Re: st: test

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 03:28 PM 5/31/2004 +0200, fabiopericolini@fastwebnet.it wrote:
> Dear all,
> what is the real name of the test called "linktest" in Stata?Is there an
> author??
According to the reference manual, the test was suggested by Pregibon 
(1979) based on an idea of Tukey (1949).  It also says that Pregibon (1980) 
suggested a slightly different method that has come to be known as 
"Pregibon's goodness-of-link test" - but Stata uses the older version 
because it is universally applicable.  So, I'm not sure if there is a name 
for the test, but there is a source for it.


> And the real name of the Condition Index1 (collin)???
> Many many thanks...
Collin reports 2 sets of numbers that are both called the condition 
index.  I'm not sure if they have separate names or not.  The difference is 
in the estimation, i.e. with index 1 variables are centered about their 
means first and in index2 they are not.  My intuition leads me to favor 
approach 1 but it turns out there is a lot of controversy on this.  Belsley 
Kuh and Welsch discuss this in their 1980 book on regression diagnostics.


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
FAX:    (574)288-4373
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW (personal):    http://www.nd.edu/~rwilliam
WWW (department):    http://www.nd.edu/~soc

*
*   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/