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RE: st: RE: Interpretation of quadratic terms


From   "Lachenbruch, Peter" <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   RE: st: RE: Interpretation of quadratic terms
Date   Mon, 8 Mar 2010 15:57:01 -0800

A couple of posts noted a) using residuals after logit or logistic gives you Pearson residuals (obs-expected)/sqrt(var), b) after glm you get     observed -expected (and get the two straight lines).

Check out the postestimation stuff for logit and glm and you'll see what I mean. Also, try  this on the auto data - e.g. predicting foreign.

Tony

Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001


-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Rosie Chen
Sent: Monday, March 08, 2010 2:54 PM
To: [email protected]
Subject: Re: st: RE: Interpretation of quadratic terms

Thank you all for the very helpful input and advice. 
It seems that -glm- has a general approach. It would be great if I can find how to check residual after the -logit-syntax. Will dig further and see how it goes. Otherwise, will use the glm approach. Thank you again!

Rosie



----- Original Message ----
From: Richard Williams <[email protected]>
To: "[email protected]" <[email protected]>; "[email protected]" <[email protected]>
Sent: Mon, March 8, 2010 5:36:12 PM
Subject: RE: st: RE: Interpretation of quadratic terms

At 05:22 PM 3/8/2010, Martin Weiss wrote:

><>
>
>" 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-?

-glm- has more of a one size fits all approach.  It doesn't have a 
lot of the customizations you see when using the more specific 
commands.  There was a thread a long time ago about how after -logit- 
some residuals are computed  "adjusted for number sharing covariate 
pattern" -- if that isn't the way you want to compute them you can 
use -glm- instead.  But logit restricts you the way it does because 
the options listed are the ones deemed more statistically sound.


-------------------------------------------
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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