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Re: st: omega statistic


From   David Airey <[email protected]>
To   [email protected]
Subject   Re: st: omega statistic
Date   Wed, 19 Mar 2008 10:44:46 -0500

.

"search" in Stata finds nothing.

There is an R package "relimp" that does what you want.

-Dave

On Mar 19, 2008, at 9:40 AM, Hanchate, Amresh wrote:
Hi all:
I was wondering if there is a Stata implementation of the "omega
statistic" (Silber, Rosenbaum and Ross (1995)) "for comparing the
contributions of subsets of predictors in a multiple regression model
(including generalized linear models, survival models, etc.)".

Silber, J. H., Rosenbaum, P. R. and Ross, R. N. (1995) Comparing the
Contributions of Groups of Predictors: Which Outcomes Vary with
Hospital Rather than Patient Characteristics? JASA 90, 7-18.

Are there other similar methods that Stata can estimate? I am
particularly interested in logistic regression case.

Thanks in advance,
Amresh Hanchate

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