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RE: st: RE: Interpretation of quadratic terms


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   RE: st: RE: Interpretation of quadratic terms
Date   Mon, 8 Mar 2010 23:22:00 +0100

<>

" I think that is why you don't even get the usual resid = y 
- yhat as an option with the predict command after logit:"



How about the ones available after -glm-?



*******
sysuse auto, clear
glm foreign weight length, family(binomial 1) link(logit)
predict resp, response

logit foreign weight length
predict pred
gen res=foreign -pred
compare  resp res
*******


HTH
Martin


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Richard Williams
Sent: Montag, 8. März 2010 23:14
To: [email protected]; '[email protected]'
Subject: RE: st: RE: Interpretation of quadratic terms

At 05:06 PM 3/8/2010, Lachenbruch, Peter wrote:
>When you think about it, the residual will be 1-predicted or 
>0-predicted.  Thus, they will plot as two parallel straight lines.

Correct.  I think that is why you don't even get the usual resid = y 
- yhat as an option with the predict command after logit:

     Main
       pr            probability of a positive outcome; the default
       xb            xb, fitted values
       stdp          standard error of the prediction
     * dbeta         Pregibon Delta-Beta influence statistic
     * deviance      deviance residual
     * dx2           Hosmer and Lemeshow Delta chi-squared influence
statistic
     * ddeviance     Hosmer and Lemeshow Delta-D influence statistic
     * hat           Pregibon leverage
     * number        sequential number of the covariate pattern
     * residuals     Pearson residuals; adjusted for number sharing 
covariate pattern
     * rstandard     standardized Pearson residuals; adjusted for 
number sharing covariate pattern
       score         first derivative of the log likelihood with respect to
xb



-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  [email protected]
WWW:    http://www.nd.edu/~rwilliam

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