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st: Measures of fit in clogit


From   "TANIGUCHI, Naoko" <[email protected]>
To   [email protected]
Subject   st: Measures of fit in clogit
Date   Sun, 30 Jan 2005 12:54:31 -0500

I'd like to compare the fit of 2 models which predict vote choice in election.

Supposed that samples (voter) have 5 alternatives (candidates), and they feel 
different utility for an each alternative.  

Models have 4 variables ( age, gender, education, adn utility), but utility is 
calculated in a different way across 2 models.  Samples are same.

I did clogit and got some measures of fit as follows:

Model A

Measures of Fit for clogit of choice

Log-Lik Intercept Only:    -1046.135     Log-Lik Full Model:         -735.931
D(634):                     1471.863     LR(16):                      620.407
                                         Prob > LR:                     0.000
McFadden's R2:                 0.297     McFadden's Adj R2:             0.281
Maximum Likelihood R2:         0.615     Cragg & Uhler's R2:            0.615
Count R2:                      0.538     
AIC:                           2.314     AIC*n:                      1503.863
BIC:                       -2634.538     BIC':                       -516.775

Model B

Measures of Fit for clogit of choice

Log-Lik Intercept Only:    -1046.135     Log-Lik Full Model:         -740.903
D(634):                     1481.806     LR(16):                      610.463
                                         Prob > LR:                     0.000
McFadden's R2:                 0.292     McFadden's Adj R2:             0.276
Maximum Likelihood R2:         0.609     Cragg & Uhler's R2:            0.609
Count R2:                      0.557     
AIC:                           2.329     AIC*n:                      1513.806
BIC:                       -2624.594     BIC':                       -506.832


Questions:

// Which model of them does a good prediction?
// How do I get the adjusted count Rsquare in clogit?
// How do I get a cross table of the observed X the predicted values ?
  ( 'lstat' has already been installed, but does not work well...) 
// What is the best measures of fit in clogit?


Naoko Taniguchi
Dep. of P.S.,  University of Michigan 

----
TANIGUCHI, Naoko  [email protected]

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