Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: glm: a question about the Deviance formula


From   Joan Holand <[email protected]>
To   [email protected]
Subject   st: glm: a question about the Deviance formula
Date   Thu, 29 Mar 2007 00:47:25 +0200

Dear statalist,

I have a question about the Deviance formula in the -glm- output.

In my statistics handbook (Agresti 1996*, p. 96) I found the information
that Deviance in loglinear models equals the likelihood-ratio
goodness-of-fit statistic Gsq which would mean that it had the following
formula:
Deviance = 2Sum [fobs * ln(fobs / fexp)] .

Could anybody please verify this information (i.e. look up in the Stata
manuals)?
Your help would be very appreciated.
Thank you in advance,
Joan

* Agresti, A. (1996): An Introduction to Categorical Data Analysis. New York
*
*   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/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index