January 25, 2004 12:34 PM
Subject: st: model fit in clogit


> I have a balanced panel of firms and times and three other explanatory
> variables. Given the binary nature of my explanatory variable I am running a
> conditional (fixed effect) model with clogit specified as follows:
>
> xi: clogit y1 x1-xk i.t, group(firm)
>
> STATA gives me a Prob > chi2 = 0.1720 for LR chi2. Does this mean that the fit
> of my model is not good? How do I assess the goodness of fit of the model?
>
>
> many thanks
>
> Grazia
>
>
> -- 
> Grazia Santangelo, PhD
> Facolt� di Scienze Politiche
> Universit� degli Studi di Catania
> Via Vitt. Emanuele, 8
> 95131 Catania
> ITALY
>
> ----------------------------------------------------------------
> Universit� di Catania - C.E.A.
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> http://www.cea.unict.it
>
> *
> *   For searches and help try:
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> *   http://www.ats.ucla.edu/stat/stata/

*
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*   http://www.ats.ucla.edu/stat/stata/



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