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Re: st: logistic ---- assessment of model fit via external validation


From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: logistic ---- assessment of model fit via external validation
Date   Wed, 09 Jun 2004 13:49:15 -0500

At 12:06 PM 6/9/2004 -0600, [email protected] wrote:
Hello All ---
I'm using Intercooled Stata, 8.2.  In Hosmer & Lemeshow's
"Applied Logistic Regression", the authors indicate that it may
be possible to exclude a subsample of observations, develop a
model, then test the model on the excluded observations
(p.171).  I'm interested in doing just that, although I'm at a
loss as to if -- and how -- something like this can be
implemented in Stata.  I've searched the Statalist archives,
Incidentally, my own inclination, quite possibly wrong, would be to test whether parameters significantly differed between my 2 samples. Building on my previous example, you could do that via a Chow test procedure, something like

. xi: quietly logit foreign price i.mysample i.mysample*price
i.mysample _Imysample_0-1 (naturally coded; _Imysample_0 omitted)
i.mysam~e*price _ImysXprice_# (coded as above)

. test _Imysample_1 _ImysXprice_1

( 1) _Imysample_1 = 0
( 2) _ImysXprice_1 = 0

chi2( 2) = 1.36
Prob > chi2 = 0.5075

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