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Re: st: Residuals in Logistic Regression


From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: Residuals in Logistic Regression
Date   Mon, 12 Apr 2004 11:30:26 -0500

At 12:11 PM 4/12/2004 -0400, [email protected] wrote:
The way to get what you want -- observation and not covariate patterns -- is to use -logit-, obtain the linear predictor and fit (mu) statistics using -predict-, and calculate the residuals and fit statistics using the appropriate formulae. You can find them in the manual, or in Hardin & Hilbe (2001-Stata Press). Calculating the residuals is really quiet easy.

I hope that this helps - and gives a bit of background.

Joe Hilbe
Thanks much Joe, that is very helpful. As Nick Cox suggested earlier, a simpler way of getting the residuals using observations rather than covariate patterns may be via the use of the -glm- command, e.g.

glm foreign mpg, link(logit) f(binomial)
predict glmdev, dev

I haven't tried it using other residual calculations, but this particular command gives me the same results as SPSS.

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Richard Williams, Notre Dame Dept of Sociology
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