Thanks Jeph for the helpful advice.
Dale Hardy, PhD RD CDE CHES
Research Associate
University of Texas School of Public Health
Houston, TX 77030
Phone: (713) 500-9221
Fax: (713) 500-9264
Email: [email protected]
________________________________________
From: [email protected] [[email protected]] On Behalf Of Jeph Herrin [[email protected]]
Sent: Tuesday, October 06, 2009 11:04 AM
To: [email protected]
Subject: Re: st: xtmelogit model fit
I typically assess fit with a C-statistic; other
methods exist but can have counterintuitive properties.
Just be sure to round the predicted values into a
manageable number of classifications (I ususally 100).
xtmelogit pvar ...
predict phat
replace phat=round(phat,0.01)
roctab pvar phat
This reports the ROC area, also known as the C-statistic,
along with the 95%CI. A C-stat of 1 is a perfect fit model,
a C-stat of 0.5 is no better than chance. One advantage,
beyond simple interpretability (the C-stat assesses how
well the model predicts true outcomes), is that it is directly
comparable across very different model specifications.
hth,
Jeph
Hardy, Dale S wrote:
> Does anyone know how to do model fit for xtmelogit models?
>
> Dale
>
> Dale Hardy, PhD RD CDE CHES
> Research Associate
> University of Texas School of Public Health
> Houston, TX 77030
> Phone: (713) 500-9221
> Fax: (713) 500-9264
> Email: [email protected]
>
>
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
